1 to 25 of 54 Quantitative Finance Jobs in England

Title and Location Quantitative Finance Analyst (up to Assistant Vice President) – Bromley, London. Team & Context Global Risk Analytics (GRA) – Default Risk Modelling team within Global Markets Risk Analytics (GMRA). Responsibilities Develop, test, document and maintain Default Risk models including risk factor simulation, pricing, aggregation, and back … testing. Support the Default Risk platform, investigating system issues and providing quantitative support to model users. Improve model development infrastructure (test harnesses, utilities, visualization tools). Partner with Capital, Risk, Technology, Model Risk Management and Market Risk Management on model enhancement, performance testing and documentation to satisfy internal ...

Morgan to connect them with exceptional professionals for this role. JOB DESCRIPTION Are you ready to shape the future of Exotics trading? Join our Quantitative Trading & Research team and make a meaningful impact on the Equity Derivatives business. You will have the opportunity to design and implement cutting-edge … unique growth opportunities. Your expertise will directly influence trading strategies and client outcomes. Job Summary: As a Vice President or an Executive Director in Quantitative Trading & Research, you will join a dynamic team supporting the Equity Derivatives business. You will deliver innovative modelling solutions, blending quantitative finance ...

Bank of America is seeking a Quantitative Finance Analyst (up to AVP) to join Global Risk Analytics in Bromley, London. You will develop, test, and maintain default risk models, work with stakeholders across risk and technology, and contribute to regulatory exams. Candidates should hold a Master … quantitative field, be proficient in C++ and Python, and have strong communication and project management skills. #J-18808-Ljbffr ...

Technology industry. Our growing business is currently looking for talented and ambitious Recruitment Consultant to work exclusively with global clients specialising in the Quantitative Finance sector from Investment Banking and Capital Market, Trading to Financial Technology. The role; This is a full life cycle recruitment role with … prizes each month, regular social events If you are talented and want to work exclusively with top global firms operating within Fintech, Capital Markets (Quantitative Finance) apply now or contact us to discuss this role in more detail. Reference: AMC/GLY/IT/21 Postcode ...

Quantitative Researcher £150,000 GBP + £100,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns … offices around the globe, they emphasize true, global collaboration by aligning their investment, technology, and operations teams functionally around the world. Building on their quantitative research platform and process-driven approach, they also run discretionary strategies to augment their systematic approach and monetize opportunities which may not be suitable ...

Role: Graduate Software Developer/Quantitative Developer/Quantitative Researcher Client: Prestigious Buy-Side Firm Compensation: Up to £180,000 + Bonus + Benefits Location: London (Hybrid) Overview Just graduated and ready to launch your career at the intersection of technology, mathematics, and finance? Join … powers global markets. Key Responsibilities Designing and enhancing advanced trading systems and analytics platforms that handle massive data throughput. Developing and implementing your own quantitative models and research ideas to identify market opportunities. Collaborating closely with top technologists, quants, and portfolio managers in a cross‐functional environment. Developing technical ...

diverse as financiers, legal experts, data scientists, developers, engineers and designers. The GMRU COE team is a multidisciplinary team composed of Data Science, Quantitative, and Software Development professionals. The team develops methodologies and technology solutions for the measurement and monitoring of market risk and counterparty risk. About … UK. Skills Automation, C++ Programming Language, Counterparty Risk, C Sharp (Programming Language), Docker (Software), Finance, Java (Programming Language), Market Risk, Mathematical Finance, MongoDB, Python (Programming Language) #J-18808-Ljbffr ...

Role: Junior C# Quantitative Developer Client: Leading Hedge Fund Compensation: Competitive Base + Performance Bonus Location: London (Hybrid) Overview Join a leading hedge fund where technology and mathematics drive every decision. We’re looking for a talented Junior Quantitative Developer to work alongside experienced quants, traders, and engineers. … systems that power international trading strategies while receiving direct mentorship from some of the best minds in the industry. The Role As a Junior Quantitative Developer, you will sit at the intersection of engineering and research, contributing to the development of mission-critical trading and analytical tools. Key responsibilities ...

Title: Senior Quantitative Engineer Corporate Title: Up to Director Location: Bromley The Team Senior Quantitative engineers in Global Risk are responsible for designing and overseeing the implementation of common, reusable, and scalable software components that enable GRM’s data and analytical capabilities. These components can be domain independent … tools over billions of rows of data) or domain specific (e.g., classification models for surveillance or testing framework for Global Markets processes). Senior Quantitative engineers work with senior modelers, risk managers, and technologists to understand the current state and design the future state of data and analytics. Senior ...

Title: Senior Quantitative Engineer Corporate Title: Up to Director Location: Bromley Company Overview Bank of America is dedicated to improving financial lives through trusted connections. We value responsible growth and strive to be an inclusive workplace that supports the well‐being of our employees and their families. Location Overview … located in one of London’s greenest boroughs, with easy commuting routes and Central London just 15 minutes away by train. Team The Senior Quantitative Engineers in Global Risk design and oversee reusable, scalable software components that enable data and analytical capabilities across the organization. They collaborate with modelers ...

part of a product development team responsible for idea generation, specifications, UI design, manual and automated QA, and delivery. Work closely with the quantitative development team on developing, testing, and supporting valuation models for convertible bonds and other asset classes. Within two to three months, complete onboarding covering convertible … valuation models, and how different features affect theoretical pricing. After onboarding, receive targeted training in the processes, tools, and techniques used across product and quantitative development. Once you complete your training, work directly with the founder and senior team members to turn internal ideas and client requests into delivered ...

every relationship, lead with curiosity, champion diverse perspectives, turn inputs into actions, and uphold trust through integrity. Skills and Competencies A deep understanding of quantitative finance, modeling, and model validation, coupled with practical experience is required, along with a good understanding of financial products and markets. … should be capable of working both independently and collaboratively, with strong English written and spoken communication skills. Education A strong academic background in a quantitative field such as mathematics, artificial intelligence, physics, economics or engineering or a program focused on quantitative discipline is essential, with a preference ...

tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com Job Title: Quantitative Structurer — Platform & AI Corporate Title: Vice President/Executive Director Division: Global Markets Location: London Business Overview The Global Markets Structuring team in EMEA delivers bespoke … products Stay current with emerging technologies and industry trends, proactively proposing innovative solutions that strengthen the structuring franchise Job Requirements Degree in Computer Science, Quantitative Finance, Mathematics, or Economics from an accredited institution; advanced degree (Masters or PhD) is a plus Strong Python software engineering skills with ...

production systems across the front-office? Are you passionate about building and delivering AI solutions? Responsibilities Participate in the design, development, and implementation of quantitative models and analytics across the Global Markets business Play a key role in designing and implementing the next generation of AI-powered systems, partnering … relationships with Trading, Structuring, Sales, Quant, IT, and Risk partners in London and across regions About the Team You’ll be working in our Quantitative Analytics team in London — a fast-paced, entrepreneurial environment. We build the tools, models, and workflows that drive the Front Office across asset classes ...

stakeholders to translate research into controlled deployment. Document models, assumptions, failure modes, and operating procedures; participate in incident reviews and continuous improvement. Degree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a related quantitative field. Strong engineering skills with Python (required); experience with production systems ...

profit & loss (P&L) analysis for our trading operations. Job Responsibilities Build and maintain robust software solutions supporting rates trading activities. Collaborate closely with quantitative analysts, traders, risk managers, product managers, and other technology teams. Develop scalable, high-performance Python code to process large volumes of market data … NoSQL databases. Experience with web technologies such as React. Knowledge of modern development practices including CI/CD pipelines and containerization. Exposure to quantitative finance concepts and market risk measures. Understanding of regulatory reporting requirements in financial services. Experience using agentic AI models/tools for rapid ...

developing sophisticated software used by Investment Banks, Hedge Funds and Asset Managers. This is an opportunity to work at the intersection of software engineering, quantitative finance and large scale distributed systems, building the platforms that bring complex trading and risk models into production. As a Software Developer … will design and develop high performance applications, APIs and services that support cross asset trading, analytics and risk management workflows. Collaborating with quantitative researchers and financial specialists, you'll tackle challenging technical problems involving scalability, performance, data processing and system design, using modern C# and SQL technologies. Location/ ...

Senior Python Developer on our team, you will build and maintain robust software solutions for rates trading activities. You will collaborate closely with quantitative analysts, traders, risk managers, to integrate systems across front office, middle and back office processing. Your work will directly support trading operations across multiple Rates … real-time data processing Proficiency with relational and NoSQL databases Knowledge of modern development practices including CI/CD pipelines and containerization Exposure to quantitative finance concepts and market risk measures Understanding of regulatory reporting requirements in financial services Usage of Agentic AI tools for Software Development ...

profit & loss (P&L) analysis for our trading operations. Job Responsibilities Build and maintain robust software solutions supporting rates trading activities. Collaborate closely with quantitative analysts, traders, risk managers, product managers, and other technology teams. Develop scalable, high-performance Python code to process large volumes of market data … NoSQL databases. Experience with web technologies such as React. Knowledge of modern development practices including CI/CD pipelines and containerization. Exposure to quantitative finance concepts and market risk measures. Understanding of regulatory reporting requirements in financial services. Experience using agentic AI models/tools for rapid ...

profit & loss (P&L) analysis for our trading operations. Job Responsibilities Build and maintain robust software solutions supporting rates trading activities. Collaborate closely with quantitative analysts, traders, risk managers, product managers, and other technology teams. Develop scalable, high-performance Python code to process large volumes of market data … NoSQL databases. Experience with web technologies such as React. Knowledge of modern development practices including CI/CD pipelines and containerization. Exposure to quantitative finance concepts and market risk measures. Understanding of regulatory reporting requirements in financial services. Experience using agentic AI models/tools for rapid ...

Senior Python Developer on our team, you will build and maintain robust software solutions for rates trading activities. You will collaborate closely with quantitative analysts, traders, risk managers, to integrate systems across front office, middle and back office processing. Your work will directly support trading operations across multiple Rates … real‐time data processing Proficiency with relational and NoSQL databases Knowledge of modern development practices including CI/CD pipelines and containerization Exposure to quantitative finance concepts and market risk measures Understanding of regulatory reporting requirements in financial services Usage of Agentic AI tools for Software Development ...

technologies in crypto and applying these insights to your work The ideal candidate will have: A degree in Computer Science, Mathematics, Physics, Engineering, Quantitative Finance, or a related technical field. Excellent logical reasoning and analytical skills. Experience writing code to process and analyse large datasets. Proficiency ...

standard for technical execution, design thinking, and engineering rigor You’ll need to have: A bachelor’s degree or above in Statistics, Computer Science, Quantitative Finance or other STEM related field or degree‐equivalent qualifications 4+ years of experience designing and building scalable data solutions, ETL pipelines ...

standard for technical execution, design thinking, and engineering rigor You’ll need to have: A bachelor’s degree or above in Statistics, Computer Science, Quantitative Finance or other STEM related field or degree‐equivalent qualifications 4+ years of experience designing and building scalable data solutions, ETL pipelines ...

tackle the most complex problems in quantitative finance, by bringing scientific clarity to financial complexity. From our London HQ, we unite world-class researchers and engineers in an environment that values deep exploration and methodical execution, because the best ideas take time to evolve. Together … exceptional NLP Performance Engineer to join our NLP Engineering team and take ownership of large-scale LLM inference performance. This is a specialist Quantitative Developer role. Like all our Quantitative Developers, you will work alongside researchers to bring their ideas to life, with a particular focus on maximising ...