12 of 12 Quantitative Researcher Jobs in the UK excluding London

Quantitative Researcher Title : Quantitative Researcher Company : Proprietary HFT Location : Cambridge Compensation : Up to £300,000 Company : A proprietary trading firm in Cambridge, specialising in the research and development of ultra-low-latency automated trading strategies, are looking for a Quantitative Researcher with a demonstrable background of iterating rapidly on complex mathematical 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 ❯

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 ❯

Quantitative Researcher/Trader £150,000 GBP 120,000 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. With offices around the … performance over time ? You would lead the full strategy research cycle from signal generation to implementation Your present skillset ? Min 4 years of relevant experience ? Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering ? Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus ? Capacity to multi-task in a More ❯

Our client, a leading international trading group is looking to hire across Quantitative Development, Research, Structuring & Trading to join an expanding high-frequency trading initiative focused on digital assets. This position offers the opportunity to play a key role in developing advanced trading systems from inception within a collaborative, research-driven environment. Quantitative Developer/Researcher … advanced trading systems from inception within a collaborative, research-driven environment. Responsibilities: Design, develop, and maintain low-latency, high-performance trading infrastructure with Rust at its core. Collaborate with quantitative researchers and traders to implement, test, and refine innovative trading strategies. Integrate market data, optimise execution, and ensure reliable operation of live trading platforms. Deliver robust tools for research … of digital asset venues. Qualifications: Proficiency in Rust with demonstrable experience building production-quality systems. Strong programming capability in Python; familiarity with C++ is an advantage. Previous experience in quantitative development, trading technology, or a related domain-ideally within electronic trading or crypto markets. Sound knowledge of market microstructure, real-time systems, and the principles of modern algorithmic trading. More ❯

market environments. A growing firm, they understand that maintaining a culture where people are energized to come to work is paramount to success. Now looking to hire an experienced Quantitative Researcher with expertise in building, supporting and integrating globally accessible quant trading infrastructure. The candidate will interact with portfolio managers and quant researchers to build requisite toolkits. … The optimal candidate will have prior experience at a financial services organization with an exceptional technical background and in-depth knowledge of quantitative trading systems, including back testing, simulation, performance testing and market data. This person will need to be a strong communicator, able to multi-task and have the ability to excel in a fast-paced trading environment. … identify and automate manual processes Qualifications & Requirements: Master degree/PhD in a technical area, such as Maths, Physics, Engineering or Computational Finance. Proven work experience as a researcher or developer in the quant group of an investment bank or hedge fund. Proficient in programming - Python required, C++ is desirable. Basic understanding of derivatives modeling. Knowledge of Credit More ❯

Our client, a global top-10 Sovereign Wealth Fund, is looking to hire a Manager into their Factor & Index Equities team, to focus on Quantitative Research specialising on Factor & Index strategies Responsibilities: Conduct quantitative research and analysis to develop financial models and identify investment opportunities Perform statistical analysis on financial data to identify trends, correlations, and patterns that … will provide actionable insights for investment strategies Prepare, analyse, and interpret advanced quantitative and statistical analysis such as factor and style reports Requirements: 12+ years' of experience in Quantitative Research/Strategies, preferably from a Global Asset Manager or Institutional Investors such as Pension Funds, SWFs or Endowments Programming skills: Python for quantitative analysis and modelling More ❯

Our client, a global top-10 Sovereign Wealth Fund, is looking to hire a Manager into their Factor & Index Equities team, to focus on Quantitative Research specialising on Factor & Index strategies Responsibilities: Conduct quantitative research and analysis to develop financial models and identify investment opportunities Perform statistical analysis on financial data to identify trends, correlations, and patterns that … will provide actionable insights for investment strategies Prepare, analyse, and interpret advanced quantitative and statistical analysis such as factor and style reports Requirements: 12+ years' of experience in Quantitative Research/Strategies, preferably from a Global Asset Manager or Institutional Investors such as Pension Funds, SWFs or Endowments Programming skills: Python for quantitative analysis and modelling More ❯

Our client, a global top-10 Sovereign Wealth Fund, is looking to hire a Manager into their Factor & Index Equities team, to focus on Quantitative Research specialising on Factor & Index strategies Responsibilities: Conduct quantitative research and analysis to develop financial models and identify investment opportunities Perform statistical analysis on financial data to identify trends, correlations, and patterns that … will provide actionable insights for investment strategies Prepare, analyse, and interpret advanced quantitative and statistical analysis such as factor and style reports Requirements: 12+ years' of experience in Quantitative Research/Strategies, preferably from a Global Asset Manager or Institutional Investors such as Pension Funds, SWFs or Endowments Programming skills: Python for quantitative analysis and modelling More ❯

capital markets. Their solutions process trillions of dollars annually, helping institutions manage risk, optimise portfolios, and improve market efficiency. This is not a standard software engineering role. It combines quantitative research with applied algorithm design. The successful professional will excel at mathematical modelling, operations research, and optimisation, and will be able to translate complex business challenges into rigorous models … Demonstrated Python engineering skills (OOP, algorithms, data structures). Ability to transform theoretical models into practical solutions. Strong communication and teamwork skills. Preferred Experience MSc/PhD in a quantitative discipline. Experience with optimisation frameworks (Gurobi, OR-Tools). Knowledge of financial markets, derivatives, or clearing/margin optimisation. Hands-on experience with AWS, PostgreSQL, or distributed computing. Why More ❯

capital markets. Their solutions process trillions of dollars annually, helping institutions manage risk, optimise portfolios, and improve market efficiency. This is not a standard software engineering role. It combines quantitative research with applied algorithm design. The successful professional will excel at mathematical modelling, operations research, and optimisation, and will be able to translate complex business challenges into rigorous models … Demonstrated Python engineering skills (OOP, algorithms, data structures). Ability to transform theoretical models into practical solutions. Strong communication and teamwork skills. Preferred Experience MSc/PhD in a quantitative discipline. Experience with optimisation frameworks (Gurobi, OR-Tools). Knowledge of financial markets, derivatives, or clearing/margin optimisation. Hands-on experience with AWS, PostgreSQL, or distributed computing. Why More ❯

capital markets. Their solutions process trillions of dollars annually, helping institutions manage risk, optimise portfolios, and improve market efficiency. This is not a standard software engineering role. It combines quantitative research with applied algorithm design. The successful professional will excel at mathematical modelling, operations research, and optimisation, and will be able to translate complex business challenges into rigorous models … Demonstrated Python engineering skills (OOP, algorithms, data structures). Ability to transform theoretical models into practical solutions. Strong communication and teamwork skills. Preferred Experience MSc/PhD in a quantitative discipline. Experience with optimisation frameworks (Gurobi, OR-Tools). Knowledge of financial markets, derivatives, or clearing/margin optimisation. Hands-on experience with AWS, PostgreSQL, or distributed computing. Why More ❯