1 to 25 of 27 Quantitative Finance Jobs in Central London

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. More ❯

Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider Risk Analytics … helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well as undertaking quantitative research to keep models up to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a … the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate: Minimum of a Master’s degree in the quantitative field, preferably having achieved a PhD A strong background in Quantitative Analysis and Model Development, with an in-depth understanding or pricing and risk calculations, particularly for Counterparty More ❯

range is provided by Cornwallis Elt. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist … helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well as undertaking quantitative research to keep models up to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a … the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate: Minimum of a Master’s degree in the quantitative field, preferably having achieved a PhD A strong background in Quantitative Analysis and Model Development, with an in-depth understanding or pricing and risk calculations, particularly for Counterparty More ❯

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, integrated approach. At AGITProp, we harness the latest insights … 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 ❯

with a leading & global asset management client who is seeking a Senior Risk Analyst to support across multi-strategy, multi-asset portfolios. The nature of the role demands a quantitative mindset, programming ability, and good knowledge of factor models and derivatives. You will possess good communication and interpersonal skills, a good understanding of risk models and different investment processes … on funds. Collaborate with Technology and external vendors in streamlining systems and workflows and drive efficiency Must have skills: Experience: Degree educated or equivalent in a relevant subject e.g. Quantitative Finance, Statistics Background is investment risk, quantitative finance, or front-office risk management Technical: Experience across multiple asset classes (e.g. equities, commodities, fixed income … quickly become proficient in others as required. Strong knowledge of derivatives (types, valuation and pricing, and risks) Strong knowledge of risk models, with a focus on factor models Strong quantitative skills, including Excel, Python, and SQL for risk analytics and data processing Strong understanding of risk concepts, stress testing and scenario analysis More ❯

shape the architecture, tooling, and models that will drive alpha generation and risk management for years to come. As a Quant Developer, you will work at the intersection of quantitative research, machine learning, and software engineering. You'll collaborate with quants, data scientists, and portfolio managers to design and implement scalable systems for data ingestion, model training, and real … time signal deployment. Key Responsibilities Design and develop robust, high-performance systems for AI/ML model development and deployment. Collaborate with quantitative researchers to translate trading strategies into production-ready code. Build and maintain data pipelines for structured and unstructured financial data. Implement backtesting frameworks and simulation environments. Optimise model inference and execution latency for real-time trading. … platform. Required Skills & Experience Strong programming skills in Python, with experience in production-grade systems. Solid understanding of machine learning workflows, including model training, validation, and deployment. Experience with quantitative finance, including time series analysis, alpha modelling, or risk analytics. Familiarity with cloud infrastructure (e.g., AWS, GCP) and containerisation (Docker, Kubernetes). Proficiency with data engineering tools More ❯

Graduate Software Developer/Quantitative Developer/Quantitative Researcher 📍 Location: London (Hybrid) 💷 Salary: Up to £180,000 + Bonus + Full Benefits 🏢 Client: Elite Hedge Fund 🚀 Kickstart Your Career Just graduated and eager to dive into the world of high-performance tech and quantitative finance? Join a leading global trading firm where innovation is key … impact projects, shaping the future of trading tech. What You’ll Be Doing 🧠 Develop and enhance state-of-the-art trading systems and infrastructure 📊 Design and implement your own quantitative models 🤝 Collaborate with top engineers, quants, and researchers to tackle complex challenges 🚀 Learn rapidly and grow within a firm that thrives on initiative What You Bring 🎓 Degree in Mathematics … stakes environment Why This Role? 🌍 Work on greenfield projects from day one — your contributions have real impact 🧠 Collaborate with some of the brightest minds in both tech and finance 🛠 Access to top-of-the-line tools, systems, and infrastructure 📈 Unmatched career growth in a high-performance, meritocratic culture Apply now or reach out directly: obloom@hunterbond.com More ❯

level C++ Quant Developer (suitable for a candidate in the 4-6 YOE range) will be responsible for designing, developing, and optimizing high-performance, low-latency trading infrastructure and quantitative models within a hedgefund in London. This role focuses on implementing models related to Stochastic Processes & Probabilistic Modeling, ensuring their efficient execution within a real-time trading environment. The … developer will work closely with quantitative researchers and traders to translate mathematical concepts into robust and highly optimized C++ code. Key Responsibilities Infrastructure Development: Build and maintain critical low-latency trading infrastructure components using modern C++ standards (C++17/20). Quantitative Model Implementation: Translate quantitative models, particularly those involving stochastic processes (e.g., Brownian motion, jump-diffusion … architectural design of distributed, scalable, and resilient trading systems. Testing and Validation: Develop comprehensive unit, integration, and performance tests for all implemented components and models. Collaboration: Work effectively with quantitative researchers, traders, and other technology teams to ensure solutions meet business requirements and technical standards. Code Quality: Adhere to best practices in software development, including code reviews, documentation, and More ❯

Quantitative Researcher - Machine Learning A fully automated algorithmic trading company in London have ambitious plans to grow their machine learning research team. All their researchers have an impressive academic background in mathematics, statistics, and physics and have published numerous academic articles in their respective fields. They enjoy a healthy work-life balance while tackling hard problems in quantitative finance using AI and ML techniques. As a Quantitative Researcher, you will work with a fantastic team of data scientists and engineers on a wide scope of ML responsibilities to tackle hard problems in quantitative finance: Build machine learning trading strategies across a range of asset classes Design predictive models with scientific rigor … Explore new projects in neural networks and deep learning Oversee projects focused on finding trading product solutions Requirements for the Quantitative Researcher - Machine Learning position: PhD in a technical or quantitative discipline such as statistics, mathematics, physics, or computer science Intermediate skills in at least one programming language such as C, C++, Java, or Python Understanding of machine More ❯

Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. I am seeking an experienced C Python Quant Developer to join my client who is a … leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards. Key Responsibilities: Develop and optimize systems for pricing, risk, and P&L calculations. Partner with Quantitative Modellers … with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in More ❯

Manager – Climate Risk Analytics 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 ❯

Profectus Fintech is working with a leading global multi-strategy hedge fund to identify a high-performing Portfolio Manager or Senior Quantitative Researcher focused on systematic equities strategies, with an emphasis on intraday to mid-frequency trading horizons. This is an opportunity to join a collaborative and dynamic investment team, operating within a highly sophisticated and well-capitalized platform. … deploy predictive models using both traditional and alternative datasets. Collaborate closely with the Senior PM and broader investment team on portfolio construction, execution, and risk management. Ideal Profile; Proven quantitative research and programming skills. Bachelor’s, Master’s, or PhD in a quantitative field Proficient in Python or C++. Strong abstract reasoning and independent problem-solving capability. Experience … Track Record; 5+ years of experience in a quantitative research or portfolio management role focused on systematic equities. Demonstrated ability to independently research, develop, and manage live trading strategies. A Sharpe ratio of 1.5+ (inception-to-date) is highly desirable. Experience leveraging diverse datasets for alpha generation. Background in quantitative finance, econometrics, or asset pricing is 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 … Excellent communication skills for enterprise client interactions 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 ❯

I am working on behalf of a systematic hedge-fund who are seeking to hire a junior candidate who combines strong technical and quantitative skills with a passion for the markets. The role will involve working with quants on projects to help build and optimise the performance of algorithmic trading strategies. The role will involve working with a complex … tier university and will have a detailed proficiency in programming in a major langauge. An interest in both financial markets and how this relates to the world of mathematical finance and systematic trading is also important but prior work experience in finance is not necessary. More ❯

Views: 5 Posted: 16.06.2025 Expiry Date: 31.07.2025 Job Description: I am working on behalf of a systematic hedge fund seeking to hire a junior candidate with strong technical and quantitative skills and a passion for markets. The role involves collaborating with quants on projects to develop and optimize algorithmic trading strategies. It requires working with a complex codebase and … s or Bachelor's degree in a STEM subject from a top-tier university and have proficiency in programming in a major language. An interest in financial markets, mathematical finance, and systematic trading is important, though prior finance experience is not necessary. #J-18808-Ljbffr More ❯

performance pricing and risk systems. 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++, optimised 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 optimisation, and cloud-native deployment (Docker/Kubernetes). Leadership & domain knowledge: Proven team leadership, strong grasp of derivatives and More ❯

performance pricing and risk systems. 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++, optimised 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 optimisation, and cloud-native deployment (Docker/Kubernetes). Leadership & domain knowledge: Proven team leadership, strong grasp of derivatives and More ❯

Join a high-performing Front Office Quant team within a leading global investment bank, where you'll work at the intersection of finance, advanced mathematics, and software engineering to support pricing, risk, and model integration across FX, Rates, Credit, and Equities. An interesting role that will suit somebody with quite distinct experience covering curve calibration and classical pricing … offers a flexible working environment with up to 3 days in the London office. Salary range is £140k - £170k base + bonus. What you’ll do: Build and enhance quantitative models using C++ , with a focus on interest rate curve construction and the modernization of FX and rates libraries Partner closely with Trading, Risk, and Finance to … a high-quality codebase and testing framework What we’re looking for: Strong front office quant background, with expertise in interest rates and yield curve calibration Solid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis , with knowledge of the main instruments used in FICC business Advanced coding skills in C++11+ , with More ❯

equity trading. Analyze market trends and performance metrics to inform trading decisions. Contribute to the continuous improvement of trading strategies through research and data analysis. Qualifications: Strong background in quantitative finance, statistics, or a related field. Experience with statistical arbitrage and systematic trading strategies. Proficiency in programming languages commonly used in quantitative research (e.g., Python, R More ❯

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/investment firm and they offer some of the market industry's best technical exposure. To apply you will be keen to provide front end developing of More ❯

Engineer Client: Elite Systematic Trading Firm Location: London Salary: £80,000-£130,000 + Bonus About the Firm: Join a world-class systematic trading firm at the forefront of quantitative finance. Our client specializes in cutting-edge technology, sophisticated algorithms, and ultra-low-latency trading strategies, operating in some of the most competitive financial markets globally. They foster a … configurations, etc.). Ability to thrive in a fast-paced, high-performance environment. Strong problem-solving skills and a passion for automation and efficiency. Experience in a trading, finance, or high-frequency/low-latency environment is a plus but not required. Benefits: Cutting-edge tech: 5/10 years ahead of the competition Rewarding, satisfying work: yearly More ❯

About Algo Capital Algo Capital is a premier global search firm focused on fundamental and systematic Quantitative Trading, Machine Learning, and Deep Tech. We partner with the world’s most sophisticated hedge funds and systematic trading groups to build elite teams across research, trading, and technology. About the Role We’re looking for a driven and intellectually curious Senior … our Fundamental or Systematic Trading team. This is an opportunity to work at the intersection of finance and technology, supporting top-tier hedge funds in hiring exceptional quantitative and technical talent. You’ll collaborate closely with both clients and candidates, driving end-to-end recruitment processes while further developing deep market knowledge in quant trading and research. … multiple verticals Stay ahead of industry trends and innovations in quant finance and data science What We’re Looking For 2+ years of experience in technical or quantitative recruiting Exceptional communication, research, and organizational skills A relationship builder with a consultative mindset and a strong sense of ownership Comfortable managing global mandates across time zones Entrepreneurial and More ❯

right Job Views: 3 Posted: 16.06.2025 Expiry Date: 31.07.2025 col-wide Job Description: About Algo Capital Algo Capital is a premier global search firm focused on fundamental and systematic Quantitative Trading, Machine Learning, and Deep Tech. We partner with the world’s most sophisticated hedge funds and systematic trading groups to build elite teams across research, trading, and technology. … our Fundamental or Systematic Trading team. This is an opportunity to work at the intersection of finance and technology, supporting top-tier hedge funds in hiring exceptional quantitative and technical talent. You’ll collaborate closely with both clients and candidates, driving end-to-end recruitment processes while further developing deep market knowledge in quant trading and research. … multiple verticals Stay ahead of industry trends and innovations in quant finance and data science What We’re Looking For 2+ years of experience in technical or quantitative recruiting Exceptional communication, research, and organizational skills A relationship builder with a consultative mindset and a strong sense of ownership Entrepreneurial and proactive approach to problem-solving Why Join More ❯

recruitment firm working with some of the most prestigious global organisations in finance and technology. Operating across major financial hubs, they focus on placing top talent in quantitative research, data science, and technology roles. With high-value placements and exclusive mandates, this is a unique opportunity to develop a career in a high-earning, fast-paced industry. … Academics: Minimum ABB at A-Level and a 2:1 degree from a top 30 UK or top 50 global university International Baccalaureate: Minimum 38 points Experience: Sales, finance, or high-performance environments preferred Skills: Confident communicator, resilient, and able to thrive under pressure Mindset: Ambitious, success-driven, and motivated by high earnings What’s on Offer? Lucrative More ❯