22 of 22 Permanent Quantitative Finance Jobs in the UK excluding London

active culture of Millennium by delivering timely solutions to Portfolio and Risk Managers Required skills/experience: Strong analytical and mathematical skills, with interest and/or exposure to quantitative finance Good understanding of various design patterns, algorithms, and data structures Substantial experience with modern Java Experience with REST APIs and cloud services Relational SQL database development More ❯

consistently pushes the boundaries of what’s possible in finance. About the Role: They are seeking a talented individual to join their Model Implementation team, working alongside top-tier Quantitative Researchers, Engineers, and Portfolio Managers. The team is made up of technical, hands-on professionals who tackle complex challenges, each wearing multiple hats and you will too. Key Responsibilities … automated code. Why Join? This is more than just a job - it's an opportunity to work with a globally recognized hedge fund that is at the forefront of quantitative finance. You’ll collaborate with some of the brightest minds in the industry, tackle exciting technical challenges, and have a direct impact on trading systems that shape the financial … markets. If you are passionate about pushing the boundaries of quantitative development and thrive in a collaborative, high-performance environment, we’d love to hear from you. #J-18808-Ljbffr More ❯

businesses across Markets, the technology department, and senior leadership in sales and trading. Clearly articulate complex technical issues and requirements to all stakeholders. Qualifications: PhD or Master's in Quantitative Finance, Applied Mathematics, Operations Research, Statistics, Computer Science, or a related field. Minimum 8 years of experience in a front office development role at a major investment More ❯

Social network you want to login/join with: AGITProp is an AI-driven quantitative research firm that continues to push the boundaries of advanced modelling — from algorithmic trading to factor modelling and other cutting-edge applications. Quant firms have leveraged AI and ML for years, but the increasing complexity and scale of global markets demand a more comprehensive … novel solutions across multiple modalities. Now in our second year, we have ambitious growth plans and are searching for the best and brightest minds from across tech and finance to help us achieve our aim. Senior Research Engineer We are seeking a highly talented and experienced Senior Research Engineer with a strong background in deep learning, particularly in … with CUDA kernels and GPU profiling is a plus. Excellent communication skills, with the ability to present complex technical ideas to both technical and non-technical audiences. Knowledge of quantitative finance, time series modeling, and trading strategies is highly desirable. Desired Skills Experience with specific LLM architectures (e.g., Transformers, RNNs). Familiarity with time series analysis techniques. More ❯

Social network you want to login/join with: My client, a tier 1 global bank are looking for a skilled quant finance professional to play a central role in … shaping how climate-related financial risks are quantified and managed within a global trading business. This role is ideal for someone with a background in climate science and strong quantitative skills who’s ready to apply their expertise in a fast-paced, market-facing environment. As the lead climate risk modeller for the trading book, you’ll be responsible … to non-technical audiences, including trading desks and regulators. Produce clear, comprehensive documentation to support transparency and model governance. What you’ll bring: A degree in a technical or quantitative field such as Climate Science, Mathematics, Physics, Statistics, or Computer Science. Proven experience in developing or applying climate models within a scientific or financial context. Solid understanding of market More ❯

working on cutting-edge algorithms that minimize market impact while maximising execution quality for institutional clients. This is a chance to work with some of the brightest minds in quantitative finance on systems that process billions in daily trading volume. What You'll Be Building Low latency algorithmic trading platforms handling real-time market data Smart order … routing systems and execution algorithms for global equity markets Quantitative models and analytical trading signals High-availability trading infrastructure serving institutional clients worldwide Backend systems supporting equities, futures, and listed derivatives trading What They Needs Expert-level Java development with strong object-oriented design principles Degree in Computer Science, Mathematics, or Engineering Hands-on experience building trading systems (execution … algorithms, risk trading, smart routing) Deep understanding of equity market microstructure and institutional trading workflows Proven ability to implement quantitative models and perform statistical analysis Front office collaboration experience - you'll work directly with trading teams Strong focus on performance optimization, testing, and system reliability Highly Valued Experience Trading strategy development (benchmark tracking, liquidity seeking, dark pool algorithms) Low More ❯

visualisations that improve model explainability and effectively communicate value to stakeholders. Qualifications: Experience: Minimum of 5 years in a related field such as risk/catastrophe modelling, actuarial science, quantitative finance, or data science. Statistical Modelling Expertise: Real-world commercial experience in statistical modelling and probability. Programming Skills: Proficiency in scientific Python (essential), Spark, CUDA, and SQL. More ❯

visualisations that improve model explainability and effectively communicate value to stakeholders. Qualifications: Experience: Minimum of 5 years in a related field such as risk/catastrophe modelling, actuarial science, quantitative finance, or data science. Statistical Modelling Expertise: Real-world commercial experience in statistical modelling and probability. Programming Skills: Proficiency in scientific Python (essential), Spark, CUDA, and SQL. More ❯

conduct thorough testing and debugging to ensure stability and reliability. They are seeking someone experienced in Python algorithmic development who is looking to elevate their career in the finance space. Requirements for the Senior Python Software … Engineer position: MSc/PhD in a STEM discipline Strong Python development proficiency Experience with Python libraries such as NumPy, Pandas, Polars, etc. Bonus: Knowledge of financial markets or quantitative finance concepts If you are a Senior Python Software Engineer interested in joining an extremely talented development team, please apply to learn more! If you are interested More ❯

Fund is Quant Research/Python Developer This individual will work on the build-out of risk management processes and analysis, then transition into the front office trading technology quantitative development team.The ideal candidate will have a strong background in quantitative finance, data analysis, and econometrics/statistics, as well as programming skills in Python and More ❯

building and scaling B2B SaaS platforms to $50M+ ARR Financial services experience - trading systems, risk management, or regulatory compliance AI/ML expertise - LLMs, real-time ML systems, or quantitative finance applications Technical Expertise Deep knowledge of distributed systems, microservices, and cloud architecture Experience with real-time data processing and high-frequency trading systems Strong background in … Strong product intuition and customer-centric mindset Preferred Qualifications Previous co-founder or C-level experience at a successful fintech/AI startup PhD in Computer Science, Mathematics, or Quantitative Finance Experience with UK financial regulations (FCA, MiFID II, GDPR) Background at tier-1 investment banks, hedge funds, or financial data providers ? Why Join Us Exceptional Opportunity … The City Technical Excellence Cutting-edge technology - Latest LLMs, real-time ML, cloud-native architecture Unlimited learning budget for conferences, courses, and certifications World-class team of AI researchers, quantitative analysts, and senior engineers Direct impact on product direction and company strategy ? Next Steps Ready to build the future of financial AI? We're looking for our technical co More ❯

across discretionary and systematic strategies. As Lead Quant Developer , you'll drive this transformation—leading a team to deliver scalable, production-grade solutions at the intersection of quant finance and advanced engineering. Responsibilities Architect and build a next-gen macro analytics platform in modern C++, optimized for performance and scale. Develop distributed systems and Monte Carlo engines for … front-end tools like Excel. Requirements Strong technical foundation: Expert in modern C++ (17/20), solid Python skills, and experience with Excel integration. Quant & systems expertise: Background in quantitative disciplines, with hands-on experience in distributed computing, performance optimization, and cloud-native deployment (Docker/Kubernetes). Leadership & domain knowledge: Proven team leadership, strong grasp of derivatives and More ❯

funds on the market. Potential for bonus buyout or sign-on - Relocation support for overseas applicants - Modern tech stack deployed alongside some of the best talent in quant finance Requirements: - Excellent C++ programming skills, ideally using a modern version - Expertise with low latency/high throughput systems - Some level of experience with Python - Experience working with systems processing More ❯

and message bus/queue expertise Terraform and GitHub Actions skills Open Telemetry (OTEL) implementation Proficiency with NumPy and Pandas Systems integration experience Background in commodity trading (gas & power) Quantitative finance knowledge Understanding of compliance and regulation, particularly Sarbanes-Oxley (SOx) Role Responsibilities: Collaborate with both technical and business stakeholders to understand and define requirements Work with … listed on a Euronext Stock Exchange, who have been operating for 25 years in the European market and working alongside some of the biggest names in the Banking, Finance, Insurance, Energy, IT/Digital, Manufacturing, Transport and Telecoms sectors. With over 7,800 employees across 7 countries and 16 offices in England, France, Belgium, Luxembourg, Italy, Spain, and More ❯

pipelines, cloud-based KDB+ deployments, and distributed computing. Ability to lead projects, optimize system architecture, and mentor junior developers. Preferred Qualifications (for all levels): Experience with high-frequency trading, quantitative finance, or IoT applications. Knowledge of DevOps practices, CI/CD pipelines, and containerization (Docker, Kubernetes). Familiarity with monitoring tools (Splunk, Grafana, Prometheus, etc.). Background More ❯

Location: slough, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 3 Posted: 31.05.2025 Expiry Date: 15.07.2025 col-wide Job Description: Elite electronic quantitative finance fintech business seek a Front End React/TypeScript software expert to join their growing team. Our client is a top end and leading global trading More ❯

firm in West London , where performance and precision are paramount. This is a rare opportunity to work in a fast-paced, automation-first environment, delivering next-generation infrastructure for quantitative finance . ? About the Role This isn’t just traditional networking. You’ll play a key role in a team that’s driving the shift toward Infrastructure … per annum Schedule : 4 days onsite in West London Environment : Highly technical, automation-led, and collaborative Interview Process : Streamlined 3-stage process Work at the cutting edge of finance and networking—perfect for engineers eager to push boundaries and build automated, scalable systems Ready to take your network automation skills into one of the most exciting tech environments More ❯

February). You will have expertise in statistics (to be interpreted in the widest sense and to include both applied and methodological statistics, probability, probabilistic operational research and mathematical finance together with interdisciplinary topics involving one or more of these areas) and you will help shape research and teaching leadership in this fast-developing discipline. Informal enquires can More ❯

to probation. You will have expertise in statistics (to be interpreted in the widest sense and to include both applied and methodological statistics, probability, probabilistic operational research and mathematical finance together with interdisciplinary topics involving one or more of these areas) and you will help shape research and teaching leadership in this fast-developing discipline. Applicants for senior More ❯

technical direction, ensuring requirements are met, and building a scalable product. Develop and maintain the platform services that underpin our products, in tandem with SMEs in data science and quantitative finance. Contribute new products and technical ideas, providing feedback and collaboration sessions. Work closely with QA to ensure that systems are engineered accordingly. What we’re seeking? A strong More ❯

technical direction, ensuring requirements are met, and building a scalable product. Develop and maintain the platform services that underpin our products, in tandem with SMEs in data science and quantitative finance. Contribute new products and technical ideas, provide feedback, and participate in collaboration sessions. Work closely with QA to ensure systems are engineered accordingly. What we’re seeking? A More ❯

you want to login/join with: Do you have the following skills, experience and drive to succeed in this role Find out below. Industry: Systematic Investing | Hedge Funds | Quantitative Finance The Opportunity An innovative investment firm is using advanced AI and machine learning to identify early signals in the market — giving them an edge before traditional … track investment-related KPIs and OKRs that support the firm's growth and performance ambitions. The Ideal Candidate 10+ years of experience in systematic investing, multi-strategy hedge funds, quantitative research, or asset management. Proven success in alpha generation, portfolio construction, and team leadership — especially in environments where technology and data science are central to the investment process. Strong More ❯