Quantitative Developer
Role Summary
Wagglyn is seeking a Quantitative Developer (Contract) to work directly with our quantitative research and engineering teams on the development and deployment of systematic FX trading strategies.
This is a hands-on role focused on owning and improving a production-grade trading stack and bridging it through to live trading. You will work across execution systems, market data infrastructure, and research workflows to ensure the platform is robust, performant, and ready for real-world conditions.
We have production infrastructure in place and are focused on bridging to live trading. The immediate priority is ensuring system reliability, validating the order path, and supporting the transition into a live trading environment.
Responsibilities
· Take ownership of key components of the existing Rust-based trading stack, including:
o Stabilising and improving system reliability
o Identifying and resolving performance bottlenecks
· Validate and refine the end-to-end order lifecycle:
o Ensure correctness of order handling, execution flow, and venue interaction
o Work closely with quants and engineers to align behaviour with strategy requirements
· Improve and maintain market data and storage systems:
o Ensure robustness and performance of time-series data infrastructure (e.g. QuestDB)
o Validate data integrity, sequencing, and consistency across feeds
· Optimise high-frequency data pipelines:
o Correct timestamping and event ordering
o Cross-venue alignment and determinism
· Collaborate with quantitative researchers to:
o Integrate and refine strategy logic within production constraints
o Improve research-to-production workflows and tooling
· Contribute to performance optimisation across:
o Latency, throughput, and system determinism
o Linux systems, networking, and low-level performance tuning
Required Experience
· Experience as a Quantitative Developer / Quant Engineer / Low Latency Engineer in a systematic trading environment
· Direct experience in electronic FX markets is required, including:
o FX market microstructure (last look, liquidity provider behaviour, venue dynamics)
o ECNs and liquidity venues (e.g. EBS, LMAX, Cboe FX, Currenex, etc.)
o Understanding of FX-specific execution characteristics (disclosed vs anonymous liquidity, LP pools, prime brokerage)
· Strong programming skills in:
o Python (research and tooling)
o Rust and/or C++ (performance-critical systems)
· Experience working with:
o High-frequency financial data (tick / order book level)
o Real-time data pipelines and execution systems
o Backtesting and/or simulation environments
· Strong understanding of:
o Data integrity challenges (timestamping, sequencing, feed inconsistencies)
o End-to-end trading system behaviour under real market conditions
Important – Technical Requirement
· This role operates within a Rust-based trading stack.
· Candidates should be:
o Proficient in Rust, or
o Highly experienced in C++ and able to transition effectively into Rust
o Strong C++ engineers with experience in low-latency trading systems are encouraged to apply, even if Rust experience is more limited.
· If you do not have experience in performance-critical systems programming, this role is unlikely to be a fit.
Preferred Experience
· Experience working on systems approaching or entering live trading
· Familiarity with:
o Low latency optimisation techniques (kernel bypass, networking, etc.)
o Cross-venue market data aggregation
· General familiarity with AWS environments (e.g. S3, UAT setups)
Profile
· Comfortable operating in a small, high-performance team with high ownership
· Pragmatic and delivery-focused:
o Focused on getting systems stable and live
o Able to prioritise effectively under time pressure
· Strong communicator, able to work across:
o Quantitative research
o Low latency engineering
Contract Structure
· Full-time contractor
· Rolling fixed-term arrangement
· Immediate start preferred
Location
· Remote (preference for UK based candidates).
Compensation
· Compensation is competitive and aligned with quant dev roles in eFX trading.
About Wagglyn
Wagglyn is a bespoke FX consultancy mandated by a single family office to develop and implement a systematic total return strategy in foreign exchange markets.
We are building an institutional-grade algorithmic FX trading capability, combining quantitative research, high-performance engineering, and robust execution infrastructure.
Salary: GBP 60000 - 80000 per year
Experience: 3 years required
Wagglyn is seeking a Quantitative Developer (Contract) to work directly with our quantitative research and engineering teams on the development and deployment of systematic FX trading strategies.
This is a hands-on role focused on owning and improving a production-grade trading stack and bridging it through to live trading. You will work across execution systems, market data infrastructure, and research workflows to ensure the platform is robust, performant, and ready for real-world conditions.
We have production infrastructure in place and are focused on bridging to live trading. The immediate priority is ensuring system reliability, validating the order path, and supporting the transition into a live trading environment.
Responsibilities
· Take ownership of key components of the existing Rust-based trading stack, including:
o Stabilising and improving system reliability
o Identifying and resolving performance bottlenecks
· Validate and refine the end-to-end order lifecycle:
o Ensure correctness of order handling, execution flow, and venue interaction
o Work closely with quants and engineers to align behaviour with strategy requirements
· Improve and maintain market data and storage systems:
o Ensure robustness and performance of time-series data infrastructure (e.g. QuestDB)
o Validate data integrity, sequencing, and consistency across feeds
· Optimise high-frequency data pipelines:
o Correct timestamping and event ordering
o Cross-venue alignment and determinism
· Collaborate with quantitative researchers to:
o Integrate and refine strategy logic within production constraints
o Improve research-to-production workflows and tooling
· Contribute to performance optimisation across:
o Latency, throughput, and system determinism
o Linux systems, networking, and low-level performance tuning
Required Experience
· Experience as a Quantitative Developer / Quant Engineer / Low Latency Engineer in a systematic trading environment
· Direct experience in electronic FX markets is required, including:
o FX market microstructure (last look, liquidity provider behaviour, venue dynamics)
o ECNs and liquidity venues (e.g. EBS, LMAX, Cboe FX, Currenex, etc.)
o Understanding of FX-specific execution characteristics (disclosed vs anonymous liquidity, LP pools, prime brokerage)
· Strong programming skills in:
o Python (research and tooling)
o Rust and/or C++ (performance-critical systems)
· Experience working with:
o High-frequency financial data (tick / order book level)
o Real-time data pipelines and execution systems
o Backtesting and/or simulation environments
· Strong understanding of:
o Data integrity challenges (timestamping, sequencing, feed inconsistencies)
o End-to-end trading system behaviour under real market conditions
Important – Technical Requirement
· This role operates within a Rust-based trading stack.
· Candidates should be:
o Proficient in Rust, or
o Highly experienced in C++ and able to transition effectively into Rust
o Strong C++ engineers with experience in low-latency trading systems are encouraged to apply, even if Rust experience is more limited.
· If you do not have experience in performance-critical systems programming, this role is unlikely to be a fit.
Preferred Experience
· Experience working on systems approaching or entering live trading
· Familiarity with:
o Low latency optimisation techniques (kernel bypass, networking, etc.)
o Cross-venue market data aggregation
· General familiarity with AWS environments (e.g. S3, UAT setups)
Profile
· Comfortable operating in a small, high-performance team with high ownership
· Pragmatic and delivery-focused:
o Focused on getting systems stable and live
o Able to prioritise effectively under time pressure
· Strong communicator, able to work across:
o Quantitative research
o Low latency engineering
Contract Structure
· Full-time contractor
· Rolling fixed-term arrangement
· Immediate start preferred
Location
· Remote (preference for UK based candidates).
Compensation
· Compensation is competitive and aligned with quant dev roles in eFX trading.
About Wagglyn
Wagglyn is a bespoke FX consultancy mandated by a single family office to develop and implement a systematic total return strategy in foreign exchange markets.
We are building an institutional-grade algorithmic FX trading capability, combining quantitative research, high-performance engineering, and robust execution infrastructure.
Salary: GBP 60000 - 80000 per year
Experience: 3 years required