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- Tasks: Develop and optimise FX trading strategies in a hands-on role.
- Company: Wagglyn, a bespoke FX consultancy focused on systematic trading.
- Benefits: Competitive compensation, remote work, and a dynamic team environment.
- Other info: Immediate start preferred; rolling contract with excellent growth opportunities.
- Why this job: Join a high-performance team and make an impact in live trading.
- Qualifications: Experience in quantitative development and strong programming skills in Rust or C++.
The predicted salary is between 60000 - 80000 £ per year.
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. 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:
- Stabilising and improving system reliability
- Identifying and resolving performance bottlenecks
- Ensure correctness of order handling, execution flow, and venue interaction
- Work closely with quants and engineers to align behaviour with strategy requirements
- Ensure robustness and performance of time-series data infrastructure (e.g. QuestDB)
- Validate data integrity, sequencing, and consistency across feeds
- Correct timestamping and event ordering
- Cross-venue alignment and determinism
- Integrate and refine strategy logic within production constraints
- Improve research-to-production workflows and tooling
- Latency, throughput, and system determinism
- 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:
- FX market microstructure (last look, liquidity provider behaviour, venue dynamics)
- ECNs and liquidity venues (e.g. EBS, LMAX, Cboe FX, Currenex, etc.)
- Understanding of FX-specific execution characteristics (disclosed vs anonymous liquidity, LP pools, prime brokerage)
- Python (research and tooling)
- Rust and/or C++ (performance-critical systems)
- High-frequency financial data (tick / order book level)
- Real-time data pipelines and execution systems
- Backtesting and/or simulation environments
- Data integrity challenges (timestamping, sequencing, feed inconsistencies)
- 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:
- Proficient in Rust, or
- Highly experienced in C++ and able to transition effectively into Rust
- Strong C++ engineers with experience in low-latency trading systems are encouraged to apply, even if Rust experience is more limited.
Preferred Experience
- Experience working on systems approaching or entering live trading
- Familiarity with:
- Low latency optimisation techniques (kernel bypass, networking, etc.)
- Cross-venue market data aggregation
Profile
- Comfortable operating in a small, high-performance team with high ownership
- Pragmatic and delivery-focused:
- Focused on getting systems stable and live
- Able to prioritise effectively under time pressure
- Quantitative research
- 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.
Locations
Quantitative Developer (HFT FX) - Contract in Devon, Exeter employer: Wagglyn
Contact Detail:
Wagglyn Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Developer (HFT FX) - Contract in Devon, Exeter
✨Tip Number 1
Network like a pro! Reach out to folks in the industry, especially those who work at Wagglyn or similar firms. A friendly chat can sometimes lead to opportunities that aren’t even advertised.
✨Tip Number 2
Show off your skills! If you’ve got a GitHub or portfolio showcasing your Rust or C++ projects, make sure to share it. Real-world examples of your work can really set you apart from the crowd.
✨Tip Number 3
Prepare for technical interviews by brushing up on your knowledge of FX markets and low-latency systems. Be ready to discuss how you’ve tackled performance bottlenecks in the past – they’ll want to see your problem-solving skills in action!
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who take that extra step!
We think you need these skills to ace Quantitative Developer (HFT FX) - Contract in Devon, Exeter
Some tips for your application 🫡
Show Off Your Skills: Make sure to highlight your programming skills, especially in Rust and C++. We want to see how your experience aligns with our needs in the FX trading environment.
Be Specific About Your Experience: When detailing your past roles, focus on your experience with high-frequency trading systems and market data. The more specific you are about your contributions, the better!
Tailor Your Application: Don’t just send a generic application! Tailor your CV and cover letter to reflect the responsibilities and requirements mentioned in the job description. Show us why you're the perfect fit for Wagglyn.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures it gets the attention it deserves!
How to prepare for a job interview at Wagglyn
✨Know Your Tech Stack
Make sure you’re well-versed in Rust and C++, as these are crucial for the role. Brush up on your knowledge of performance-critical systems and be ready to discuss how you've tackled challenges in low-latency environments.
✨Understand FX Market Dynamics
Familiarise yourself with FX market microstructure and execution characteristics. Be prepared to talk about your experience with ECNs and liquidity venues, as this will show your understanding of the trading landscape.
✨Demonstrate Problem-Solving Skills
Think of specific examples where you've identified and resolved performance bottlenecks or improved system reliability. This will highlight your hands-on experience and ability to take ownership of critical components.
✨Communicate Effectively
Since collaboration is key in this role, practice articulating your thoughts clearly. Be ready to explain complex technical concepts in a way that’s understandable to both quants and engineers, showcasing your strong communication skills.