101 to 122 of 122 Systematic Trading Jobs in London

Outside IR35Jan StartHybridQuant Capital is urgently looking for a Senior Java Engineer to join our high profile client. Our client is a well known Systematic Trading Hedge Fund. They like technology especially the opensource variety as well as scalability and robust performance (much like their track record … . They currently run around 2 billion in liquid capital. The business has expanded continuously and is building a new risk engine for their systematic fund clients. This role will be working with a large distributed system (Built in Java) automating a large volume of realtime data into ...

Senior Linux Infrastructure Engineer – Systems & PlatformLondon – Hybrid200,000-350,000 totalQuant Capital is partnered with a global systematic trading firm seeking a Senior Linux Infrastructure Engineer to join a high-impact platform engineering function. The team owns core infrastructure across datacentres, cloud environments and global offices, supporting ...

Capital is urgently looking for a Junior Java Engineer to join our high profile client. The firm is an offshoot of a well known Systematic Trading Hedge Fund. Our client is a well known SAAS technology business in the portfolio management space. Through an open architecture ...

that could lead to permanent employment. The position involves working within a core engineering team to develop and enhance data and infrastructure platforms supporting systematic trading strategies. The ideal candidate will have over 5 years of experience in Java or Python, possess strong problem-solving skills ...

JPMorgan Chase & Co. invites off-cycle associates to join the Quantitative Trading & Research Market team, developing models and strategies for systematic trading and portfolio optimization. You will collaborate with traders, technologists and risk managers, supporting research, strategy deployment, and electronic market making. Exceptional PhD candidates ...

JPMorgan Chase & Co. in London offers an off-cycle analyst program in the Quantitative Trading & Research Market team, focusing on systematic trading, data analytics, and portfolio optimization. You will work with traders, technologists, risk managers, and sales to deploy research and pricing models. The role … involves building quantitative models, valuing and hedging transactions, collaborating across teams, and contributing to algorithmic trading initiatives; graduates with strong mathematical #J-18808-Ljbffr ...

Susquehanna invites soon-to-be master’s or PhD graduates to join a graduate quantitative systematic trading programme in London. You will work alongside senior traders and researchers, building models, testing strategies, and applying machine learning to trading data within a collaborative team. Participants benefit … from hands-on trading simulations, access to proprietary data spaces, project work, and a supportive culture. #J-18808-Ljbffr ...

J.P. Morgan is at the forefront of systematic trading, blending quantitative research with high-performance engineering in the AI Market Lab. The Quantitative Trading & Research group focuses on AI-driven strategies across multiple asset classes, from research to production systems. The role sits ...

JPMorgan Chase & Co. in London offers an off-cycle analyst position in the Quantitative Trading & Research Markets team, focusing on systematic trading, financial engineering, data analytics, and portfolio optimization. You will build quantitative models, price and hedge a range of products, support research and strategy … deployment, and work with traders, technologists and risk managers across regions to advance algorithmic trading and data-driven strategies. #J-18808-Ljbffr ...

Investment Officer of Quantitative Strategies to assess existing AI/ML capabilities, define a research agenda to improve AI/ML capabilities in current systematic trading systems, and create new AI/ML trading signals to complement and diversify the firm’s main #J ...

Selby Jennings is recruiting founding C++ engineers for a greenfield systematic trading build in London. You will design and implement ultra-low-latency infrastructure powering a next-generation platform, including market data processing and exchange connectivity. Collaborate with a hiring manager with expertise in HFT, kernel optimisation ...

billion in assets and serves institutional investors, pension funds, wealth managers, and other sophisticated clients worldwide. The firm specializes in quantitative investing, alternative investments, systematic trading strategies, and technology-driven asset management. Data science, machine learning, and AI are core components of its investment and research processes. ...

adventure where you can push the limits of what's possible. As a Lead Software Engineer at JPMorgan Chase within the Equities Trading Technology Organization, you are an integral part of an agile team that works to enhance, build, and deliver trusted market-leading technology products … global team (spread across NA, EMEA, APAC) while influencing and contributing towards the development of the global platformExperience with algorithmic trading, including systematic tradingExperience in Computer Science, Computer Engineering, Mathematics, or a related technical fieldPreferred qualifications, capabilities, and skillsExperience with FIX, Market Data, Analytics and OMSMarket microstructure ...

Susquehanna is offering a quantitative systematic trading graduate programme in London. You will join a community of researchers, traders and developers, learning to identify signals, test strategies, and implement them within our trading systems. The programme welcomes graduates from any discipline; no finance background required ...

technology, as well as market leading analytics, cleared through the group’s bank Prime Brokers. iSAM Funds is an alternative asset manager specialising in systematic investing. Each strategy is unique, provides a specialist quantitative approach and is designed to deliver highly diversifying absolute returns for institutional portfolios. About … platform - research, development, and live trading platforms. Technology is a front‐line function within Helix, playing a critical role in systematic trading. Both the research platform and the production trading system are built on top of a custom implementation of high‐performance python ...

J.P. Morgan is seeking a Vice President Quantitative Developer for Rates to design and deliver production systems enabling systematic trading at scale. You will partner with researchers and traders to transform ideas into robust execution platforms and scalable algorithms. You will thrive in a dynamic, collaborative environment ...

Senior Quantitative Manager will lead the Quantitative Analysis function, line managing the existing Quant Manager, and driving the build-out of pricing, valuation, and systematic trading models across UK, Spanish, Italian, and German power markets. Reporting to the Group Treasurer & Head of Energy Origination, this role … intellectual engine of the “Green Trading” function within Field, the power risk management and product origination arm of the business. The Senior Quantitative Manager will set the methodology, own the model architecture, and provide the analytical foundation for product structuring, origination pricing, and market risk management across Field ...

multi-manager business model. Within this environment, the SPEED Market Data team is focused on high-performance, real-time market data infrastructure that underpins systematic trading. The team works across low-latency and enterprise environments to build, maintain, and enhance resilient market data systems with a strong emphasis … DoSupport and manage both enterprise and latency-sensitive real-time market data environments, including internal, vendor, and exchange-driven changesPartner with Portfolio Managers, trading desks, and core technology teams to support users of the market data platform and address evolving business needsHelp shape the team's technical direction ...

multi-manager business model. Within this environment, the SPEED Market Data team is focused on high-performance, real-time market data infrastructure that underpins systematic trading. The team works across low-latency and enterprise environments to build, maintain, and enhance resilient market data systems with a strong emphasis … manage both enterprise and latency-sensitive real-time market data environments, including internal, vendor, and exchange-driven changes Partner with Portfolio Managers, trading desks, and core technology teams to support users of the market data platform and address evolving business needs Help shape the team’s technical direction ...

Senior SRE/Platform Engineer | Elite Quant Hedge Fund | London Paragon Alpha is partnering with a leading ~$70BN AUM quantitative trading firm following an exceptional 2025 and continuing to invest aggressively across its global technology organisation. As the business … scales, they're expanding a world-class Infrastructure/Site Reliability Engineering function responsible for the reliability, performance, and scalability of the technology powering systematic trading. In this environment, availability, correctness, and latency aren't just engineering metrics – they're a competitive advantage. This is a genuinely high-impact ...

Server Limited in London is seeking a Backend Software Engineer to join our team and work on high‐performance C++ and Python systems for systematic trading. You will design, implement and optimise software components powering trading strategies, collaborating with experienced engineers and quantitative researchers. This full‐time ...

Amsterdam Quant Society in London, United Kingdom invites graduates to join the Quantitative Systematic Trader – Graduate: 2027 role, blending signal research, strategy development, large-dataset coding, modelling and trading simulations. Join a team working on real-world algorithmic trading problems with collaborators across trading ...