Multi-asset trading technology platform for institutional execution
Quod Financial builds order and execution management systems for buy-side and sell-side institutions. The stack is heavily Python + SQL + TensorFlow, with desktop tooling (.NET/Windows Forms) alongside backend APIs and FIX connectivity—reflecting both the stateful, performance-critical nature of trading systems and a shift toward data-driven automation. Active projects center on ML optimization, algorithmic trading, and GenAI capabilities; paired with pain points around algorithm performance and training, this signals a move to embed machine learning into core execution logic rather than bolt it on.
Quod Financial delivers trading technology serving banks, brokers, and asset managers across multiple asset classes. The product suite—anchored by Unity, a modular cross-asset architecture—covers order management, execution management, smart order routing, algorithmic trading, and liquidity internalization. The platform normalizes data and workflows across asset classes, enabling automation and control of complex operations. Founded in 2004 and headquartered in London, Quod operates offices across six continents (Paris, Dubai, New York, Toronto, Singapore, Hong Kong). The company is mid-stage, with engineering-led development and active hiring across France, North America, and Ukraine.
Python, SQL, TensorFlow, FIX, REST, Linux, Docker, C#/.NET, and Windows Forms. The mix reflects performance-critical backend systems (Python/SQL/TensorFlow) and stateful desktop clients (.NET/Windows Forms).
ML model optimization, GenAI product development, algorithmic trading optimization, simulator training, performance testing automation, and microservice/API integration. Projects reflect a focus on embedding machine learning into execution logic.
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