Quantitative Researcher £150,000 GBP + £100,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns for their clients. They have deep expertise in trading, technology … analysis and compute farms. With offices around the globe, they emphasize true, global collaboration by aligning their investment, technology, and operations teams functionally around the world. Building on their quantitative research platform and process-driven approach, they also run discretionary strategies to augment their systematic approach and monetize opportunities which may not be suitable to be traded in a … Identify and evaluate new datasets for stock return predictions Maintain and improve the portfolio trading in the production environment Requirements: MS or PhD in physics, engineering, statistics, applied math, quantitativefinance, or other quantitative fields with a strong foundation in statistics Demonstrated proficiency in Python Strong command of foundations of applied statistics, linear algebra, and time More ❯
in Python and strong understanding of software engineering best practices Experience deploying ML models to production in real-time or high-frequency environments Deep understanding of financial markets and quantitative modeling Preferred: Experience in front-office roles or collaboration with trading desks Familiarity with financial instruments across asset classes (equities, FX, fixed income, derivatives) Experience with distributed computing frameworks … e.g., Spark, Dask) and cloud-native ML pipelines Exposure to LLMs, graph learning, or other advanced AI methods Strong publication record or open-source contributions in ML or quantitativefinance Please apply within for further details or call on Alex Reeder Harvey Nash Finance & Banking More ❯
London, South East, England, United Kingdom Hybrid / WFH Options
Salt Search
throughput systems. Deep understanding of modern CPU architecture , cache optimization , and Linux performance tuning . In-depth experience with networking protocols such as TCP, UDP, Multicast, FIX. Familiarity with quantitativefinance , algorithmic trading , and implementing controls in automated trading systems. Proven experience with DevOps , Agile methodologies , TDD , and use of CI/CD tools. Background in API More ❯
systematic reasoning. Deep experience with Q/KDB+ working in a similar environment, experience with TorQ framework for KDB+ advantageous. Have front office knowledge of the FI business or quantitative finance. UNIX/Linux OS knowledge. Knowledge about software delivery processes and methodologies and test strategies. Familiarity with qspec and qunit frameworks useful. Knowledge of Altair Panopticon would be … Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. More ❯
london (city of london), south east england, united kingdom
Quanteam UK
systematic reasoning. Deep experience with Q/KDB+ working in a similar environment, experience with TorQ framework for KDB+ advantageous. Have front office knowledge of the FI business or quantitative finance. UNIX/Linux OS knowledge. Knowledge about software delivery processes and methodologies and test strategies. Familiarity with qspec and qunit frameworks useful. Knowledge of Altair Panopticon would be … Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. More ❯
systematic reasoning. Deep experience with Q/KDB+ working in a similar environment, experience with TorQ framework for KDB+ advantageous. Have front office knowledge of the FI business or quantitative finance. UNIX/Linux OS knowledge. Knowledge about software delivery processes and methodologies and test strategies. Familiarity with qspec and qunit frameworks useful. Knowledge of Altair Panopticon would be … Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. More ❯
