experienced and highly skilled Senior Quant to join our team. In this role, you will be responsible for developing, implementing, and maintaining cutting-edge quantitative trading models, strategies, and algorithms. You will work closely with our trading, AI, and engineering teams to ensure the seamless integration of your quantitative models into our trading systems. The ideal candidate will possess a strong background in quantitativefinance, statistics, and programming, with a demonstrated ability to develop and apply complex mathematical models to real-world financial market scenarios. Responsibilities Develop, implement, and maintain sophisticated quantitative trading models … strategies, and algorithms, ensuring their efficacy and alignment with the fund's objectives. Collaborate with the trading and AI teams to integrate quantitative models into the trading system, identifying potential synergies and areas for improvement. Perform rigorous backtesting and validation of quantitative models, ensuring their robustness, accuracy, and more »
Quantitative Analytics Developer: A leading financial services firm specializing in quantitative analytics and algorithmic trading is seeking a highly skilled Quantitative Analytics Developer to join a dynamic team. The successful candidate will play a pivotal role in developing and implementing cutting-edge quantitative models and algorithms … to drive trading strategies and decision-making processes into increasingly competitive markets. Responsibilities: Develop and implement quantitative models and algorithms for trading strategies across various asset classes, including equities, fixed income, derivatives, and foreign exchange. Collaborate with traders, researchers, and software engineers to design, test, and deploy algorithmic trading … strategies. Conduct quantitative research to identify patterns, anomalies, and opportunities in financial markets. Optimize and enhance existing trading algorithms to improve performance, execution speed, and risk management. Utilize advanced mathematical and statistical techniques to analyze market data, build predictive models, and generate insights. Stay abreast of industry trends, academic more »
A leading Hedge Fund at the forefront of QuantitativeFinance, known for pioneering research and cutting-edge investment strategies is looking to hire an experienced Quantitative Data Developer. Responsibilities: Collaborate closely with Quantitative Researchers to implement and optimize trading strategies. Develop and maintain data pipelines … incorporate new technologies to enhance existing systems. Qualifications: Strong proficiency in Python and experience with relevant libraries (NumPy, pandas, etc.). Solid understanding of quantitativefinance concepts and familiarity with financial instruments. Experience working in a hedge fund or similar quantitative environment is preferred. Proven ability … communication skills with the ability to convey complex ideas to both technical and non-technical stakeholders. Requirements: Bachelor's or advanced degree in a quantitative field such as Computer Science, Mathematics, or Finance. 3+ years of professional experience in a similar role. Ability to thrive in a fast-paced more »
150k + Bonus Company Overview: Our client is a leading financial services firm specialising in algorithmic trading strategies. They leverage cutting-edge technology and quantitative analysis to drive innovation and deliver superior returns to their clients. As they continue to expand our trading operations, they are seeking a talented … Quantitative Analyst/Quant Developer to join their dynamic team and contribute to the development and optimisation of their algorithmic trading models. Position Overview: As a Quantitative Analyst/Developer specialising in Algorithmic Trading, you will play a key role in researching, developing, and implementing proprietary trading strategies. … You will work closely with our team of quants, traders, and developers to analyze market data, build quantitative models, and execute trades across various asset classes. The ideal candidate will have a strong background in mathematics, statistics, and programming, along with a passion for financial markets and algorithmic trading. more »
novel models across multiple modalities. 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. About the Role We seek an exceptional Senior AI Engineer with a strong machine learning and AI background … effectively in cross-functional teams and present complex ideas to both technical and non-technical audiences. Nice to have Knowledge of finance, quantitative methods, and trading strategies is a strong plus. We appreciate there isn’t a lot of information to go off from a company perspective. … out any other relevant roles across the company. We have several openings and would love to speak to anyone who has a background in quantitativefinance and AI. more »
Quantitative Counterparty Credit Risk - Assistant Vice President *£105k - £110k + Excellent Benefits + Flexible Working* My leading, Investment Banking Client is on the search for a highly skilled Quantitative (Counterparty Credit) Risk Assistant Vice President to join their growing team. This role is a Hybrid-Role based in … London. Responsibilities Quantitative Counterparty Credit Risk - Assistant Vice President: Participate in projects, related to Counterparty Credit Risk topics, across multiple Asset Classes. Investigate, analyse and design risk methods, respecting the aims of accurately capturing risks whilst considering system or other constraints; Design, develop and test code changes required to … cooperate with the risk model validation teams in the review and approval of risk models; Support regulatory interactions, participating in industry working groups and Quantitative Impact Studies (QIS); Essential skills: 5 years + experience within the Quantitative Risk space A strong interest in Counterparty Credit Risk best practises more »
Quantitative Researcher | Global Hedge Fund | £300,000 I am looking for a Quantitative Researcher to join the systematic trading arm of one of the biggest global asset management firms, with $26 Billion under asset. Responsibilities: • Conduct rigorous and pioneering research aimed at uncovering systematic anomalies within the equities … to refining the analysis framework to facilitate scalable research efforts. Qualifications: • Hold an MS or PhD in mathematics, statistics, machine learning, computer science, engineering, quantitativefinance, or economics. • Possess over 3 years of professional experience in systematic alpha research within cash equities, with exposure to statistical arbitrage more »
Job Title: Junior Quantitative Analyst Company: Intellect Group Location: Central London, UK About Us: Intellect Group is a leading recruitment firm based in the heart of Central London, specializing in sourcing top talent for the financial sector. We are currently working with a prestigious investment banking firm in London … approaches and cutting-edge solutions. Position Overview: We are seeking a motivated and talented individual to join our client's team as a Junior Quantitative Analyst. This is an exceptional opportunity for a recent graduate with strong mathematical capabilities and a keen interest in the financial industry to kick … start their career in investment banking. Responsibilities: Collaborate with senior analysts to develop and implement quantitative models and strategies. Conduct data analysis and research to support investment decisions. Utilize programming languages such as Python, SQL, and R to manipulate and analyze data. Assist in the development and maintenance of 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 so, we want to hear from you. … role in developing and enhancing proprietary trading models. You will collaborate closely with portfolio managers, researchers and software engineers to design, implement, and backtest quantitative strategies across fixed income, FX and commodities asset classes. Your responsibilities will include: Harnessing Python and other programming languages to analyze large datasets and … extract meaningful insights. Developing and optimizing quantitative trading algorithms, applying statistical methods and machine learning techniques. Conducting thorough research on market dynamics, industry trends, and macroeconomic factors to identify new trading opportunities. Working closely with technology teams to integrate research findings into production trading systems. Continuously monitoring and evaluating more »
Our client, a leading Global Banking Group is looking for a VP Quantitative Analyst to join them as Model validator in the their Model Risk Management team in London. The role holder will be responsible for the validation of non-traded market risk models such as Economic capital, IRRBB … exciting opportunity to join a major global Bank, within a growing team and with quick progression opportunities. Requirements: An advanced degree in econometrics, economics, quantitativefinance or another quantitative discipline Experience in IRRBB, ALM, Stress testing, Credit risk or Counterparty Credit Risk Experience in coding (R more »
commercial experience to join a small but fast-growing Capital Markets business in Central London. The ideal candidate will have a strong background in quantitativefinance, exceptional analytical skills, and a proven track record of success in trading FX products within a banking environment. The role requires … expertise in handling order-flow and developing quantitative trading strategies to optimize trading performance, and experience in a HFT (High Frequency Trading) Low Latency environment, Responsibilities: Quantitative Analysis and Strategy Development: Utilize advanced mathematical models and statistical techniques to analyze market data and identify trading opportunities in the … transaction costs. Monitor market liquidity and execution venues to adapt trading strategies accordingly and mitigate execution risks. Qualifications: Master's or Ph.D. in a quantitative field such as Mathematics, Finance, Economics, or related disciplines. Extensive experience (X+ years) as a FX Quant Trader within a bank or more »
focused on European Government Bonds, Swaps, and Futures, and we're assembling a team to redefine their approach to the financial markets through advanced quantitative research and machine learning. The Role: As a Quant Researcher for Systematic Fixed Income RV strategies you will join at ground zero of a … newly forming trading pod led by an experienced Senior Portfolio Manager. This is an extraordinary chance to shape the development and execution of quantitative strategies in a fully systematic setting aimed at outperforming benchmarks and achieving high Sharpe ratios. Key Responsibilities: Innovate and optimize quantitative strategies adaptive to … Masters or PhD Degree in mathematical computer science, statistics, quant finance, machine learning, or a related field Solid grounding in financial mathematics, quantitative modeling, and programming languages (Python, C++). Exceptional analytical and problem-solving abilities, with a keen eye for detail. Direct experience in the development more »
of our Middle Office and is responsible for the design of risk methodologies, implementation of suitable risk control frameworks and providing both qualitative and quantitative market risk analysis and risk control solutions. Responsibilities: Develop and maintain engines for calculating VaR, CaR and PFE. Conduct an in-depth quantitative … and mentor the more junior members of the Market Risk Team will be critical. Ability to enhance and optimise the Internalsystem and developing the quantitative and reporting tools used by the Credit department, Market Risk, Finance and Front Office teams. Use a quantitative approach and analysis … risk conscious culture and promote best practice controls within the organisation through interaction with commercial and control teams across geographies Qualifications: A degree in QuantitativeFinance, Mathematics, Physics, or other science disciplines. 12 years’ experience min. sitting in a similar position within a commodity trading house. Communication more »
we offer an exciting and fast-paced environment where your contributions can make a significant impact on our success. We are seeking a skilled Quantitative Modeler to join our commodities trading team. The successful candidate will play a key role in developing and implementing quantitative models to support … work closely with traders, researchers, and software developers to design and optimize models that generate alpha and manage risk effectively. Responsibilities: Develop and implement quantitative models for trading commodities, including futures, options, and physical markets. Conduct research to identify and validate alpha-generating signals and trading strategies based on … market data and fundamental factors. Collaborate with traders and researchers to integrate quantitative models into trading systems and strategies. Analyze market data, including price dynamics, supply and demand fundamentals, and geopolitical factors, to enhance model performance and profitability. Optimize models for execution efficiency, liquidity management, and risk control. Conduct more »
in London that are expanding across their systematic platform following continuous years of strong performance. The ideal candidate should have a strong background in quantitativefinance and excellent programming skills in Python. Responsibilities: Analyse large data sets using statistical techniques Conduct macro analysis and build predictive models … Research and develop quantitative trading strategies across FI, FX and commodities Build tools for systematic trading Requirements: PhD or Master's degree in a quantitative discipline such as Mathematics, Physics, Computer Science, or Engineering At least 2 years of experience in finance Proficiency in Python and more »
liquidity. Deploy production-grade code and manage data pipelines as a full-time member of the Engineering team. Work closely with Risk, Structuring, Finance, and Compliance teams for regulatory interpretations, focusing equally on capital and liquidity management. Knowledge, Skills & Abilities Strong data science skills, particularly in Python and … in building and integrating processes into the firm’s strategic architecture, with a focus on capital and liquidity. Excellent communication skills, capable of bridging quantitative and non-quantitative teams. Autonomous working capability, effective in a distributed team environment. Proficiency in large-scale, production-grade coding. Creative and independent … problem-solving skills, with the ability to communicate complex ideas clearly. Education & Experience Degree in a technical or quantitative subject, with a strong preference for a graduate degree. Minimum 8 years of experience in quantitativefinance and engineering roles. Proven experience in regulatory interpretation and reporting more »
Greater London, England, United Kingdom Hybrid / WFH Options
MSCI Inc
candidates will have a thorough knowledge of market risk measurement and management, pricing of asset types (including equity, fixed income, commodities, and derivatives), highly quantitative skills and an ability to guide institutional clients to better use our products for assessing risks and making investment decisions. The successful candidate must … the main European regulatory frameworks for asset managers and banks Superior communication and time management skills. Desired Experience Previous experience in risk management/quantitativefinance, working closely with investment decision making teams. Desired Qualifications MSc required ideally from finance/engineering/mathematical background. more »
dollars in liquidity daily. Our client works with traders, investors, miners and are actively trading on 30 exchanges. Their team consists of veteran finance and technology veterans who come from top tier firms to build a vast range of knowledge. What will you be doing? On a day … automated trading in the cryptocurrency markets. Who are we looking for? Someone who... A PhD or Masters degree in Computer Science, Mathematics, Physics, Engineering, QuantitativeFinance, or a related technical field. Experience writing code to analyse large sets of data. Previous experience electronic trading specifically within Crypto more »
Python, C++, Rates, Commodities, QuantitativeFinance, Derivatives My client are a leading global investment bank, currently hiring an experienced Quant Developer to join their quant analytics team. The role is varied in scope and you will have the opportunity to work on a number of different projects … for visa sponsorship. Required skills: - Excellent Python and C++ development skills - Prior financial services experience, ideally within a large investment bank - Experience working on quantitative models and pricing libraries Nice to have: - Prior commercial experience in Rates and/or Commodities McGregor Boyall is an equal opportunity employer and more »
instruments value chain, providing expertise on Collateralized Loan Obligations and other structured products We are looking for: University degree in Mathematics/Statistics/QuantitativeFinance/Physics, or similar background Minimum 8 years of proven experience in collateralized loan obligation and other structured product industries (Structuring … CLOs mechanisms, documentations and risk profile Knowledge of core risk management concepts and regulatory framework for CLOs and/or securitisations Strong analytical skills (quantitative and qualitative) with advance Excel skills Strong communication skills and ability to communicate complex topics effectively Interest in working in an international environment with more »
The firm is an extremely successful Hedge Fund who have established themselves as one of the leaders in the QuantitativeFinance space. They have main Headquarters in London, Paris, New York and smaller offices in Dubai, Amsterdam and Sydney. Their trading operations are largely focused on running … intraday/HFT strategies with Equities, FX and Futures. Currently they have a top hiring need for an experience Quantitative Developer with solid experience in Algorithmic Trading and Algo Execution. The successful candidate will help build out and improve their new state of the art Trading framework, projects will … mission critical trading services. Candidates will ideally have: A Bachelor/Master Degree in Computer Science/Computer Engineering. 5+ Years’ experience in a Quantitative Development/Software Engineering role with a top Hedge Fund/Investment Bank. Strong problem solving skills. Leadership skills/Ability to collaborate. A more »
Our client is a well-established, Global Investment bank who seek a high calibre Quantitative Analyst/Strategist who'll be involved in the integration of the underlying mathematical models and analytical tools used by the Rates, FX and Credit desks. A fantastic opportunity to work closely with the …/life balance. Responsibilities: Integrate and enhance interest rates, credit, pricing, and risk models. Collaborate proactively with stakeholders across various business functions (Risk, Finance, Trading, etc.) to develop required pricing/structuring models. Design, develop, test, and document model integration workflows to the bank's standards. Develop technical … code and testing environment. Requirements: Proven background as a Quantitative analyst, with experience in financial engineering. Degree/Masters qualified, ideally in mathematicalfinance, mathematics, financial engineering Exceptional understanding of C++ with a history of working within a top-tier bank or hedge fund service. Knowledge of more »
Our client, a Major Global Hedge Fund, is looking to hire a skilled Quantitative Developer to collaborate closely with an accomplished Portfolio Manager, who specialises in mid-frequency strategies in Systematic Equities. This is a fantastic chance to be exposed to all aspects of the business; data ingestion, high … collaborate with an exceptionally talented team operating in a hybrid approach, and earn market-leading compensation packages. Responsibilities: Develop, upgrade, and optimise real-time quantitative trading platform Work closely with an experienced Portfolio Manager and help them build out their new systematic equities strategies Monitor system health and implement … Matlab experience is a plus Experience building production infrastructure for signal generation, backtesting and execution Bachelors/Masters in Computer Science, Engineering, or related Quantitative discipline To discuss the role in confidence, please reach out to Rhys at rhys.nugent@capitalmarkets.ie more »
all in line with a predictable operating model. Overview of the role Within this role, your primary focus will be to partner with the quantitative investment teams on the review and enhancement of existing solutions, as well as on the build of new custom solutions. These solutions provide fund … need for enterprise grade technology. Design, implement and support data pipelines targeting Azure services to provide compute and data processing platforms. Productionise and scale quantitative research models. Participate in code design and code review. Enhance python offering in Azure by developing bespoke frameworks to give the power of cloud … API development Strong understanding of Agile delivery methodologies Demonstrable ability to design and deliver complex systems at scale Knowledge of Angular, C# (preferential) Mathematicalfinance or data science experience useful but not required. Degree educated in mathematics or scientific/engineering discipline. more »
Their tech stack includes C++/Linux, Python and more. This is an excellent opportunity to gain knowledge in systematic trading and quant finance while collaborating with intelligent, humble colleagues in a flexible, evolving role. Benefits Our client offers competitive compensation (6-figure salary with 100%+ bonuses … Proficiency in Linux Experience with large, real-time global systems Numerical background (academic/professional) Strong computer science fundamentals and relevant degree Finance experience is a plus, but not required. more »
