Job Description: Job Title: QuantitativeFinance Analyst Location: London Corporate Title: Assistant Vice President Company Overview: At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. Responsible Growth is how we run our company … system requirements, ensuring the completeness and accuracy of all market risk models. Liaise with Line of Business Risk Managers to provide market risk oversight, quantitative risk implications of regulatory changes, new product development etc. and enhance market risk models to reflect changes in the business environment. The role requires … to Line of Business Risk Managers potential risks is required. Bachelor's degree with emphasis in finance, economics, accounting, computer science, or quantitative disciplines with minimum 5 years work experience in the position offered or related. MBA/MS preferred. Progress toward CFA or FRM professional designation More ❯
london, south east england, United Kingdom Hybrid / WFH Options
Hunter Bond
the Client A visionary Elite Fintech at the intersection of innovation and impact, creating the next generation of applications for the world’s best quantitative developers. Shaping the future of QuantitativeFinance, this team are leveraging bleeding edge technology to create groundbreaking applications for the premier … redefine performant financial trading models and applications for the global market. This is a phenomenal opportunity for someone with exceptional background and passion for quantitative finance. The Role Lead a team of exceptional minds, dedicated to solving most complex challenges through technology. You'll spearhead a team of world … Tackle Complex Challenges: Develop deep advanced analytics and solve real-world problems at scale. Collaborate with the Best: Work side-by-side with top quantitative minds and business leaders to turn complex financial ideas into powerful, production-ready software. Push Performance Boundaries: Optimise high-performance code for lightning-fast More ❯
london, south east england, United Kingdom Hybrid / WFH Options
Hunter Bond
Elite Proprietary Trading Firm 🚀 Kickstart Your Career with the Best Just graduated and eager to dive into the world of high-performance tech and quantitativefinance? Join a leading global trading firm where innovation is key — no legacy systems, no bureaucracy, just a fast-paced, intellectually stimulating … 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 … 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 📩 Ready to jumpstart your career More ❯
london (city of london), south east england, United Kingdom
Selby Jennings
and users to define requirements and implement both back-end and UI components, ensuring alignment with strategic initiatives. Key Responsibilities: Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets. Collaboration … such as data, development environments and tools. Working closely with sales teams to identify clients' needs and develop customised solutions. Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment. Design, build and maintain common components, libraries and services for … department, and senior leadership in sales and trading. Clearly articulate complex technical issues and requirements to all stakeholders. Qualifications: PhD or Master's in QuantitativeFinance, Applied Mathematics, Operations Research, Statistics, Computer Science, or a related field. Minimum 5 years of experience in a front office development More ❯
and champion innovation in technology and processes to unlock new commercial opportunities. Collaborating closely with the trading team, the Senior Data Engineer will shape quantitative strategies and ensure data/analytics pipelines meet front-office needs. This position requires the ability to work independently with minimal guidance, exercising broad … and leveraging scheduling, job orchestration, and optionally machine learning features to serve trading and analytics needs. The Senior Data Engineer will also collaborate with quantitative analysts, traders, and commercial stakeholders to design new application features, dashboards, and analytics for portfolio management, pricing, and risk analysis. Additionally, they will support … dashboard creation. Experience with Machine Learning model development and data science workflows (including frameworks such as scikit-learn, PyTorch, or TensorFlow). Experience in QuantitativeFinance or strong interest in mathematical/financial modeling, derivatives pricing, or algorithmic trading. Familiarity with ETRM platforms (e.g., OpenLink Endur). More ❯
Investor Relations & Reporting Analyst London, UK Job Description: We are currently recruiting for an exciting opportunity with a global quantitative multi-strategy asset management firm. They are seeking a Data Analyst to support investor reporting and data analysis efforts. This role is ideal for someone with strong experience in … automating risk and performance reporting and a keen interest in working at the intersection of quantitativefinance and investor communication. Key Responsibilities: Automate and maintain risk and performance reporting for investors and internal teams. Develop dashboards and visualizations using Power BI or similar tools. Extract, process, and … analyses. Required Qualifications: At least 3 years of experience in a data-driven role within finance (hedge funds, asset management, or similar quantitative environments). Proven experience in automating investor and internal reporting. Strong proficiency in Power BI or other data visualization tools. Advanced Python skills for More ❯
with expertise in python and react to join its Front Office Core Strats team in London. The team plays a vital role in driving quantitative deliveries across all of the banks Global Markets businesses managing the core data and analytics platform, including Data, AI/ML, and Governance & Core … initiatives. This role offers significant exposure to stakeholders and users, and strong communication skills are essential. What we’re looking for: Advanced degree in QuantitativeFinance, Applied Mathematics, Operations Research, Statistics, Computer Science or similar At least 5 years of experience in a front office development role More ❯
department, and senior leadership in sales and trading. Clearly articulate complex technical issues and requirements to all stakeholders. Qualifications: PhD or Master's in QuantitativeFinance, Applied Mathematics, Operations Research, Statistics, Computer Science, or a related field. Minimum 8 years of experience in a front office development More ❯
sized, globally recognised macro hedge fund managing $11 billion in AUM is seeking an experienced Full Stack Developer (Python and React) to join their Quantitative Analytics team in London . The firm combines macroeconomic research with quantitative strategies, trading across FX, credit, interest rates, and commodities. This is … across the software development lifecycle Greenfield infrastructure and automation build opportunity Direct access to decision-makers in a flat, collaborative environment Broad exposure to quantitativefinance, front-office analytics, and infrastructure Key contributor to improvements in release cycles, API management, and overall development processes Requirements More ❯
Software Developer (Research Infrastructure) | Quantitative Trading | £350–500k How many opportunities will you get to develop a greenfield platform that directly shapes the future of a multi-billion-dollar prop trading business? I'd imagine this is one of few. Here, you'll develop a proprietary Python-based research … platform from scratch for one of the leading Quantitative Traders globally. The challenge isn’t just performance or raw throughput - though both matter. It’s building a flexible, robust system capable of supporting a wide range of research workflows, each with its own quirks, data dependencies, and computational demands. … understand their methodology, tooling, and pain points. The system you help design will either accelerate the productivity of some of the smartest minds in quantitativefinance - or get in their way. There’s no single background that guarantees success here, but mastery of Python, a deep understanding More ❯
london, south east england, United Kingdom Hybrid / WFH Options
Allegis Global Solutions
PMP a plus. Derivatives knowledge from FX, Rates, Commodities and/or Credit encompassing trade life cycle, pricing, risk analytics and market data. Finance degree or certifications (FRM/CFA/PRM etc) or market and credit risk understanding a plus Functional expertise in one or more of … FX Derivatives, Credit, Structured Products. Substantial technology delivery and management experience (minimum 10 years), at least part of this in the financial markets domain Quantitativefinance understanding, experience working with analytics libraries and pricing models. Knowledge and previous experience of large-scale financial markets platforms such Sales More ❯
Capable of moving fluidly between high-level design and low-level implementation details. Desirable Domain Knowledge: Experience in commodity trading (gas and power) and quantitative finance. Knowledge of industry compliance and regulations, such as Sarbanes-Oxley (SOx). If you're passionate about cutting-edge technology and thrive in More ❯
a Python Engineer to join their team. As part of the Investment Platform Operations team, this role is central to enhancing a world-class quantitative investment platform, working closely with Strategy Managers and Researchers, creating tools and frameworks to improve the efficiency of testing, implementing, and monitoring trading pipelines. … and Kafka is beneficial, the primary focus is on Python programming. Key Responsibilities: Lead and contribute to Python-based engineering projects that enhance the quantitative research and trading platform. Automate and optimize critical trading workflows using Python to ensure operational efficiency and stability. Work with Data Engineers and Strategy … Master’s degree in Computer Science, Mathematics, or a related field. 2+ years of Python development experience in a commercial setting. Strong interest in quantitativefinance and Python-based financial data handling. Commitment to engineering excellence and practical Python solutions. The firm offers excellent compensation, career growth More ❯
london, south east england, united kingdom Hybrid / WFH Options
Hunter Bond
Elite electronic quantitativefinance 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 More ❯
machine learning techniques to surface insights that drive portfolio construction. What experience you’ll need to apply: PhD (or equivalent experience) in Computer Science, QuantitativeFinance, or related fields Deep experience with machine learning, NLP, and data mining (especially from unstructured or alternative sources) Strong coding ability More ❯
Graduate Financial Recruitment Consultant Anson McCade is a specialist executive search and consultancy firm specializing in the Technology and Capital Markets (Quant Finance) we work with a variety of companies from innovative start-ups to global household names. Our Capital Markets team work exclusively with global Trading Houses More ❯
Type: Permanent Financial Recruitment Consultant Anson McCade is a specialist executive search and consultancy firm specializing in the Technology and Capital Markets (Quant Finance) we work with a variety of companies from innovative start-ups to global household names. Our Capital Markets team work exclusively with global Trading More ❯
performance and precision are paramount. This is a rare opportunity to work in a fast-paced, automation-first environment, delivering next-generation infrastructure for quantitativefinance . 💡 About the Role This isn’t just traditional networking. You’ll play a key role in a team that’s … onsite in West London Environment : Highly technical, automation-led, and collaborative Interview Process : Streamlined 3-stage process Work at the cutting edge of finance and networking—perfect for engineers eager to push boundaries and build automated, scalable systems Ready to take your network automation skills into one of More ❯
Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management. I am seeking an experienced 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 to refine pricing models and tools. Create solutions to meet regulatory reporting requirements (FRTB IMA). Contribute to both end-of-day and real-time risk and P&L calculations. Build and maintain data pipelines for market data and pricing support. Work across teams to 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 to refine pricing models and tools. Create solutions to meet regulatory reporting requirements (FRTB IMA). Contribute to both end-of-day and real-time risk and P&L calculations. Build and maintain data pipelines for market data and pricing support. Work across teams to More ❯
Our client, a 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. This role gives you … collaborate with an exceptionally talented team operating in a hybrid approach, and earn market-leading compensation packages. Responsibilities: Develop, upgrade, and optimize 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 ❯
london, south east england, united kingdom Hybrid / WFH Options
Campbell North
Who you are: An experienced C++ programmer, with Python experience a nice-to-have At least 2 years of experience in a quant finance/high frequency trading environment is preferred Alternatively, had impact in high-performing teams in Big Tech What’s on offer: Market-leading compensation … Flexible hybrid working Leading benefits package (pension, healthcare, etc.) If you are a software engineer using C++, with previous experience in quant finance/high-performing teams in Big Tech, please apply. More ❯
a cutting-edge high-frequency trading system, handling immense data volumes at extreme speeds. This is an opportunity to work at the forefront of Quantitative Investment Management, developing a new generation of order gateway processes that drive real-time decision-making. As part of a highly collaborative Data and … innovative, high stakes trading environment, we would love to hear from you. Apply now to be part of a team shaping the future of quantitative finance. More ❯
About Algo Capital Algo Capital is a premier global search firm focused on 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 … 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 developing deep market knowledge in … trends and innovations in quant finance and data science What We’re Looking For 1–3 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 More ❯