About Us
Bending Rivers is a quantitative research and technology company.
We build systems for market data, research and execution, and study markets across asset classes.
Our systems bring together market data, company information, financial documents, quantitative analysis and trading activity.
We are building for the long term.
What We Build
Research Intelligence
Quantitative research on market making, including quoting, inventory, adverse selection and liquidity, alongside financial data, document intelligence and research workflows.
Execution Intelligence
Systems for securities trading, including order analytics, liquidity analysis, execution analytics, inventory intelligence and market microstructure.
Market Infrastructure
The data, software and analytical infrastructure that connects information, research, decisions and execution.
Approach
We work on difficult problems where markets, mathematics, data and software meet.
We care about correctness, speed, reliability and usefulness.
We build systems that people can depend on.
Careers
Bending Rivers hires people who think about markets, mathematics, systems and technology.
We look for quantitative researchers with strong mathematical training, infrastructure and DevOps engineers, software engineers in Python, C++ and Rust, and people who can design low-latency engines and high-performance, risk-optimised systems.
Our research is concentrated on market making: the quote, inventory and adverse selection.
We value technical depth, independence and the ability to solve difficult problems.
Please send your CV and a brief introduction to
Contact
For institutional partnerships, research, technology or careers: