7 of 7 Quantitative Finance Jobs in East London

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 ❯

About the Client The client is a global quantitative investment firm that develops and implements systematic financial strategies across diverse asset classes and markets. Their mission is to generate high-quality predictive signals (alphas) using a proprietary research platform, targeting inefficiencies in the financial markets. Collaboration is central to their approach, with teams working together to build the foundation … can help shape the future. About the AI Group AI is a specialized division within the client, operating similarly to a B2C fintech venture. Its mission is to democratize quantitative finance by offering global remote-work opportunities and educational resources in AI, ML, and quant finance. The AI platform enables external contributors to submit signals, data, and … outstanding individuals to join as AI Researchers. This full-time role focuses on cutting-edge research in Artificial Intelligence (AI) and Large Language Models (LLMs), aimed at developing innovative quantitative models for the AI platform. Key Responsibilities: Conduct research in AI and LLMs, exploring advanced architectures such as Transformers, Reinforcement Learning, and Generative AI. Design, train, and fine-tune 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 ❯

An exciting opportunity to join a Global Investment bank in London as a key member of the FICC Quantitative team. This role will ideally suit a model-building quant with strong coding skills —someone who can: Develop mathematical pricing models Implement them in production code Support integration with trading systems (Murex) Interface with traders and risk/product control … a fast-paced environment. You will work closely with traders, risk managers, and IT to ensure models behave as expected under changing market conditions. Key Responsibilities: Develop and support quantitative models and analytical tools used by the FX trading desk. Investigate and resolve ad hoc model issues , including unexpected behaviour or discrepancies in risk and pricing outputs. Diagnose whether … risk, product control, and IT. Contribute to the proof-of-concept and delivery phases of new risk systems replacing existing third-party tools. Required Qualifications & Skills: Education in Mathematical Finance, Mathematics, Physics, Engineering, or a related quantitative discipline (PhD preferred). Strong knowledge of derivative pricing models, ideally across FX and exotics (experience with linear products also 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 ❯

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 ❯