PhD in computer science or other quantitative discipline 5+ years of industry experience in a quantitative business, including experience working on high-frequency/low-latency technology Experience developing backtesting, simulation, and trading systems Experience in developing aggressive and passive tactics. HFT business knowledge and good mathematical skills is a plus. Broad knowledge and experience with performance tradeoffs for common More ❯
clean datasets, discuss research, and optimise systematic trading strategies. Involvement in all aspects of the strategy research/trading pipeline, from research based on large datasets to the development, backtesting and monitoring of strategies in live trading. Requirements: The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science More ❯
clean datasets, discuss research, and optimise systematic trading strategies. Involvement in all aspects of the strategy research/trading pipeline, from research based on large datasets to the development, backtesting and monitoring of strategies in live trading. Requirements: The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science More ❯
Work across the full data pipelinesourcing, cleaning, and managing large datasets for signal generation and backtesting. Contribute to the development and maintenance of trading infrastructure, including EMS, OMS, and backtesting frameworks. Collaborate with researchers, traders, and engineers to improve strategy design, infrastructure resilience, and operational excellence. What You'll Bring 5+ years of software development experience in quantitative trading, with More ❯
Strong knowledge in financial derivatives products in multiple asset classes preferred Prior experience in applying risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models will be an advantage. Ability to be a team player and to collaborate with other teams Ability to conduct research, analyze problems, formulate and implement solutions More ❯
seeking a researcher with a background in alpha research. Responsibilities Conduct original quantitative alpha signal research Manage all aspects of the research process, including data analysis, alpha signal discovery, backtesting, trading, idea generation, alpha signal/portfolio analysis and the management of production code Evaluate new datasets for alpha potential Follow, digest, analyze and improve upon the latest academic research More ❯
seeking a researcher with a background in alpha research. Responsibilities Conduct original quantitative alpha signal research Manage all aspects of the research process, including data analysis, alpha signal discovery, backtesting, trading, idea generation, alpha signal/portfolio analysis and the management of production code Evaluate new datasets for alpha potential Follow, digest, analyze and improve upon the latest academic research More ❯
will include: Streamlining existing processes and assisting with the implementation of quantitative strategies Efficiently processing, storing, and retrieving extensive amounts of market data Maintenance of and improvements to proprietary backtesting framework Validation of existing models and implementation of automated regression tests Benchmarking and improving computational performance of research code Thorough examination of large volumes of post-execution data Serve as More ❯
models. Rebuild models in Python or other quantitative libraries to benchmark performance and accuracy. Review model documentation, assumptions, numerical methods, calibration techniques, and risk sensitivities. Conduct quantitative testing including backtesting, stress testing, and scenario analysis. Liaise with model developers and Front Office quants to understand model design and propose improvements where necessary. Contribute to validation reports that meet internal governance More ❯
models. Rebuild models in Python or other quantitative libraries to benchmark performance and accuracy. Review model documentation, assumptions, numerical methods, calibration techniques, and risk sensitivities. Conduct quantitative testing including backtesting, stress testing, and scenario analysis. Liaise with model developers and Front Office quants to understand model design and propose improvements where necessary. Contribute to validation reports that meet internal governance More ❯
with new, or find existing models and methodologies in the risk space, across multiple asset classes including private assets. Doing empirical research to calibrate new models to financial data. Backtesting, documenting, and guiding new models and methodologies through validation. Communicate with internal and external clients to identify industry-wide quantitative problems and collaborate with academics affiliated with BlackRock to explore More ❯
automated trading system, including exchange connectivity, derivatives pricing model, order and risk management system. Implementing trading strategies which are highly adjustable in live trading and easy to integrate with backtesting system. Work closely with other teams to automate trading/reconcile/analytics workflow. Provide technical support for trading system Requirements 5+ years of working experience with C++. Thorough understanding More ❯
impact projects that directly influence multi-million-dollar portfolios. Projects And Performance: Experience developing models for global macro, equity, or FX strategies within highly regulated environments. Proven records of backtesting and validating models against diverse historical and real-time datasets. Professional Skills: Exceptional communication abilities to explain technical complexities and risk profiles to portfolio managers and senior leadership. Expertise in More ❯
impact projects that directly influence multi-million-dollar portfolios. Projects And Performance: Experience developing models for global macro, equity, or FX strategies within highly regulated environments. Proven records of backtesting and validating models against diverse historical and real-time datasets. Professional Skills: Exceptional communication abilities to explain technical complexities and risk profiles to portfolio managers and senior leadership. Expertise in More ❯
parcel, and location signals to flag handover breakdowns and trigger intervention Developing image classifiers to assess POD validity (such as blurry, empty, or mislocated images); enabling immediate feedback and backtesting for compliance Designing fraud models to identify bad actors using delivery signals, handover anomalies, and claims data; driving proactive suspensions over reactive escalations Partnering with engineers to scale the signal More ❯
Algo Quant Developer - Fixed Income - Investment Banking £150000 - £170000 per annum Benefits and Business Bonus Contact email: Job ref: JDA/HH/94 Startdate: ASAP Algo Quant Developer - Fixed Income - Investment Banking One of our banking clients is looking More ❯
Algo Quant Developer - Fixed Income - Investment Banking One of our banking clients is looking to hire an experienced Algo Developer to joing a long term project within its Fixed Income Algo business. They are looking for an experienced Java Developer More ❯
in crypto or FX Strong understanding of delta-neutral hedging, inventory risk, and capital efficiency in derivatives markets Proficiency in Python and/or Rust for strategy development and backtesting Familiarity with perpetual futures, CLOB mechanics, and AMM vs orderbook tradeoffs Experience managing risk across volatile, low-liquidity environments Strong analytical skills and comfort working directly with execution data, tick More ❯
Product About Cognitive Credit: Cognitive Credit is a technological pioneer transforming global credit markets through innovative data and analytics. We partner with the majority of the world's leading buy-side and sell-side institutions, providing unparalleled insights into investment More ❯
We are seeking a talented and driven Quantitative Developer to join our team, working directly with Equity Portfolio Managers. This role will focus on developing and optimizing quantitative models, tools, and data pipelines to assist portfolio managers in making informed More ❯
We are seeking a talented and driven Quantitative Developer to join our team, working directly with Equity Portfolio Managers. This role will focus on developing and optimizing quantitative models, tools, and data pipelines to assist portfolio managers in making informed More ❯
C++ Developer - Systematic Trading - HFT - Hedge Fund £200000 - £400000 per annum + Bonus and Benefits Contact email: Job ref: cpp/hf/01 Start date: ASAP A global HFT Hedge Fund is looking to hire an experienced C++ Quant More ❯
Job Title Head of Quantitative Analysis Job Description So, who are we? We're IG Group. We are a publicly-traded FTSE250 FinTech company who run mobile, web and desktop platforms that help our clients trade stocks & shares, leveraged products More ❯
Head of Quantitative Analysis page is loaded Head of Quantitative Analysis Apply locations Cannon Street, London time type Full time posted on Posted Yesterday job requisition id R_15163 Job Title Head of Quantitative Analysis Job Description So, who are More ❯
At Ripple, were building a world where value moves like information does today. Its big, its bold, and were already doing it. Through our crypto solutions for financial institutions, businesses, governments and developers, we are improving the global financial system More ❯
