1 to 25 of 42 Quantitative Researcher Jobs in the UK excluding London

Quantitative Researcher £150,000 - 200,000 GBP Lucrative Performance Based Bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Systematic Equity Stat Arb Quantitative Researcher A leading systematic multi-strategy hedge fund is expanding its systematic equity team and is seeking a talented Quantitative Researcher with a proven … focused on developing and scaling alpha-driven strategies across global equity markets. Key Responsibilities Conduct alpha research, backtesting, and implementation of systematic stat arb strategies Design and develop new quantitative trading models across global equity markets Optimize portfolio construction and enhance existing trading strategies Leverage big data and machine learning techniques to uncover new signals Collaborate with other researchers … portfolio managers in a fast-paced environment Ideal Candidate Profile 3+ years of experience developing systematic statistical arbitrage strategies in equity markets Advanced degree (MSc/PhD) in a quantitative discipline (e.g. Mathematics, Statistics, Computer Science, Engineering) from a top-tier university Strong foundation in mathematics, statistics and signal generation techniques Proficient in Python and/or C++ for More ❯

Quantitative Researcher - competitive salary - Madrid, (Spain) A fast-growing consultancy is seeking a Quantitative Researcher to join its expanding team in Madrid. The firm delivers advanced software solutions and strategic consulting to clients in the financial services and investment sectors, providing the chance to tackle complex, real-world quantitative challenges. Role In this … techniques, and data analysis to solve complex problems Sourcing, cleaning, and preparing datasets, then building and coding production-ready solutions This position sits at the crossroads of data science, quantitative research, and software development, making it well-suited for someone who enjoys building tools from scratch and thrives on solving challenging problems Requirements Postgraduate degree in Mathematics or another … benefits A collaborative and stimulating working environment Opportunities for professional development and continuous learning Rapid career growth in a fast-expanding business If you’re excited about applying your quantitative expertise to real-world financial problems and want to progress in a dynamic, growing consultancy, we’d love to hear from you. Please apply below or please feel free More ❯

Quantitative Researcher - competitive salary - Madrid, (Spain) A fast-growing consultancy is seeking a Quantitative Researcher to join its expanding team in Madrid. The firm delivers advanced software solutions and strategic consulting to clients in the financial services and investment sectors, providing the chance to tackle complex, real-world quantitative challenges. Role In this … techniques, and data analysis to solve complex problems Sourcing, cleaning, and preparing datasets, then building and coding production-ready solutions This position sits at the crossroads of data science, quantitative research, and software development, making it well-suited for someone who enjoys building tools from scratch and thrives on solving challenging problems Requirements Postgraduate degree in Mathematics or another … benefits A collaborative and stimulating working environment Opportunities for professional development and continuous learning Rapid career growth in a fast-expanding business If you’re excited about applying your quantitative expertise to real-world financial problems and want to progress in a dynamic, growing consultancy, we’d love to hear from you. Please apply below or please feel free More ❯

Quantitative Researcher £150,000 - 200,000 GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client, a leading proprietary trading and market making firm with a strong high-frequency trading (HFT) presence, is seeking a Quantitative Researcher to join their London office. This is a unique opportunity … technology teams to implement and optimize models in live trading environments. Continuously research market microstructure and dynamics to refine and improve current approaches. Requirements: Completed PhD in a highly quantitative field (e.g., Mathematics, Physics, Computer Science, Engineering, Statistics). Strong programming skills in C++ (Python experience is a plus). Solid background in data analysis, statistical modeling, and numerical … Proven ability to work with large datasets and develop innovative solutions to complex problems. Demonstrated interest or experience in machine learning applied to real-world problems. Prior exposure to quantitative finance or trading (e.g., internships or research collaborations) is highly advantageous. Ideal Candidate: Currently working as a postdoctoral researcher or in a research-intensive role (applications from More ❯

Quantitative Researcher £120,000 GBP +Sign on +EOY Bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent About the Company: Our client is seeking a talented Quantitative Researcher to join their team and contribute to the development of cutting-edge trading strategies within their automated trading framework. Key Responsibilities: Research and … implement algorithmic trading strategies. Analyze large data sets using advanced statistical and quantitative techniques to identify trading opportunities. Develop a deep understanding of market structure across various exchanges and asset classes. Qualifications and Skills: Strong quantitative background (Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, or Physics). Proficiency in at least one programming or scripting language More ❯

Macro Quantitative Researcher £200,000-250,000 GBP Yearly performance bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Quantitative Researcher - Systematic/Quantitative Macro - London/Paris Anson McCade are working with a renowned systematic hedge fund which is building out their Quant Macro business, with teams covering mid … frequency and intraday strategies across Fixed Income and FX spot/futures, commodity futures , and FICC/Equity Index Options and other derivatives. They have headcount for Quantitative Researchers to join new or expanding teams, where they will collaborate on the research of alphas, taking ownership of the end-to-end research process of their strategies, and can manage … Researchers in your team Manage, optimise and monitor these strategies in live trading Develop and enhance the infrastructure on an ad hoc basis Requirements: 2+ years of experience in Quantitative Research for Liquid Macro Futures, FICC markets, Equity Indices, and their derivatives. Proficient Python coding, basic understanding of C++ Strong academic record, including a Master's or PhD in More ❯

Junior Quantitative Researcher (HFT/London/hybrid) We are looking for a Quantitative Researcher with strong modelling and coding skills (Python). You will be responsible for scaling and bringing our quantitative business to the next level. You will have the opportunity to cover all technologies (CeFi, DeFi), trading platforms and products … spot, derivatives, ETPs, etc.). You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts … tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python and C++. Qualifications : Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Required Skills : Advanced Python coding skills. More ❯

Junior Quantitative Researcher (HFT/London/hybrid) We are looking for a Quantitative Researcher with strong modelling and coding skills (Python). You will be responsible for scaling and bringing our quantitative business to the next level. You will have the opportunity to cover all technologies (CeFi, DeFi), trading platforms and products … spot, derivatives, ETPs, etc.). You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts … tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python and C++. Qualifications : Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Required Skills : Advanced Python coding skills. More ❯

Junior Quantitative Researcher (HFT/London/hybrid) We are looking for a Quantitative Researcher with strong modelling and coding skills (Python). You will be responsible for scaling and bringing our quantitative business to the next level. You will have the opportunity to cover all technologies (CeFi, DeFi), trading platforms and products … spot, derivatives, ETPs, etc.). You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts … tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python and C++. Qualifications : Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Required Skills : Advanced Python coding skills. More ❯

Quantitative Researcher - Credit £100,000 - 120,000 GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client is a leading quant hedge fund who are looking to hire a Quantitative Researcher to join their high-performing Credit team ( London or Paris ). This is an opportunity to … optimal numerical methods to balance precision with computational efficiency. What They're Looking For 1-3 years' experience, ideally from a leading investment bank or buy-side institution Strong quantitative and analytical skills, with a solid foundation in stochastic modelling and statistics Proficiency in programming (C++ highly preferred; q/kdb+ a plus) Clear, concise communication skills Ability to More ❯

Title: Senior Quantitative Researcher/Sub-Portfolio Manager Location: New York/London Team: Systematic Trading Strategies About the Role: Seeking a highly skilled and experienced Senior Quantitative Researcher or Sub-Portfolio Manager to join a systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research … the team’s overall P&L Potential to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of … analysis, and/or machine learning techniques Strong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructure Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics) Excellent communication skills and ability to work in a collaborative, performance-driven environment More ❯

Title: Senior Quantitative Researcher/Sub-Portfolio Manager Location: New York/London Team: Systematic Trading Strategies About the Role: Seeking a highly skilled and experienced Senior Quantitative Researcher or Sub-Portfolio Manager to join a systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research … the team’s overall P&L Potential to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of … analysis, and/or machine learning techniques Strong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructure Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics) Excellent communication skills and ability to work in a collaborative, performance-driven environment More ❯

Title: Senior Quantitative Researcher/Sub-Portfolio Manager Location: New York/London Team: Systematic Trading Strategies About the Role: Seeking a highly skilled and experienced Senior Quantitative Researcher or Sub-Portfolio Manager to join a systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research … the team’s overall P&L Potential to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of … analysis, and/or machine learning techniques Strong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructure Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics) Excellent communication skills and ability to work in a collaborative, performance-driven environment 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 … 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 series models More ❯

Graduate Quantitative Researcher £120000 GBP + discretionary bonus Onsite WORKING Location: City of London, Central London, Greater London - United Kingdom Type: Permanent The client is a successful and well established Systematic Hedge Fund with offices in London, Paris, New York and Singapore. They have been very successful in the HFT/Intraday Equities space, but recently have … expanded into UHFT with teams working on satellite/FPGA technologies, as well as longer-term investment style strategies. They are actively hiring Junior Quantitative Researchers for multiple Equities, FX and Futures teams. Responsibilities Research and analyse large datasets, extracting patterns and trends. Gather insights to build and deploy systematic trading strategies. Monitor performance and behaviour of existing strategies … looking to enhance where possible. Collaborate with other Quantitative Researchers on wider team projects. Contribute to Quantitative frameworks and infrastructure used by the team and firm. Requirements Strong proficiency in Python Experience with C++ is a plus, but not a hard requirement. Preferable experience in alpha research/signal generation, or worked on systematic trading strategy development. Deep More ❯

Junior Quantitative Researcher £120,000 GBP + £70,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Our client has an extensive and impressive track record of successfully running Quant trading strategies for over a decade, they spun out as a hedge fund and now operate globally. They are a highly interdisciplinary firm, operating … of the various exchanges and asset classes. Pre market - checking that all required data and processes are ready. During market - sporadically monitoring behaviour and performance of strategies. Ideal Candidate: Quantitative background - including Master/PhD's in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics from a top University. Programming proficiency with at least one major More ❯

VP - Quantitative Researcher (Equities E-Trading) £150-300k GBP Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Join a front-office quant team focused on building and enhancing electronic trading strategies within the Equities business. The team designs and calibrates execution algorithms, develops market analytics and trading signals, and delivers the models and …/Java - reading production code (not required to develop) Legacy tooling in Perl/sh (can be learned on the job) Candidate Profile; PhD or Master's in a quantitative discipline (e.g. statistics, CS, physics, maths) Strong programming skills (Python, q/kdb+) and understanding of statistical methods 2+ years in electronic or algorithmic trading (equities preferred) Hands-on More ❯

Our client, a leading systematic trading firm, are seeking a Senior Quantitative Researcher to join their options quant team. In this senior role, you will lead key projects, drive innovation, and mentor junior team members. Core Responsibilities: Collaborate with trading and research teams to evaluate and enhance existing algorithms. Apply expertise in systems, mathematics, and trading to … . Drive the implementation of high-quality research into production trading systems. Provide guidance and mentorship to junior researchers. Skills and Experience: Master’s or PhD in a highly quantitative field. 5+ years of experience in financial services or a quantitative research environment. Demonstrated success in project or people management. Strong programming skills (Python, Java, or C++ preferred … . Proven track record in quantitative modeling and algorithm development. Experience with options pricing. For more information, please apply below or reach out to our Director, Tom, via email tom@qenexus.com More ❯

Our client, a leading systematic trading firm, are seeking a Senior Quantitative Researcher to join their options quant team. In this senior role, you will lead key projects, drive innovation, and mentor junior team members. Core Responsibilities: Collaborate with trading and research teams to evaluate and enhance existing algorithms. Apply expertise in systems, mathematics, and trading to … . Drive the implementation of high-quality research into production trading systems. Provide guidance and mentorship to junior researchers. Skills and Experience: Master’s or PhD in a highly quantitative field. 5+ years of experience in financial services or a quantitative research environment. Demonstrated success in project or people management. Strong programming skills (Python, Java, or C++ preferred … . Proven track record in quantitative modeling and algorithm development. Experience with options pricing. For more information, please apply below or reach out to our Director, Tom, via email tom@qenexus.com More ❯

Our client, a leading systematic trading firm, are seeking a Senior Quantitative Researcher to join their options quant team. In this senior role, you will lead key projects, drive innovation, and mentor junior team members. Core Responsibilities: Collaborate with trading and research teams to evaluate and enhance existing algorithms. Apply expertise in systems, mathematics, and trading to … . Drive the implementation of high-quality research into production trading systems. Provide guidance and mentorship to junior researchers. Skills and Experience: Master’s or PhD in a highly quantitative field. 5+ years of experience in financial services or a quantitative research environment. Demonstrated success in project or people management. Strong programming skills (Python, Java, or C++ preferred … . Proven track record in quantitative modeling and algorithm development. Experience with options pricing. For more information, please apply below or reach out to our Director, Tom, via email tom@qenexus.com More ❯

Machine Learning Quant Researcher £150,000-200,000 GBP Discretionary end of year bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Machine Learning/Data Science Quantitative Researcher - London/Paris My client is a quantitative hedge fund with offices globally, focusing on systematic trading. Their Quant Researchers develop and … monitor strategies covering all liquid markets, including HFT/arbitrage, statistical arbitrage, CTA, Macro and event-driven models. The firm has a mandate for Quantitative Researchers who are specialised in Machine Learning, Deep Learning, Reinforcement Learning, NLP, or Computer Vision. Successful applicants will apply these techniques to analyse datasets and identify trading opportunities, and develop them into monetizable strategies … analyse datasets and identify alphas. You will work closely with other researchers, developers and traders on the development and implementation of these strategies, and monitor their performance over time. Quantitative Researchers collaborate with each other globally. You will share ideas and work on tools for others to use across the firm, expanding the business and building your own skills. More ❯

My client is a leading Quantitative hedge fund, which deploys systematic trading strategies across multiple liquid asset classes, including equities & futures. The core of their effort is research into a wide range of market anomalies, fuelled by their unparalleled access to a wide range of publicly available data sources. They are seeking a researcher with a background … in alpha research. Responsibilities Conduct original quantitative alpha signal research Manage all aspects of the research process, including data analysis, alpha signal discovery, backtesting, trading, idea generation, alpha signal/portfolio analysis and the management of production code Evaluate new datasets for alpha potential Follow, digest, analyze and improve upon the latest academic research Desirable Candidates 2+ years of … research experience in Equities. Ph.D. or M.S. in finance, accounting, economics, mathematics, statistics, physics, computer science, operations research, or another quantitative discipline. Programming in any of the following: Python, C++, or R. Demonstrated ability to learn and apply new methodologies to alpha generation. Ability to work both independently and collaboratively within a team. More ❯

My client is a leading Quantitative hedge fund, which deploys systematic trading strategies across multiple liquid asset classes, including equities & futures. The core of their effort is research into a wide range of market anomalies, fuelled by their unparalleled access to a wide range of publicly available data sources. They are seeking a researcher with a background … in alpha research. Responsibilities Conduct original quantitative alpha signal research Manage all aspects of the research process, including data analysis, alpha signal discovery, backtesting, trading, idea generation, alpha signal/portfolio analysis and the management of production code Evaluate new datasets for alpha potential Follow, digest, analyze and improve upon the latest academic research Desirable Candidates 2+ years of … research experience in Equities. Ph.D. or M.S. in finance, accounting, economics, mathematics, statistics, physics, computer science, operations research, or another quantitative discipline. Programming in any of the following: Python, C++, or R. Demonstrated ability to learn and apply new methodologies to alpha generation. Ability to work both independently and collaboratively within a team. More ❯

My client is a leading Quantitative hedge fund, which deploys systematic trading strategies across multiple liquid asset classes, including equities & futures. The core of their effort is research into a wide range of market anomalies, fuelled by their unparalleled access to a wide range of publicly available data sources. They are seeking a researcher with a background … in alpha research. Responsibilities Conduct original quantitative alpha signal research Manage all aspects of the research process, including data analysis, alpha signal discovery, backtesting, trading, idea generation, alpha signal/portfolio analysis and the management of production code Evaluate new datasets for alpha potential Follow, digest, analyze and improve upon the latest academic research Desirable Candidates 2+ years of … research experience in Equities. Ph.D. or M.S. in finance, accounting, economics, mathematics, statistics, physics, computer science, operations research, or another quantitative discipline. Programming in any of the following: Python, C++, or R. Demonstrated ability to learn and apply new methodologies to alpha generation. Ability to work both independently and collaboratively within a team. More ❯

Join a globally renowned high-frequency trading firm and a highly respected, multi-strategy hedge fund at the forefront of systematic and quantitative research. We are looking for exceptional senior quant researchers/traders to join our systematic trading strategies team in New York City, London or Europe. Competitive compensation & performance-based bonuses Your Role: As a Senior Quantitative … optimization of high-frequency trading strategies in traditional financial markets. You will work closely with world-class engineers, quants, and traders to solve complex real-time challenges using advanced quantitative techniques and cutting-edge technology. Key Responsibilities: Develop and optimize systematic, high-frequency trading strategies. Conduct quantitative research to uncover market inefficiencies and improve model robustness. Collaborate with … of technical excellence and collaboration. Who We’re Looking For: Exceptional candidates with an outstanding academic and professional track record. A degree (Master’s or PhD preferred) in a quantitative discipline (e.g., Mathematics, Physics, Computer Science) from a top-tier university. Proven experience developing successful quantitative models—ideally in HFT and/or transaction cost analysis. Strong analytical More ❯