supply and demand fundamentals, and geopolitical factors, to enhance model performance and profitability. Optimize models for execution efficiency, liquidity management, and risk control. Conduct backtesting and simulation analysis to assess model performance under various market conditions and refine model parameters. Requirements: Advanced degree (Ph.D. or Master’s) in quantitative finance more »
trading opportunities in the FX market. Develop and implement proprietary trading strategies that capitalize on market inefficiencies and generate alpha. Conduct thorough research and backtesting to validate trading ideas and ensure robustness across various market conditions. Execution and Order Flow Management: Execute trades efficiently and effectively, utilizing both automated and more »
A world renowned prop trading firm, is actively looking for a Quantitative Developer for a Delta One Trading team. Responsibilities: Collaborate with Senior Portfolio Manager to enhance systematic back testing, visualization, and trading platform for Delta 1. Design and implement more »
It is essential that all applicants have some UK work experience. Our client, a Financial Institution, is seeking an Asset Liability Management Analyst to join their team on a permanent basis. The role of the position is to support the more »
derivatives products in multiple asset classes Proven ability to apply risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models Proven ability to conduct research, analyze problems, formulate and implement solutions in an efficient, effective and independent manner Excellent written and more »
high- performance trading platforms to large- scale data analysis and compute farms. The group manages the lifecycle of data used by investment for trading, backtesting and research. Working with quants and tech teams to integrate, process and serve data from vendors and public sources in the firm's data infrastructure more »
investment professionals dedicated to excellence. Collaborate closely with traders, analysts, and business management systems specialists. Take charge of pre-trade activities such as screeners, backtesting, and idea generation. Ensure smooth post-trade operations during London hours, covering essential tasks like trade booking. What We're Looking For: Proficiency in Python more »
Are you a Python Developer with a passion for finance and a knack for quantitative research and analysis? Do you thrive in a fast-paced environment where innovation is rewarded and your ideas shape the future of trading strategies? If more »
My client, a Global Hedge Fund, are seeking an experienced Quantitative Developer to sit on desk and support various Portfolio Manager within their London team. In this role you will be embedded in the Investment Team, working closely with traders more »
𝐒𝐞𝐧𝐢𝐨𝐫 𝐑𝐞𝐬𝐞𝐚𝐫𝐜𝐡 𝐄𝐧𝐠𝐢𝐧𝐞𝐞𝐫 - 𝐐𝐮𝐚𝐧𝐭 𝐓𝐫𝐚𝐝𝐢𝐧𝐠 𝐒𝐭𝐚𝐫𝐭𝐮𝐩 - 𝐋𝐨𝐧𝐝𝐨𝐧 - 𝐔𝐩 𝐭𝐨 £𝟑𝟎𝟎𝐤 𝐓𝐂 A Quant Trading start-up, led by several ex-C Suite from top tier Hedge Funds, is looking to attract Senior Research Engineers to help build a Quant Research more »
Senior Power Electronics Engineer Location: Cambridge Job Summary: We seek an experienced Senior Power Electronics Engineer, particularly those specializing in control theory or system architecture, with knowledge of modular multi-level converters (MMC). As part of a multi-disciplinary more »
Backend Software Engineer/Developer (C++ Python Linux) London/WFH to £160k Do you have expertise with C++/Python backend development? You could be progressing your career working on complex, real-time systems at a global Hedge Fund more »
.Net Developer/Backend Software Engineer (Data SQL C# F#) London to £140k+ Do you have a data centric mindset combined with .Net expertise? You could be working on complex and interesting real-time systematic trading systems, with complex problem more »
include – Develop software solutions for quant research and trading communities Design and build Portfolio Performance Attribution, Risk, Pricing and Analytics tools Design and build Backtesting solutions Build Data Pipelines for collection of new alternate datasets Design and Build Market Data APIs Implementation of Fundamental Trading strategies Technical Skills required – Excellent more »
My client, a prestigious hedge fund, seeks an elite Python Developer to join their established Risk team. You will be joining a highly proficient team within the firm and will be responsible for designing, building and delivering solutions to their more »
Quant Researcher - Systematic Fixed Income RV, Expanding Multi-Manager Fund, London Summary We are working on the build-out of a groundbreaking venture within a multi-manager platform traditionally known for its discretionary fixed income strategies. This new endeavor seeks more »
Algorithmic Trader | Crypto Market Maker | £250,000 | London Albert Bow are working with one of the worlds best known Crypto market makers. They have over 200 employees across the globe and provide billions of dollars in liquidity daily. Our client more »
The firm is an extremely successful Hedge Fund who have established themselves as one of the leaders in the Quantitative Finance space. They have main Headquarters in London, Paris, New York and smaller offices in Dubai, Amsterdam and Sydney. Their more »
My client is a systematic, multi-strategy hedge fund, seeking to grow its systematic equity business. They require an experienced quant PM skilled in developing statistical arbitrage equity strategies. The ideal candidate will possess expertise in alpha research, data analysis more »
Catastrophe Modelling Analyst Who we are Talbot is an international insurer and reinsurer operating within the Lloyd’s market through Syndicates 1183 and 2019. We have been part of AIG since 2018 and our ambition is to be AIG’s more »
Pricing & Valuation Analyst – London This is a great job for someone who has strong working experience within an Asset Pricing function within Asset Management. A bit about the job: As a Pricing and Valuation analyst, you will take on the more »
Working alongside the PM on developing trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to more »
roadmap over coming years. Work will include: • Designing, developing, and testing proprietary software including • Low-latency high-throughput exchange connectivity layers • Distributed computation optimized backtesting and simulation systems capable of handling terabytes of data Tech: C++, STL, Boost, Linux, Python Please apply if of interest. more »
Not in VaR (RniV) models. Provide technical guidance and expertise on Market Risk Model related matters Analyse key model performance metrics such as hypothetical backtesting and P&L attribution test (PLAT). Support risk managers in all queries related to VaR and other portfolio risk metrics The holder of the more »
Our client, a Major Systematic Hedge Fund, is looking to hire a skilled Quantitative Developer to work directly with a highly successful Portfolio Manager and help develop an internal Cross-Asset risk system. This role gives you the opportunity to more »
