G-Research Tech Stack

Quantitative finance research firm building high-performance trading systems

Financial Services London 501–1,000 employees Founded 2001 Privately Held

G-Research runs a polyglot stack (Python, C#, Apache Spark, Kafka, ClickHouse, Redshift) optimized for low-latency financial data processing and real-time market modeling. The engineering-heavy hiring focus—32 roles across core simulation, distributed training, and performance optimization—reflects their active work on latency-critical systems: integrating high and low frequency trading signals, extracting market prediction features from text feeds, and optimizing inference speed. Current pain points cluster around large-scale workload optimization and operational stability, suggesting a shift toward more complex, distributed research infrastructure.

Tech Stack 106 technologies

Core StackPython C# Apache Spark Trino Kafka ClickHouse Apache Airflow Terraform Ansible Redshift AWS Glue Jenkins ArgoCD Prometheus Grafana OpenTelemetry Apache Flink Cisco AWS EMR AWS MSK Athena AWS MWAA Kafka Streams Kafka Connect Arista Cisco IOS Cisco IOS XR Cisco NX-OS Arista EOS Git+73 more

AdoptingC#

What G-Research Is Building

◆Challenges

Optimizing large-scale workloads
Optimising storage workflows
Low-latency for latency-sensitive workloads
Optimising trading and research systems
Operational stability of core network systems
Forecasting financial time series
Respond to external changes
Reducing inference latency
Low level performance optimisations
Supporting research data environment

▲Active Projects

Low level performance optimisations in core simulation engine
Remote development capabilities
Integrating high and low frequency systems for optimal trading
Experimenting with alternative solvers in core trade planning system
Real-time text feed feature extraction for market prediction
Improving operational tooling
Implementation of new interconnects
Domain adaptive pretraining for financial data
Multi-node distributed training
Abstraction layer over ci framework

Hiring Activity

Decelerating50 roles · 15 in 30d

Department

Engineering

Research

Data

Ops

Security

Seniority

Mid

Senior

Intern

Manager

Junior

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About G-Research

G-Research is a quantitative finance research firm founded in 2001, headquartered in London, with 501–1,000 employees. The firm combines researchers and engineers to develop algorithmic trading strategies and financial market models. The tech foundation spans real-time data pipelines (Kafka, ClickHouse, Redshift), distributed compute (Spark, Flink, AWS EMR), and infrastructure-as-code (Terraform, Ansible, ArgoCD). Active development centers on core simulation engines, remote development capabilities, and domain-specific AI training on financial datasets. Hiring is concentrated in the United Kingdom across engineering, research, and data roles.

HeadquartersLondon

Company Size501–1,000 employees

Founded2001

Hiring MarketsUnited Kingdom

Frequently Asked Questions

What tech stack does G-Research use?

Python, C#, Apache Spark, Kafka, ClickHouse, Redshift, Apache Flink, Kafka Streams, AWS services (EMR, MSK, Athena, Glue), Terraform, ArgoCD, Prometheus, Grafana, and networking tools (Cisco, Arista).

What is G-Research currently building?

Low-latency trading systems, real-time text feed feature extraction for market prediction, distributed training infrastructure, domain-adaptive pretraining for financial data, and performance optimizations in core simulation and trade planning engines.