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 ❯
Odier Investment Managers ("LOIM") is the asset management business of the Lombard Odier Group. In order to strengthen our Systematic Research team, we are looking for a London based: Quantitative Analyst We are seeking a hands on quantitative researcher with strong software/DevOps/MLOps capability to develop, productionise, and scale systematic investment models and sustainability analytics. … is a key contributor to our forward looking research roadmap, including the build out of new systematic franchises in nature, biodiversity, adjacent sustainability thematics and beyond. YOUR ROLE 1) Quantitative Research & Model Development Design innovative new quantitative models and metrics, extend, and maintain quantitative models, metrics and investment frameworks, with rigorous back‐testing, scenario design, and attribution …/peer‐reviewed journals/industry conferences) and participate in industry working groups , enhancing the firm's visibility. YOUR PROFILE PhD in Physics/Mathematics/Computer Science/QuantitativeFinance or related STEM field (exceptional MSc considered with relevant work experience). 4–7 years in quantitative research/engineering within capital markets; proven delivery 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 ReederHarvey Nash Finance & Banking To From Record Yes No Always use these settings More ❯
