18 of 18 Quantitative Finance Jobs in the South East

Recruitment Consultant | London/Belfast Albert Bow is a leading Technology, Quantitative Finance, and Trading search firm specialising in placing elite candidates and teams globally. We connect clients with the top-tier talent and executive leadership needed to propel their businesses forward. Founded in 2018, we’ve built a reputation for delivering outstanding results across start-ups … funds, trading firms, and global banks, by forming long-lasting partnerships with both clients and candidates. We’re looking to hire Recruitment Consultants to join either our Technology or Quantitative Finance desks. Our Desks: Quantitative Finance – partnering with hedge funds, trading firms, and banks to place top talent in quantitative research, trading, and More ❯

Recruitment Consultant | London/Belfast Albert Bow is a leading Technology, Quantitative Finance, and Trading search firm specialising in placing elite candidates and teams globally. We connect clients with the top-tier talent and executive leadership needed to propel their businesses forward. Founded in 2018, we’ve built a reputation for delivering outstanding results across start-ups … funds, trading firms, and global banks, by forming long-lasting partnerships with both clients and candidates. We’re looking to hire Recruitment Consultants to join either our Technology or Quantitative Finance desks. Our Desks: Quantitative Finance – partnering with hedge funds, trading firms, and banks to place top talent in quantitative research, trading, and More ❯

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 for their clients. They have deep expertise in trading, technology … analysis and compute farms. With 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 to be traded in a … Identify and evaluate new datasets for stock return predictions Maintain and improve the portfolio trading in the production environment Requirements: MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics Demonstrated proficiency in Python Strong command of foundations of applied statistics, linear algebra, and time More ❯

Overview Job Title: Senior Quantitative Engineer Corporate Title: Vice President Location: Bromley 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 and how we deliver for our clients, teammates, communities and shareholders every day. One … horizontal functions that cut across business and risk-types. A core pillar of our horizontal strategy is developing common, reusable, and scalable components that can be used across GRM. Quantitative engineers will be responsible for executing on this strategy. Role Description: Senior Quantitative engineers in Global Risk are responsible for designing and overseeing the implementation of common, reusable … as generic data quality tools over billions of rows of data) or domain specific (such as 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 Quantitative engineers have a More ❯

spearhead the development of next-generation sustainability and financial metrics. This is a unique opportunity to leverage cutting-edge language models and insights at the intersection of empirical finance and … natural language processing to create decision-relevant metrics that address critical investor needs and enhance our index and data offerings. In partnership with Scientific Beta’s established team in quantitative finance research and its product design teams, you will be instrumental in driving the research, development, validation and product implementation of novel metrics by extracting valuable information … skills. • Experience working with large text datasets in financial applications would be an advantage. • Advanced degree (MSc. or Ph.D.) in Data Science, Computer Science, Computational Linguistics or a related quantitative field with a focus on NLP/ML techniques. More ❯

spearhead the development of next-generation sustainability and financial metrics. This is a unique opportunity to leverage cutting-edge language models and insights at the intersection of empirical finance and … natural language processing to create decision-relevant metrics that address critical investor needs and enhance our index and data offerings. In partnership with Scientific Beta’s established team in quantitative finance research and its product design teams, you will be instrumental in driving the research, development, validation and product implementation of novel metrics by extracting valuable information … skills. • Experience working with large text datasets in financial applications would be an advantage. • Advanced degree (MSc. or Ph.D.) in Data Science, Computer Science, Computational Linguistics or a related quantitative field with a focus on NLP/ML techniques. More ❯

spearhead the development of next-generation sustainability and financial metrics. This is a unique opportunity to leverage cutting-edge language models and insights at the intersection of empirical finance and … natural language processing to create decision-relevant metrics that address critical investor needs and enhance our index and data offerings. In partnership with Scientific Beta’s established team in quantitative finance research and its product design teams, you will be instrumental in driving the research, development, validation and product implementation of novel metrics by extracting valuable information … skills. • Experience working with large text datasets in financial applications would be an advantage. • Advanced degree (MSc. or Ph.D.) in Data Science, Computer Science, Computational Linguistics or a related quantitative field with a focus on NLP/ML techniques. More ❯

EXPERIENCE REQUIRED: Some demonstrable commercial experience coding in Rust Understanding of trading strategies such as arbitrage, market-making, or execution flow Solid grasp of algorithm design, data structures, and quantitative finance fundamentals including concepts like limit order books, price discovery, and microstructure dynamics Exposure to performance-critical systems: real-time data flows, shared memory communication, and techniques More ❯

EXPERIENCE REQUIRED: Some demonstrable commercial experience coding in Rust Understanding of trading strategies such as arbitrage, market-making, or execution flow Solid grasp of algorithm design, data structures, and quantitative finance fundamentals including concepts like limit order books, price discovery, and microstructure dynamics Exposure to performance-critical systems: real-time data flows, shared memory communication, and techniques More ❯

EXPERIENCE REQUIRED: Some demonstrable commercial experience coding in Rust Understanding of trading strategies such as arbitrage, market-making, or execution flow Solid grasp of algorithm design, data structures, and quantitative finance fundamentals including concepts like limit order books, price discovery, and microstructure dynamics Exposure to performance-critical systems: real-time data flows, shared memory communication, and techniques More ❯

are actively seeking a Python Developer on a long-term contract basis. What you'll need to succeed Strong Python programming experience within Financial Services - Mandatory Good understanding of quantitative finance Good experience developing and optimising Python-based calculators and models. Strong experience developing high-performance APIs using Flask or FastAPI. Expertise in Pandas, NumPy and other More ❯

are actively seeking a Python Developer on a long-term contract basis. What you'll need to succeed Strong Python programming experience within Financial Services - Mandatory Good understanding of quantitative finance Good experience developing and optimising Python-based calculators and models. Strong experience developing high-performance APIs using Flask or FastAPI. Expertise in Pandas, NumPy and other More ❯

systematic reasoning. Deep experience with Q/KDB+ working in a similar environment, experience with TorQ framework for KDB+ advantageous. Have front office knowledge of the FI business or quantitative finance. UNIX/Linux OS knowledge. Knowledge about software delivery processes and methodologies and test strategies. Familiarity with qspec and qunit frameworks useful. Knowledge of Altair Panopticon would be More ❯

Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quant developer, you will work closely with the business to analyse data and … Python and/or C# (other OO languages are a plus) Solid understanding of software architecture, algorithms, data structures and computer science fundamentals Interest or experience in quant finance Advanced knowledge of the python data science stack (Pandas, NumPy, SciPy) is a plus Strong academic background from a top tier university a major plus If this sounds of More ❯

Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quant developer, you will work closely with the business to analyse data and … Python and/or C# (other OO languages are a plus) Solid understanding of software architecture, algorithms, data structures and computer science fundamentals Interest or experience in quant finance Advanced knowledge of the python data science stack (Pandas, NumPy, SciPy) is a plus Strong academic background from a top tier university a major plus If this sounds of More ❯

Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quant developer, you will work closely with the business to analyse data and … Python and/or C# (other OO languages are a plus) Solid understanding of software architecture, algorithms, data structures and computer science fundamentals Interest or experience in quant finance Advanced knowledge of the python data science stack (Pandas, NumPy, SciPy) is a plus Strong academic background from a top tier university a major plus If this sounds of More ❯

About G20 Group The G-20 Group is a pioneer in Quantitative Trading systems in cross-asset markets. Headquartered in Switzerland, we operate at the intersection of Quantitative Research, Software Engineering and Trading. The team combines a startup mindset with extensive experience in proprietary Trading, Technology and Quantitative Finance. Role Overview The G-20 London Office is … . Experience with deployment and monitoring tools, e.g. supervisor, dockers, Grafana, Nagios, etc. Excellent problem-solving skills and attention to detail. Preferred/Desirable Experience Experience in the finance or cryptocurrency sectors. Experience with exchange connectors implementation. Familiarity with low latency systems and high-frequency trading environments. Right to work: This role will be based full time from More ❯

About G20 Group The G-20 Group is a pioneer in Quantitative Trading systems in cross-asset markets. Headquartered in Switzerland, we operate at the intersection of Quantitative Research, Software Engineering and Trading. The team combines a startup mindset with extensive experience in proprietary Trading, Technology and Quantitative Finance. Role Overview The G-20 London Office is … . Experience with deployment and monitoring tools, e.g. supervisor, dockers, Grafana, Nagios, etc. Excellent problem-solving skills and attention to detail. Preferred/Desirable Experience Experience in the finance or cryptocurrency sectors. Experience with exchange connectors implementation. Familiarity with low latency systems and high-frequency trading environments. Right to work: This role will be based full time from More ❯