1 to 25 of 58 Quantitative Investing Jobs

Opportunity to develop and upskill in a financial organization 5 days on site in London are essential About Our Client Quantitative investment firm Job Description The job provides exposure to: A large, Linux-centric, multi-tenant public cloud environment Configuration management tools Heavy use of cloud-managed services (DBaaS, IaaS, etc.) to offload undifferentiated maintenance work from the More ❯

network you want to login/join with: Opportunity to develop and upskill in a financial organization 5 days on site in London are essential About Our Client Quantitative investment firm Job Description The job provides exposure to: A large, Linux-centric, multi-tenant public cloud environment Configuration management tools Heavy use of cloud-managed services (DBaaS, IaaS More ❯

vendors.· Ability to work in a fast-paced and deadline-oriented environment. Self-motivated with critical attention to detail, deadlines and reporting.**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 ❯

an opportunity for individuals who are passionate about quantitative investing. The role builds on individual’s knowledge and skills in four key areas of quantitative investing: data, statistics, technology, and financial markets. Given the growing success of our Systematic Volatility business, the ideal candidate will leverage options, reference, exchange, and TIQ-level data sets to … platform for reference data, pricing data, data analysis, and data research. Work closely with data scientists/analysts for the end-to-end life cycle of data. Support quantitative researchers/portfolio managers on data used for signal generation, back testing, and trading. Qualifications Strong technical skills with experience in production coding on Linux. At least 5 years … of experience in finance, finance technology, or comparable industry – buyside experience preferred. Master's degree or higher in fields such as quantitative finance, engineering, computer science or equivalent. Proficient in computer science fundamentals and object-oriented programming using Python, C++, or Java. Self-driven, eager to learn about technology and financial markets, and able to pick up things More ❯

Winton is a research-based investment management company with a specialist focus on statistical and mathematical inference in financial markets. The firm researches and trades quantitative investment strategies, which are implemented systematically via thousands of securities, spanning the world's major liquid asset classes. Founded in 1997 by David Harding, Winton today manages assets for some of the … s Quant Platform team – a group working at the intersection of Data, Research, Technology and Infrastructure. The team is responsible for delivering and operating a best-in-class quantitative investment platform. In this role, you’ll collaborate directly with Portfolio Managers, Researchers, and Quantitative Developers to deliver the tools, APIs, libraries, and frameworks that power the … GitHub Actions, with an increasing shift towards the latter. Responsibilities: Contribute to and lead engineering projects to deliver solutions that combine to create a high-quality platform for quantitative research and trading. The success of these projects will depend on writing and maintaining good quality, well-tested code across data storage, service and delivery/UI layers. Own More ❯

IT, and client-facing teams.**We’re Looking for Teammates With:*** Bachelor’s degree or equivalent technical experience required.* 3-10 years of prior work experience, preferably in quantitative research and software development.* Hands-on development experience with Python and track record of shipping production code.* Familiarity with Cloud/AWS, CI/CD, Git, Linux.* Knowledge of … collegial, results-oriented environment.* Drive to deliver on high value projects and a roll up your sleeves attitude.* Superior attention to detail**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 ❯

Python, C++, Systematic Quant Finance, DeFi A leading global quantitative investment firm is seeking exceptional Python developers/Quants to revolutionize their cryptocurrency trading infrastructure. This isn't your typical finance tech role - you'll be architecting ultra-responsive trading systems that process complex algorithmic strategies across global markets, running 24/7 within a tech-first buyside … view developers as central staff rather than a cost centre. Key highlights: Build end-to-end trading technology from the ground up Work alongside world-class traders and quantitative researchers Experiment with state-of-the-art technologies and architectural approaches Required skills: Excellent Python programming ability. You will be in the 2-12 year experience range working as More ❯

Our client is expanding with a new office in London and is seeking the first C++ developers to join this exciting venture. Founded in 2014, they are a quantitative investment firm that has assembled a team of researchers, portfolio managers, and technologists. By leveraging quantitative analysis and insights in financial markets, they excel in some of More ❯

Our client is expanding with a new office in London and is seeking the first C++ developers to join this exciting venture. Founded in 2014, they are a quantitative investment firm that has assembled a team of researchers, portfolio managers, and technologists. By leveraging quantitative analysis and insights in financial markets, they excel in some of More ❯

Point72 Asset Management is seeking a mid-level Quantitative Risk Analyst to join its Risk & Quantitative Research team. The RQR team plays a vital role in the Firm's investment process, building a deeply rooted culture of efficient risk management and factful performance attribution. Quantitative Risk Analysts perform research to identify opportunities for improved … The ideal candidate is an intelligent and creative problem solver who can articulate one's ideas effectively to a diverse audience in a fast-paced environment. Experience in quantitative investment research is a plus. At this moment, we are specifically looking for a candidate who is well-versed in rates. The Quantitative Risk Analyst will: Analyze … of the work, its quality and the results obtained Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience, Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain the More ❯

fast-paced environment.Acadian supports a hybrid work environment. Employees are on-site in the Boston office 3 days a week. What You'll Do: Support the Director of Responsible Investing and members of the Responsible Investing team in aspects of research, oversight, and preparation of external communications, presentations and materials. Write clear, concise answers to clients' and prospects … 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 ability to … processing libraries such as Pandas. Strong SQL skills, a good understanding of Linux, parallel computing tools, and experience with Git, 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 More ❯

driving growth through change. Part of building brave futures is making a concerted effort to develop and challenge our employees to achieve their goals through internal job mobility. Quantitative Investment Management (QIM) team manages over 50 equity strategies across a variety of geographies, investment styles and risk/return profiles. The team is experiencing strong asset and account … growth, requiring further investment into people, data, and tools. Quantitative Developer, Investment Management Unit, Quantitative Investment Management, London SEI is seeking to hire a Quantitative Developer to develop, enhance and support platforms and tools that facilitate signal research, portfolio construction, performance attribution and reporting. What you will do: Infrastructure (40%): Design, develop, and maintain More ❯

Quantitative Developer, Investment Management Unit, Quantitative Investment Management, London SEI is seeking to hire a Quantitative Developer to develop, enhance and support platforms and tools that facilitate signal research, portfolio construction, performance attribution and reporting. What you will do: Infrastructure (40%): Design, develop, and maintain high-quality, scalable systems using industry best practices, SOLID More ❯

pension funds, endowments, foundations, governments and other investors based in the U.S. and abroad. Position Overview: As a member of the Trading Desk, you will work directly with Quantitative Developers, Researchers, and the Systematic Credit Portfolio Managers. In addition to trading for Acadian's credit portfolios, you will be researching, developing, deploying, and monitoring cutting edge pricing models … and credit derivatives; experience trading other fixed income securities a plus Firm understanding of credit market structure and familiarity with a wide range of implementation strategies Experience with quantitative/systematic strategies within Credit Markets Strong Python programming Working expertise with OMS/EMS platforms (Charles River, TSImagine, MarketAxess, TradeWeb, etc) World-class analytical skills and the ability … and ability to work in a collegial, results-oriented environment - must be a strong team player Interest in following financial markets and a strong quantitative orientation for investing Drive to deliver on high value projects and a roll up your sleeves attitude Act as a facilitator for the placement of cash and synthetic trades for the suite More ❯

strong academic background and skills in distributed systems, network programming, C++ template metaprogramming (TMP), low latency, multithreading, and concurrency. This role is offered by a world-leading boutique quantitative investment company to join a small, highly skilled international engineering team building bespoke core systematic trading systems at the forefront of systematic trading. This is a chance for a … recent graduate/associate-level engineer to join a world-leading boutique quantitative investment company and work in a collaborative team on cutting-edge trading systems with entrepreneurial and problem-solving mindsets. The team is based in central London (hybrid role: 4 days per week in the office). Key requirements for this role include: 1-3 years … Experience with trading systems, financial markets, hedge funds, or quant would be advantageous. Strong problem-solving skills. Interest in scientific and mathematical methods. Interest in where technology and quantitative analysis intersect. Combined with a strong interest in the domain or commercial interest in the financial markets/trading systems/quant. Key aspects of the role: Software engineering More ❯

About the Client The client is a global quantitative investment firm that develops and implements systematic financial strategies across diverse asset classes and markets. Their mission is to generate high-quality predictive signals (alphas) using a proprietary research platform, targeting inefficiencies in the financial markets. Collaboration is central to their approach, with teams working together to build the … help shape the future. About the AI Group AI is a specialized division within the client, operating similarly to a B2C fintech venture. Its mission is to democratize quantitative finance by offering global remote-work opportunities and educational resources in AI, ML, and quant finance. The AI platform enables external contributors to submit signals, data, and other resources … individuals to join as AI Researchers. This full-time role focuses on cutting-edge research in Artificial Intelligence (AI) and Large Language Models (LLMs), aimed at developing innovative quantitative models for the AI platform. Key Responsibilities: Conduct research in AI and LLMs, exploring advanced architectures such as Transformers, Reinforcement Learning, and Generative AI. Design, train, and fine-tune More ❯

About the Client The client is a global quantitative investment firm that develops and implements systematic financial strategies across diverse asset classes and markets. Their mission is to generate high-quality predictive signals (alphas) using a proprietary research platform, targeting inefficiencies in the financial markets. Collaboration is central to their approach, with teams working together to build the … help shape the future. About the AI Group AI is a specialized division within the client, operating similarly to a B2C fintech venture. Its mission is to democratize quantitative finance by offering global remote-work opportunities and educational resources in AI, ML, and quant finance. The AI platform enables external contributors to submit signals, data, and other resources … individuals to join as AI Researchers. This full-time role focuses on cutting-edge research in Artificial Intelligence (AI) and Large Language Models (LLMs), aimed at developing innovative quantitative models for the AI platform. Key Responsibilities: Conduct research in AI and LLMs, exploring advanced architectures such as Transformers, Reinforcement Learning, and Generative AI. Design, train, and fine-tune More ❯

Winton is a research-based investment management company with a specialist focus on statistical and mathematical inference in financial markets. The firm researches and trades quantitative investment strategies, which are implemented systematically via thousands of securities, spanning the world's major liquid asset classes. Founded in 1997 by David Harding, Winton today manages assets for some of the … world’s largest institutional investors. We employ ambitious professionals who want to work collaboratively at the leading edge of investment management. Winton leverages quantitative analysis and cutting-edge technology to identifyand capitalize on opportunities across global financial markets. We fostera collaborative and intellectually stimulating environment, bringing together individuals with Mathematics, Physics and Computer Science backgrounds whoare passionate about … data-driven business, our success is heavily linked to the acquisition, processing, and analysis of vast datasets. High-quality, well-managed data forms the critical foundation for our quantitative research, strategy development, and automatedtrading systems. As a Data Engineer within our Quantitative Platform team, you will playa pivotal role in building and maintaining the data infrastructure More ❯

I'm working on behalf of a leading global quantitative investment firm that’s seeking a Senior Storage Engineer to join their world-class infrastructure team. This role sits at the core of their high-performance research and trading operations, supporting one of the most advanced compute environments in finance. You’ll play a pivotal role in engineering … a firm that treats infrastructure as a first-class citizen. If you thrive in high-performance environments and want to work alongside some of the brightest minds in quantitative finance and research, let’s connect. More ❯

I'm working on behalf of a leading global quantitative investment firm that’s seeking a Senior Storage Engineer to join their world-class infrastructure team. This role sits at the core of their high-performance research and trading operations, supporting one of the most advanced compute environments in finance. You’ll play a pivotal role in engineering … a firm that treats infrastructure as a first-class citizen. If you thrive in high-performance environments and want to work alongside some of the brightest minds in quantitative finance and research, let’s connect. More ❯

Quantitative Research Analyst, Smart Beta (Mandarin Speaker) Job details Location: London Date Posted: 25 August 2018 Category: Investment Job Type: Permanent Job ID: J16611 Description Our client is a well-known Investment Management firm. This is a great opportunity to join their growing Smart Beta team. The Smart Beta team sits within the Multi-Asset business and helps … developing systematic strategies for use within multi-asset portfolios and standalone investments. This role will primarily involve researching, constructing, and supporting systematic Smart Beta strategies. Main Responsibilities: Build quantitative investment models to analyse the data sets. Generate trading ideas through analysis of the data and conducting empirical tests. Develop quantitative and systematic trading strategies including trade … Portfolio Managers and other Research Analysts to support existing strategies and client requirements. Requirements: Master's degree or higher in Finance, Computer Science, Economics, Mathematics, Engineering, or a Quantitative field. Relevant experience in a quantitative research role on the buy-side or sell-side. Advanced programming skills, such as Matlab, R, Python. Analytical, problem-solving approach. More ❯

driving growth through change. Part of building brave futures is making a concerted effort to develop and challenge our employees to achieve their goals through internal job mobility. Quantitative Investment Management (QIM) team manages over 50 equity strategies across a variety of geographies, investment styles and risk/return profiles. The team is experiencing strong asset and account … growth, requiring further investment into people, data, and tools. Senior Quantitative Equity Researcher, Investment Management Unit, Quantitative Investment Management, London SEI is seeking to hire a Quantitative Equity Researcher to develop stock selection signals, maintain and enhance proprietary models, and assist in managing assigned portfolios What you will do: Research (30%): Undertake research, validation … fund management duties Communication (20%): produce client- and publication-worthy research papers; assist in creating, and maintaining sales and service materials What we need from you: Expertise in quantitative analysis and dealing with large data sets Expertise in a high-level programming language such as Python or R Strong communication skills: able to argue a point concisely and More ❯

Working for one of the world's premier quantitative investment firms. This firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data … sources. Role: Quantitative Developer for a portfolio team based in Dubai. Responsibilities: Building components for both live trading and simulation Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components Maintaining and updating the platform, ensuring its stability, robustness, and security Developing robust data checking and storage procedures Troubleshooting and … resolving any systems related issues and handle the release of code fixes and enhancements Requirements: Masters or PhD i n computer science or other quantitative discipline 5+ years of experience designing and developing research and live trading infrastructure at a financial institution , including experience in futures and FX Experience handling connections to execution/order management systems Strong More ❯

Join to apply for the Senior Equity Quantitative Researcher role at Deutsche Bank Continue with Google Continue with Google Join to apply for the Senior Equity Quantitative Researcher role at Deutsche Bank Get AI-powered advice on this job and more exclusive features. Sign in to access AI-powered advices Continue with Google Continue with Google … with Google Continue with Google Continue with Google Continue with Google Continue with Google Continue with Google Continue with Google Position Overview Position Overview Job Title Senior Equity Quantitative Researcher Location London Corporate Title Vice President As a senior equity quantitative researcher, you will join the Quantitative Investment Solutions (QIS) Research team at Deutsche … of equity factors, as well as new factors Your Skills And Experience Significant work experience in finance, with a focus on equities. A background in company research or quantitative research is a plus Experience with Python, in particular using standard libraries such as Pandas and Numpy. Python will be a core part of your development environment Experience working More ❯

alongside a variety of other research services that is marketed to both external and internal clients. In addition, the team is responsible for developing a variety of systematic quantitative investment strategies across a variety of asset classes. Summary of the key purposes of the role This internship role will be based in London and will supporting and learning … from members of the quant team. The role will be highly varied from working on specific quantitative research projects to assisting in the production of research. Summary of responsibilities Maintaining a variety of quantitative models used by the team Assisting in the production of research materials including models, presentations, and publications. Interacting and dealing with internal … clients (sales, structuring, engineering) Under supervision, helping to develop new quantitative models and strategies Using a variety of data platforms including Bloomberg and Factset Profile required Competencies The ideal candidate will hold a master's degree or equivalent in Quantitative Finance A focus on mathematics/statistics at the undergraduate level is essential Any experience in More ❯