15 of 15 Permanent Senior Quantitative Developer Jobs in England

Degree in Computer Science, Maths, Statistics, or Operation Research £120k - £160k+ base (£250,000 - £600,000 overall) London (office based) Senior Quantitative Developer - LONDON UK Remote Status - No Remote Client Willing to Sponsor - Yes MUST HAVE - Bachelor's Degree in Computer Science, Mathematics, Statistics … from a top 20 internationally ranked university Relocation Paid - Yes Recruit From UK only Overall Earnings Potential: £250,000 - £600,000 Job Description Quantitative Developer - Systematic Trading (London) A leading systematic investment firm, managing over $6 billion in assets, is spinning out from the quantitative division ...

Senior Quantitative Developer About Millennium Millennium is a global, diversified alternative investment firm, founded in 1989. Defined by evolution, innovation and focus, Millennium’s mission is to deliver results for our investors. Our people are empowered with both independence and support: the autonomy to pursue … systems for equities and futures. Proficiency using LLM-based tools to accelerate development, improve code quality, and enhance productivity; working familiarity with Python for quantitative research, data-oriented processing, and execution algorithm performance analysis. #J-18808-Ljbffr ...

Millennium is seeking a Senior Quantitative Developer to design, implement, and optimize low-latency trading systems in a fast-paced financial engineering environment. The role focuses on C++17/20, real-time execution, and collaboration with central trading teams to improve performance across regions. ...

Senior Quantitative DeveloperAbout MillenniumMillennium is a global, diversified alternative investment firm, founded in 1989. Defined by evolution, innovation and focus, Millennium’s mission is to deliver results for our investors.Our people are empowered with both independence and support: the autonomy to pursue ideas with conviction … trading systems for equities and futures.Proficiency using LLM-based tools to accelerate development, improve code quality, and enhance productivity; working familiarity with Python for quantitative research, data-oriented processing, and execution algorithm performance analysis.Recruiter:Ruby KazmiHiring Manager:Alex ReynoldsDepartment:Information Technology ...

idea of working to create a sustainable energy future also moves you, we may very well be the right place for you. The Quantitative Analytics team at Centrica Energy is part of the Trading Analytics and Algorithms centre of excellence, and is responsible for: Delivering quantitative analysis … holistic and optimal hedging decisions Assisting originators in development of structured products across the Renewables, LNG, Gas & Power sectors. As a Senior Quantitative Developer you will become part of an agile team of circa 10 people located across our offices in London, Aalborg and Antwerp ...

idea of working to create a sustainable energy future also moves you, we may very well be the right place for you. The Quantitative Analytics team at Centrica Energy is part of the Trading Analytics and Algorithms centre of excellence, and is responsible for: Delivering quantitative analysis … holistic and optimal hedging decisions Assisting originators in development of structured products across the Renewables, LNG, Gas & Power sectors. As a Senior Quantitative Developer you will become part of an agile team of circa 10 people located across our offices in London, Aalborg and Antwerp ...

reach with deep markets expertise to help our customers mitigate financial, regulatory, and reputational risk. The Role We are seeking a Senior Quantitative Developer (VP) to take a leading role in designing, building and validating our pricing models. This includes creating financial pricing libraries ...

within Risk Technology to join a multi-year strategic initiative: the design and delivery of AI-enabled automation across the end-to-end quantitative model lifecycle, covering all market risk and credit risk models. This is a hands-on engineering role at the core of the program. … assisted model documentation, automated model testing and validation workflows, large-scale risk data analysis, and model lifecycle management. You will work closely with quantitative analysts, model validators, data engineers, and the program leadership to translate workflow automation requirements into robust, production-grade solutions. Key Responsibilities Engineering & Delivery Design, develop ...

within Risk Technology to join a multi-year strategic initiative: the design and delivery of AI-enabled automation across the end-to-end quantitative model lifecycle, covering all market risk and credit risk models.This is a hands-on engineering role at the core of the program. You will … assisted model documentation, automated model testing and validation workflows, large-scale risk data analysis, and model lifecycle management. You will work closely with quantitative analysts, model validators, data engineers, and the program leadership to translate workflow automation requirements into robust, production-grade solutions.Key ResponsibilitiesEngineering & DeliveryDesign, develop, and maintain Python ...

ways that matter to you. About the Role The T Rowe Price Fixed Income Technology team is looking for a Senior Quant Developer with banking/financial services experience; specifically coming from a Front Office, quantitative background with a working knowledge of Fixed Income markets … securities, and analytics. The successful candidate will help expand the team in Baltimore/London to support the development and delivery of quantitative research and models in partnership with our Fixed Income Quantitative Research Analysts (Quants). This is a hands‐on, full development lifecycle role - from gathering ...

diverse as financiers, legal experts, data scientists, developers, engineers and designers. The GMRU COE team is a multidisciplinary team composed of Data Science, Quantitative, and Software Development professionals. The team develops methodologies and technology solutions for the measurement and monitoring of market risk and counterparty risk. About … market risk and counterparty risk. The successful candidate will contribute to the evolution of the Global Stress Platform and cloud-based risk infrastructure, translating quantitative methodologies into scalable and maintainable software solutions. The position involves solving complex methodological and technical challenges, integrating risk models into production environments, optimizing system ...

United States Digital Space LLC in London (hybrid) is seeking a Senior Quant Developer with a banking/financial services background to expand fixed income quantitative models in partnership with Quants. The role offers a full development lifecycle from requirements to production delivery ...

Reference #339175BRCityLondonJob TypeFull Time Your role•Participate in the design, development, and implementation of quantitative models and analytics supporting the QIS business•Play a key role in designing and implementing the next generation of AI-powered systems, partnering closely with Trading, Structuring and Sales from idea generation through production … launch•Deliver high quality quantitative applications, tools, and workflows to support QIS Trading, Structuring and Sales in managing, analyzing, and hedging risk•Contribute to the transformation of the QIS calculation stack, including migration towards a strategic, cloud based architecture in collaboration with IT and platform teams•Support internal ...

solutions We’re looking for a Senior Quant/AI Developer to:•Participate in the design, development, and implementation of quantitative models and analytics across the Global Markets business•Play a key role in designing and implementing the next generation of AI-powered systems, partnering … ComebackWe are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.Your teamYou’ll be working in our Quantitative Analytics team in London — a fast-paced, entrepreneurial environment. We build the tools, models, and workflows that drive the Front Office across asset classes ...

J.P. Morgan in London is seeking an Associate or VP to join the Quantitative Trading & Research – Credit Portfolio team. You will contribute to transforming the investment bank into a data-driven business by building analytics for the Credit Portfolio Group and collaborating with traders, marketers and risk managers. ...