1 to 25 of 96 Quantitative Finance Jobs in the UK

filter, prioritize and validate potentially complex and dynamic material from multiple sources. What you'll do Develop analytics libraries used for pricing and risk-management Create, implement, and support quantitative … models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, Programming (C++ including STL, Python, SQL ), mathematical finance/programming and statistics and probability Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers Collaborate closely with Traders, Structurers … sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency. What we'll need from you: Experience in a comparable quantitative modelling or analytics role, ideally in the financial sector Must have technical/programming skills; Python, C++, Exposure to Market Data; Statistics and Probability based calculations; Using probability theory More ❯

Job Description Job Purpose The selected candidate will join the Global Quantitative Research Group at ICE which designs, implements, and supports enterprise quantitative models and systems. The primary responsibility of this position will be to drive all quantitative model related items in the Clearing Houses while supporting other business lines at ICE (Exchange, Data Services, etc.). … Within the Global Quantitative Research Group, this role sits at the intersection of data, analytics, and model development. This job requires strong quantitative skills, a passion to see projects succeed and a strong attention to detail. It also requires programming skills as well as mathematical knowledge. This role will interact with various teams of different backgrounds and expertise … Define business requirements and specifications for model upgrades and enhancements. Perform risk analysis and develop risk solutions for various products across all asset classes. Develop and support in-house quantitative R&D platform and analytics tools Contribute strongly to "hands-on" and ad-hoc requests for development and solutions in time-critical situations. Document and present risk models and More ❯

days onsite, 3 remote) Type: Contract (6 months, likely extension) Rate: Market Competitive (Inside IR35) Start Date: ASAP Overview: An exciting opportunity to join a global investment bank's Quantitative Analytics team focused on Equity and Hybrid Derivatives . The role involves supporting and improving internal risk models impacting front-office and risk teams, particularly for complex equity-linked … products. This is ideal for someone with deep quantitative finance knowledge, strong C++/Python skills, and experience in derivatives modelling. Key Responsibilities: Support and improve internal risk models related to CVA for equity/volatility products (e.g. Corridor Variance Swaps) Document and test model outputs with a high degree of accuracy Liaise with front office, tech … cases Excellent written and verbal communication skills, especially in stakeholder-heavy environments Nice to Have: Previous exposure to structured or hybrid equity products Experience working with cross-asset or quantitative strategy teams Ability to work independently in a fast-paced, regulated environment An interest in model governance, compliance, and process robustness Why Join This Project? Contribute to high-impact More ❯

Quantitative Developer - Java (Risk Technology) Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. Risk Technology team is looking for Quantitative Developer who would will leverage Java, AWS, and data manipulation libraries to provide data-driven solutions for risk management … judged by the ability to deliver timely solutions to Portfolio and Risk Managers Required skills/experience: Strong analytical and mathematical skills, with interest and/or exposure to quantitative finance Good understanding of various design patterns, algorithms & data structures Substantial experience using modern Java Experience with REST APIs and cloud services Relational SQL database development experience More ❯

Job Description Job Purpose The selected candidate will join the Global Quantitative Research team at ICE which designs, implements, and supports enterprise quantitative models and systems. The primary responsibility of this position will be to drive all quantitative model research related items in the Clearing Houses while supporting other business lines at ICE (Exchange, Data Services, etc. … . This job requires strong quantitative finance skills, a passion to see projects succeed and a strong attention to detail. It requires programming skills as well as mathematical knowledge. This role will interact with various teams of different backgrounds and expertise, so the ability to communicate clearly and concisely is a must. This role will have direct … risk. Contribute strongly to "hands-on" and ad-hoc requests for development and solutions in time-critical situations. Interact with risk departments to provide support for existing clearing house quantitative models. Interact with technology groups for production implementation design. Contribute to the core quantitative library used by the organization. Knowledge and Experience PhD or MSc in Physics, Mathematics More ❯

the design of ESG constraints for client-driven investment solutions, help build predictive models and design interactive data applications. We're Looking for Teammates With: Bachelor's degree in Quantitative Finance, Computer Science, Mathematics, Statistics, or a related STEM field, with 2+ years of experience on the buy-side or sell-side. Strong communication skills with the … Jira, and Confluence. A demonstrated interest in sustainability, systematic investing and a willingness to undertake self-study towards the CFA Sustainable Investing Certificate. Why Work Here: Acadian is a quantitative investment firm where ideas are empowered by technology. Our team is made up of a diverse mix of professionals who thrive in a culture that fosters ingenuity through collaboration More ❯

RESPONSIBILITIES Our quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with bankers, traders and portfolio managers across the firm, their invaluable quantitative perspectives on complex financial and technical challenges power our business decisions. As a member of our team, you will use … your advanced training in mathematics, programming and logical thinking to construct quantitative models that drive our success in global financial markets. Your talents for research, analysis and aptitude for innovation will define your contributions and enable you to find solutions to a broad range of problems, in a dynamic, fast-paced environment. Whatever your background, you will bring a … our business. In return, you will be trained by our experts across the firm to navigate the complexities of the financial markets and state-of-the-art methods in quantitative finance. An ordinary day is anything but. You may work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and More ❯

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 ❯

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 ❯

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 ❯

their Tech Team to manage risk levels. This individual will work on the build-out of risk management processes and analysis, then transition into the front office trading technology quantitative development team. The ideal candidate will have a strong background in quantitative finance, data analysis, and econometrics/statistics, as well as programming skills in Python More ❯

depth knowledge of Rates, Credit, Equities, Commodities, FX derivatives. Experience working on Regulatory based projects such as Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage. Solid mathematical finance and statistical analysis skills. Familiarity with Numerical analysis/Monte-Carlo methods. Knowledge of probability and stochastic calculus. Education: Master's degree or equivalent in computer science, mathematics More ❯

Head of 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 European their Counterparty Credit Risk (CRR) modelling function, as part of the wider global Risk Analytics group. … 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 ❯

If you are passionate, curious and ready to make an impact, we are looking for you. Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products … and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls. TheEnergy Quantitative Research team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to … complex derivative deals, and to provide analytical support to the trading desks and other stakeholders. Job summary: As a Vice President or Executive Director in Quantitative Research, Energy team, you will be providing modelling solutions to the Commodities business.Yo will get a chance to utilize yourextensive knowledge of quantitative methods, including valuation of derivatives and risk modelling, as 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 ❯

businesses across Markets, the technology department, and senior leadership in sales and trading. Clearly articulate complex technical issues and requirements to all stakeholders. Qualifications: PhD or Master's in Quantitative Finance, Applied Mathematics, Operations Research, Statistics, Computer Science, or a related field. Minimum 8 years of experience in a front office development role at a major investment More ❯

businesses across Markets, the technology department, and senior leadership in sales and trading. Clearly articulate complex technical issues and requirements to all stakeholders. Qualifications: PhD or Master's in Quantitative Finance, Applied Mathematics, Operations Research, Statistics, Computer Science, or a related field. Minimum 8 years of experience in a front office development role at a major investment More ❯

Quantitative Researcher - Private Assets - Credit Focus Quantitative Researcher - Private Assets - Credit Focus 1 day ago Be among the first 25 applicants Get AI-powered advice on this job and more exclusive features. MSCI is looking for an exceptional individual with experience in credit markets to join the Private Assets Index Research & Development team. The team is part of … perspective and understand how our offering can solve their needs. Provide people and thought leadership for a regional/local functional group. Highly motivated and entrepreneurial individual with strong quantitative and problem-solving skills. Master's degree or PhD in quantitative finance, financial mathematics, economics, mathematics, physics, statistics, or another quantitative field. 7+ years of … experience as a quantitative researcher. Advanced mathematical and quantitative problem-solving skills, with the ability to translate complex models into practical client solutions. Excellent written and verbal communication skills in English, with the ability to present technical concepts to non-technical stakeholders. Ability to work at the intersection of finance and technology, leveraging quantitative models More ❯

An exciting opportunity to join a Global Investment bank in London as a key member of the FICC Quantitative team. You'll play a critical role in the development and support of mathematical models and analytical tools used by the FX trading desk. You'll be part of a core development and support team responsible for integrating in-house … front office role and you'll 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 ❯

Our client is a global consulting firm specializing in advanced analytics, quantitative finance, and technology advisory for leading institutions across capital markets. The firm partners with clients to design and implement high-impact solutions in electronic trading, model development, and risk management. Leveraging deep domain expertise and cutting-edge technologies, it delivers tailored strategies that enhance performance … reduce complexity, and support regulatory alignment across the financial services sector. Mission The successful candidate will join a specialized consulting team tasked with designing and delivering quantitative trading and risk solutions for clients in global interest rate markets. This role involves leading engagements focused on model development, system architecture, and algorithmic design for pricing and electronic trading. Through deep … collaboration with client stakeholders, the consultant will drive impactful outcomes by applying quantitative rigor and engineering excellence to complex financial problems. Responsibilities Quantitative Advisory & Implementation Lead the design and development of pricing models and algorithmic trading strategies for interest rate products. Architect and deliver low-latency trading platforms and decision-making systems for client use cases. Build analytical More ❯

on key policy and methodology development Conduct project work and run thematic or ad-hoc market research on relevant risk topics Knowledge and Experience Master's Degree in Mathematical Finance or equivalent degree Attention to detail and strong problem-solving skills with the ability to balance trade-offs Prior experience in risk management as a risk analyst or More ❯

Asset & Wealth Management - Associate Quantitative Strategist in Wealth Management Strats Our quantitative strategists are at the cutting edge of our business and solve real-world problems through a variety of analytical methods. As a member of our team, you will utilize your training in mathematics, programming, and logical thinking to build quantitative models that drive success in … Responsibilities As a strategist on our Private Bank team, you will work closely with our global deposits and lending business serving ultra-high-net-worth clients. You will combine quantitative techniques and industry knowledge to build best in class models and tools that streamline risk management, detect fraud at scale, enable optimized data-driven business decision making, and optimize … profitability. Product pricing: Streamline and improve how lenders set rates across its portfolio of products, using financial return-on-equity models Funding optimization: Design quantitative models to help understand and realize the value of the bank's non-maturity deposits business for internal funding Risk Management: Develop quantitative models and tools to manage the private bank's risk More ❯

Quantitative Developer - Execution Services The Execution Services team is responsible for trade execution across a wide range of products and geographies, with a focus on minimizing trading costs and execution risk. We are looking for a highly driven, results oriented Quantitative Developer to join our team focusing on execution analytics & transaction cost analysis (TCA). We are at … the forefront of industry-leading initiatives applying technology, quantitative analysis, and data-driven methodologies to our execution process. Principal Responsibilities Collaborate with key stakeholders across Execution Services including quants and traders, to deliver key models & metrics, and to guide the overall direction & design of the platform. Make large contributions to the codebase, working in an iterative and dynamic environment. … Support, maintain and test own code following best-practices including unit testing, documentation and automation within typical CI processes. Qualifications/Skills Required 7+ years of KDB in a Quantitative Finance setting. Highly analytical and strong problem-solving skills and attention to detail. Strong communication skills with the ability to explain technical and sophisticated concepts clearly and 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 ❯

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 ❯