Recruitment Consultant | London/Belfast Albert Bow is a leading Technology, QuantitativeFinance, and Trading search firm specialising in placing elite candidates and teams globally. We connect clients with the top-tier talent and executive leadership needed to propel their businesses forward. Founded in 2018, we’ve built a reputation for delivering outstanding results across start-ups … funds, trading firms, and global banks, by forming long-lasting partnerships with both clients and candidates. We’re looking to hire Recruitment Consultants to join either our Technology or QuantitativeFinance desks. Our Desks: QuantitativeFinance – partnering with hedge funds, trading firms, and banks to place top talent in quantitative research, trading, and More ❯
Recruitment Consultant | London/Belfast Albert Bow is a leading Technology, QuantitativeFinance, and Trading search firm specialising in placing elite candidates and teams globally. We connect clients with the top-tier talent and executive leadership needed to propel their businesses forward. Founded in 2018, we’ve built a reputation for delivering outstanding results across start-ups … funds, trading firms, and global banks, by forming long-lasting partnerships with both clients and candidates. We’re looking to hire Recruitment Consultants to join either our Technology or QuantitativeFinance desks. Our Desks: QuantitativeFinance – partnering with hedge funds, trading firms, and banks to place top talent in quantitative research, trading, and More ❯
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 ❯
spearhead the development of next-generation sustainability and financial metrics. This is a unique opportunity to leverage cutting-edge language models and insights at the intersection of empirical finance and … natural language processing to create decision-relevant metrics that address critical investor needs and enhance our index and data offerings. In partnership with Scientific Beta’s established team in quantitativefinance research and its product design teams, you will be instrumental in driving the research, development, validation and product implementation of novel metrics by extracting valuable information … skills. • Experience working with large text datasets in financial applications would be an advantage. • Advanced degree (MSc. or Ph.D.) in Data Science, Computer Science, Computational Linguistics or a related quantitative field with a focus on NLP/ML techniques. More ❯
london (city of london), south east england, united kingdom
Scientific Beta
spearhead the development of next-generation sustainability and financial metrics. This is a unique opportunity to leverage cutting-edge language models and insights at the intersection of empirical finance and … natural language processing to create decision-relevant metrics that address critical investor needs and enhance our index and data offerings. In partnership with Scientific Beta’s established team in quantitativefinance research and its product design teams, you will be instrumental in driving the research, development, validation and product implementation of novel metrics by extracting valuable information … skills. • Experience working with large text datasets in financial applications would be an advantage. • Advanced degree (MSc. or Ph.D.) in Data Science, Computer Science, Computational Linguistics or a related quantitative field with a focus on NLP/ML techniques. More ❯
spearhead the development of next-generation sustainability and financial metrics. This is a unique opportunity to leverage cutting-edge language models and insights at the intersection of empirical finance and … natural language processing to create decision-relevant metrics that address critical investor needs and enhance our index and data offerings. In partnership with Scientific Beta’s established team in quantitativefinance research and its product design teams, you will be instrumental in driving the research, development, validation and product implementation of novel metrics by extracting valuable information … skills. • Experience working with large text datasets in financial applications would be an advantage. • Advanced degree (MSc. or Ph.D.) in Data Science, Computer Science, Computational Linguistics or a related quantitative field with a focus on NLP/ML techniques. More ❯
EXPERIENCE REQUIRED: Some demonstrable commercial experience coding in Rust Understanding of trading strategies such as arbitrage, market-making, or execution flow Solid grasp of algorithm design, data structures, and quantitativefinance fundamentals including concepts like limit order books, price discovery, and microstructure dynamics Exposure to performance-critical systems: real-time data flows, shared memory communication, and techniques More ❯
EXPERIENCE REQUIRED: Some demonstrable commercial experience coding in Rust Understanding of trading strategies such as arbitrage, market-making, or execution flow Solid grasp of algorithm design, data structures, and quantitativefinance fundamentals including concepts like limit order books, price discovery, and microstructure dynamics Exposure to performance-critical systems: real-time data flows, shared memory communication, and techniques More ❯
london (city of london), south east england, united kingdom
James Joseph Associates Limited
EXPERIENCE REQUIRED: Some demonstrable commercial experience coding in Rust Understanding of trading strategies such as arbitrage, market-making, or execution flow Solid grasp of algorithm design, data structures, and quantitativefinance fundamentals including concepts like limit order books, price discovery, and microstructure dynamics Exposure to performance-critical systems: real-time data flows, shared memory communication, and techniques More ❯
Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quant developer, you will work closely with the business to analyse data and … Python and/or C# (other OO languages are a plus) Solid understanding of software architecture, algorithms, data structures and computer science fundamentals Interest or experience in quant finance Advanced knowledge of the python data science stack (Pandas, NumPy, SciPy) is a plus Strong academic background from a top tier university a major plus If this sounds of More ❯
Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quant developer, you will work closely with the business to analyse data and … Python and/or C# (other OO languages are a plus) Solid understanding of software architecture, algorithms, data structures and computer science fundamentals Interest or experience in quant finance Advanced knowledge of the python data science stack (Pandas, NumPy, SciPy) is a plus Strong academic background from a top tier university a major plus If this sounds of More ❯
london (city of london), south east england, united kingdom
Vertex Search
Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quant developer, you will work closely with the business to analyse data and … Python and/or C# (other OO languages are a plus) Solid understanding of software architecture, algorithms, data structures and computer science fundamentals Interest or experience in quant finance Advanced knowledge of the python data science stack (Pandas, NumPy, SciPy) is a plus Strong academic background from a top tier university a major plus If this sounds of More ❯