1 to 25 of 51 Quantitative Investing Jobs in the UK

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 ❯

Troubleshoot and resolve hardware, software, network issues and trade-floor specific applications. Client Details Quantitative investment firm 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 team Databases of various shapes and sizes More ❯

Troubleshoot and resolve hardware, software, network issues and trade-floor specific applications. Client Details Quantitative investment firm 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 team Databases of various shapes and sizes More ❯

Infrastructure Support Engineer – AWS Location: London Comepnsation: £200,000+ A leading global quantitative investment firm is seeking an experienced Infrastructure Support Engineer with strong AWS expertise. This role offers the opportunity to maintain and optimize a secure, scalable cloud infrastructure supporting advanced trading strategies. Responsibilities: Manage and support AWS environments using core services such as EC2, S3, and More ❯

Infrastructure Support Engineer – AWS Location: London Comepnsation: £200,000+ A leading global quantitative investment firm is seeking an experienced Infrastructure Support Engineer with strong AWS expertise. This role offers the opportunity to maintain and optimize a secure, scalable cloud infrastructure supporting advanced trading strategies. Responsibilities: Manage and support AWS environments using core services such as EC2, S3, and 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 ❯

Senior Product Security Engineer Location: London Salary: £200,000+ A leading global quantitative investment firm is seeking a Senior Product Security Engineer to strengthen the security of its trading systems, cloud infrastructure, and business applications. This is a hands-on, high-impact role working across a modern tech stack in a fast-paced environment. Key Responsibilities Implement and More ❯

Senior Product Security Engineer Location: London Salary: £200,000+ A leading global quantitative investment firm is seeking a Senior Product Security Engineer to strengthen the security of its trading systems, cloud infrastructure, and business applications. This is a hands-on, high-impact role working across a modern tech stack in a fast-paced environment. Key Responsibilities Implement and 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 ❯

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 ❯

our team, responsible for driving revenue across Bloomberg's Enterprise Data product suite, with a specific focus on Quantitative Research and Data Science workflows. Quantitative investing is undergoing a rapid transformation. Once the domain of the most sophisticated hedge funds, data science and quant techniques are now being adopted at scale by major asset managers … Trust You To: Link market trends and client workflows to clearly articulate the value of Bloomberg's Enterprise and Research data products Serve as a consultative partner to quantitative researchers, data scientists, and portfolio managers, helping them discover and integrate Bloomberg data into alpha-generating workflows Partner with internal product and engineering teams to represent client feedback and … and data needs across research, quant, and trading functions A track record of managing and developing relationships at a senior level, including with CxO stakeholders Demonstrable knowledge of quantitative finance, research workflows, and the data science ecosystem Familiarity with alpha modeling, signal construction, portfolio analytics, and modern investment strategies Exposure to modern programming languages (e.g. Python, R) and More ❯

Senior Low Latency Developer, C++ - Crypto Quantitative Hedge Fund London, UK Our client are a global quantitative investment management firm that leverages advanced data analysis, research, and technology to develop and implement diverse investment strategies. Their team consists of experts from various fields, including engineering, computer science, and finance, working collaboratively to optimise trading and investment 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 ❯

Hedge Funds to find 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. The role focuses heavily on … tools like Amazon S3 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 Managers to manage and optimize … Requirements Bachelor’s or Master’s degree in Computer Science, Mathematics, or a related field. 2+ years of Python development experience in a commercial setting. Strong interest in quantitative finance and Python-based financial data handling. Commitment to engineering excellence and practical Python solutions. The firm offers excellent compensation, career growth opportunities, and a dynamic, data-driven environment 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 ❯

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 ❯

Join to apply for the Macro Research, Quantitative Investment Strategies Research - Vice President role at Morgan Stanley Join to apply for the Macro Research, Quantitative Investment Strategies Research - Vice President role at Morgan Stanley Job Title: Macro Research, Quantitative Investment Strategies Research, Vice President Location: London The Quantitative Investment Strategies team in … partner to our clients in all aspects related to systematic investment. The key responsibility of the team is to provide best-in-class research on all aspects of quantitative investment strategies including signal generation, portfolio construction and risk management. Research focuses on a broad range of strategies including academically motivated factor strategies as well as state-of-the … advanced econometric and statistical techniques, the team researches strategies across all asset classes and monitors their performance on an ongoing basis. The team is closely integrated with the Quantitative Investment Strategies group in Morgan Stanley sales and trading. About Morgan Stanley Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities More ❯

from their money. More visibility, more control, and more freedom. Since 2015, Revolut has been on a mission to deliver just that. Our powerhouse of products — including spending, saving, investing, exchanging, travelling, and more — help our 55+ million customers get more from their money every day. As we continue our lightning-fast growth,? 2 things are essential to our … engine. You’ll set the agenda, lead a cross-functional team, and turn data into high-conviction, scalable calls via rigorously tested models. If you’re an experienced quantitative investment research professional who can generalise insights across industries and markets, let's get in touch. What you'll be doing Leading and setting the research standard and agenda … for the multidisciplinary Investment Research team Overseeing the development of an automated quantamental framework that blends fundamental insights and quantitative factors into insightful investment recommendations Guiding analysts and quants through the full research lifecycle, including problem scoping, data acquisition, experimental design, back-testing, and performance attribution Integrating macroeconomic trends and sector-specific insights into the recommendation engine to 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 ❯

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 ❯