opportunities, join us, and build real world value. THE WORK: We are looking for a Senior Software Engineer passionate about solving ambitious problems and working directly with Ripple Trading and Markets in the cross-border payments space. We are passionate about the growth of our engineers and place a premium on career development. You will have a high … architectural roadmap, whilst looking to optimise away manual inefficiencies. The team has helped develop a number of modular building blocks Low-latency Algorithms for Automated Trading and Systematic Market Making Real-time streaming pipelines and signals Pricing libraries and tooling Venue connectivity for automated fund movement and management. By the end of 2025 where we want to … trading systems and to other partners. Continuing to support and complement Ripple's Payments, Custody and Stablecoin business units WHAT YOU'LL DO: Research, design, and backtest systematictrading strategies and alpha signals across multiple asset classes, ensuring statistical rigor. Develop and optimize execution algorithms (e.g., VWAP, TWAP, Participation) and Smart Order Routing (SOR) logic More ❯
Software Engineer with around 7-10 years of experience, including relevant Financial Markets knowledge, sought to Co-Lead a team of 12 for a Multi-Award-Winning $5BN+ AUM Systematic Hedge Fund. My client is one of the original Systematic Investment firms and is proud of its genuinely collegiate, friendly and supportive culture, with an enviably low staff … Financial experience and domain knowledge – especially Buy Side and/or Electronic Trading. This could have been gained in a FinTech, Investment Bank, Investment Manager, Market Venue, or Trading firm. Experience line managing, coaching or leading teams. Strong development skills in core Java with the ability to work collaboratively and communicate clearly and concisely with both technical and … s degree in a STEM subject, preferably Computer Science/Computing. This is an excellent opportunity for a Lead Java Developer to grow the career in a world-class SystematicTrading environment with a genuinely friendly and supportive culture. This firm operates a three-day-per-week office-based policy. More ❯
Software Engineer with around 7-10 years of experience, including relevant Financial Markets knowledge, sought to Co-Lead a team of 12 for a Multi-Award-Winning $5BN+ AUM Systematic Hedge Fund. My client is one of the original Systematic Investment firms and is proud of its genuinely collegiate, friendly and supportive culture, with an enviably low staff … Financial experience and domain knowledge – especially Buy Side and/or Electronic Trading. This could have been gained in a FinTech, Investment Bank, Investment Manager, Market Venue, or Trading firm. Experience line managing, coaching or leading teams. Strong development skills in core Java with the ability to work collaboratively and communicate clearly and concisely with both technical and … s degree in a STEM subject, preferably Computer Science/Computing. This is an excellent opportunity for a Lead Java Developer to grow the career in a world-class SystematicTrading environment with a genuinely friendly and supportive culture. This firm operates a three-day-per-week office-based policy. More ❯
your career and provide an adventure where you can push the limits of what's possible. As a Senior 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 in a secure, stable, and scalable … be the part of the equities algo development team and work with quants, traders, and technologists to develop, implement, support and maintain a market leading algo execution platform trading global markets. Work deliverables directly contribute to the business and this role participates in all aspects of the trading engine. You will work directly with all stakeholders … effectively within a global team (spread across NA, EMEA, APAC) while influencing and contributing towards the development of the global platform [AK1] Experience with algorithmic trading, including systematictrading Experience in Computer Science, Computer Engineering, Mathematics, or a related technical field Preferred qualifications, capabilities, and skills Experience with FIX, Market Data, Analytics and OMS Market More ❯
invaluable quantitative perspectives on complex financial and technical challenges power our business decisions. We are a team of strategists who work to transform the Equity business through quantitative trading, automating the key decisions … taken every day. Our team has a wide remit across product types such as stock, options, ETFs and futures, with strategies including market making, automatic quoting, central risk books, systematictrading and algorithmic execution, trading on venues around the world. We deploy statistical analysis techniques and mathematical models to improve business performance while working closely … with traders and salespeople on the trading floor to bring value to our clients and the firm. Role Responsibilities Take a leading role on our Quantitative Trading & Market Making desk, building market making and quoting strategies across equities products from cash to derivatives. Implement automated hedging algorithms, and build platforms to manage risk centrally across asset More ❯
and automation of key daily decisions. Our scope includes product types such as stocks, options, ETFs, and futures, with strategies including market making, automatic quoting, central risk management, systematictrading, and algorithmic execution across global venues. We deploy statistical analysis and mathematical models to enhance business performance, collaborating with traders and sales on the trading floor to deliver value to clients and the firm. Role Responsibilities Lead our Quantitative Trading & Market Making desk … by developing market making and quoting strategies across equity products, from cash to derivatives. Utilize advanced statistical analysis and techniques such as neural networks to build models that inform systematictrading and risk management decisions in real time. Implement frameworks for centralized risk management and construct optimal portfolios across asset classes using factor models and other techniques. More ❯
Hedge Fund – Oxford Research developer is required for exciting and innovative Hedge Fund based in Oxford. The successful research developer will be working closely with world-class researchers building systematictrading strategies, implementing them, monitoring them, and, importantly, helping execute. You'll work on a wide variety of problems, whether optimizing models themselves, software engineering, strategy analysis … stuck in with the financial markets • Ability to participate in operational support and monitoring • Attention to detail and a desire to understand complex issues Beneficial experience • Experience in trading or execution roles • Experience with equity/credit markets • Research using large, messy datasets • Familiarity with Linux • Pandas Benefits: Working alongside other extremely talented and driven engineers Extremely lucrative More ❯
My client, a Tier 1 multi-manager backed hedge fund, is looking to hire a Quantitative Developer/Researcher to join a newly formed pod tradingsystematic fixed income RV. This is a rare opportunity to help build out a systematic platform from the ground up—everything from the architecture and infrastructure to research tooling and … fund is discretionary in nature but deeply model-driven, and the Portfolio Manager is looking for a partner who combines deep software engineering skill with a strong understanding of systematic trading. In the immediate term, you'll be the driving force behind the buildout of the systematic platform—designing the architecture, developing the infrastructure, and creating the data … to support large-scale data mining and model development. Longer term, this role evolves into something far more strategic: working directly with the PM to shape and implement new systematic strategies, particularly in macro and rates, as the fund expands its footprint. Your trading and research instincts will be critical in helping elevate the profile and breadth More ❯
My client, a Tier 1 multi-manager backed hedge fund, is looking to hire a Quantitative Developer/Researcher to join a newly formed pod tradingsystematic fixed income RV. This is a rare opportunity to help build out a systematic platform from the ground up—everything from the architecture and infrastructure to research tooling and … fund is discretionary in nature but deeply model-driven, and the Portfolio Manager is looking for a partner who combines deep software engineering skill with a strong understanding of systematic trading. In the immediate term, you'll be the driving force behind the buildout of the systematic platform—designing the architecture, developing the infrastructure, and creating the data … to support large-scale data mining and model development. Longer term, this role evolves into something far more strategic: working directly with the PM to shape and implement new systematic strategies, particularly in macro and rates, as the fund expands its footprint. Your trading and research instincts will be critical in helping elevate the profile and breadth More ❯
Opportunity Overview Corporate Title: Associate Office Location: London Job Function: Quantitative Engineering - Trading Strats Division: Global Banking & Markets Job Description At Goldman Sachs, our quantitative strategists are at the forefront of our business, solving real-world problems using various analytical methods. Working closely with traders and sales, they provide invaluable quantitative insights into complex financial and technical challenges … quantitative trading and automation of key decisions. Our scope includes products such as stocks, options, ETFs, and futures, with strategies like market making, automatic quoting, risk management, systematictrading, and algorithmic execution across global venues. We utilize statistical analysis and mathematical models to enhance business performance and collaborate closely with traders and sales to deliver … Market Making desk, developing market making and quoting strategies for equities, from cash to derivatives. Apply advanced statistical analysis and techniques like neural networks to create models that inform systematictrading and risk management decisions in real time. Develop frameworks for risk management and portfolio optimization across asset classes using factor models and other methods. Create model More ❯
Global Banking & Markets - Quantitative Engineering - Trading Strats - Vice President - London location_on London, Greater London, England, United Kingdom Opportunity Overview sitemap_outline CORPORATE TITLE Vice President language OFFICE LOCATION(S) London assignment JOB FUNCTION Quantitative Engineering - Trading Strats account_balance DIVISION Global Banking & Markets Job Description At Goldman Sachs, our quantitative strategists are at the forefront … and automation of daily decisions. We handle a wide range of products, including stocks, options, ETFs, and futures, with strategies like market making, automatic quoting, risk management, systematictrading, and algorithmic execution across global venues. We utilize statistical analysis and mathematical models to enhance business performance, collaborating closely with traders and sales on the trading … Market Making desk, developing market making and quoting strategies for equities, from cash to derivatives. Apply advanced statistical and quantitative techniques, including neural networks, to build models that support systematictrading strategies and real-time risk management decisions. Develop risk management frameworks and construct optimal portfolios across asset classes using factor models and other techniques. Create model More ❯
strategists provide invaluable quantitative insights into complex financial and technical challenges that drive our business decisions. We are a team dedicated to transforming the Equity business via quantitative trading … automating key daily decisions. Our scope includes a wide range of products such as stocks, options, ETFs, and futures, with strategies including market making, automatic quoting, central risk management, systematictrading, and algorithmic execution across global venues. We utilize statistical analysis and mathematical models to enhance business performance, collaborating closely with traders and salespeople to deliver value … by developing market-making and quoting strategies across equity products, from cash to derivatives. Employ advanced statistical and quantitative techniques, such as neural networks, to develop models that inform systematictrading and risk management decisions in real-time. Implement risk management frameworks and construct optimal portfolios across asset classes using factor models and other advanced techniques. Create More ❯
Are you ready to be part of something truly special as the first quant developer for a brand-new trading team? In short: We’re working with an elite global trading firm known for its success in high-frequency trading (HFT) but operating under the radar (they aren't the typical firm you hear … about). They’re setting up a brand-new trading desk in London, led by a top PM with a proven track record. This is a rare opportunity to be the first quant developer on the team and help shape the future of their trading stack with the freedom to innovate while sharing in the potential … FX, Modelling, Strategies, Trading Signals, Multithreading, Linux, Unix, High-Performance, Operating Systems, Real-Time, Algorithms, Algorithmic Trading, Electronic Trading, E-Trading, SystematicTrading, High-Frequency Trading, HFT, High Frequency, Startup, Scaleup, Prop Trading, Execution, Algo Trading, Quant Trading, Parallel Computing, Optimisations More ❯
Are you ready to be part of something truly special as the first quant developer for a brand-new trading team? In short: We’re working with an elite global trading firm known for its success in high-frequency trading (HFT) but operating under the radar (they aren't the typical firm you hear … about). They’re setting up a brand-new trading desk in London, led by a top PM with a proven track record. This is a rare opportunity to be the first quant developer on the team and help shape the future of their trading stack with the freedom to innovate while sharing in the potential … FX, Modelling, Strategies, Trading Signals, Multithreading, Linux, Unix, High-Performance, Operating Systems, Real-Time, Algorithms, Algorithmic Trading, Electronic Trading, E-Trading, SystematicTrading, High-Frequency Trading, HFT, High Frequency, Startup, Scaleup, Prop Trading, Execution, Algo Trading, Quant Trading, Parallel Computing, Optimisations More ❯
Title: Senior Quantitative Researcher/Sub-Portfolio Manager Location: New York/London Team: SystematicTrading Strategies About the Role: Seeking a highly skilled and experienced Senior Quantitative Researcher or Sub-Portfolio Manager to join our systematictrading team. The successful candidate will play a key role in the full lifecycle of alpha research … and strategy development, with the potential to manage risk capital independently or transition into a lead PM role over time. Key Responsibilities: Design, research, and implement systematictrading strategies across global equities, futures, FX, or other liquid asset classes Conduct high-quality alpha signal research using alternative data, statistical techniques, and machine learning when appropriate Develop and … 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 statistical More ❯
Title: Senior Quantitative Researcher/Sub-Portfolio Manager Location: New York/London Team: SystematicTrading Strategies About the Role: Seeking a highly skilled and experienced Senior Quantitative Researcher or Sub-Portfolio Manager to join our systematictrading team. The successful candidate will play a key role in the full lifecycle of alpha research … and strategy development, with the potential to manage risk capital independently or transition into a lead PM role over time. Key Responsibilities: Design, research, and implement systematictrading strategies across global equities, futures, FX, or other liquid asset classes Conduct high-quality alpha signal research using alternative data, statistical techniques, and machine learning when appropriate Develop and … 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 statistical More ❯
Quantitative Developer/Researcher – FX, London Join the Cutting Edge of SystematicTrading! Are you passionate about merging technology with high-stakes finance? We're looking for a top-tier Quantitative Developer/Research Engineers to drive innovation at the heart of automated trading. Collaborate with brilliant minds to create and launch game-changing software that powers … our systematic FX trading strategies. Your work will blend cutting-edge tech, complex algorithms, and real-time data to redefine the future of trading. Your Mission Architect, develop, and deploy sophisticated software solutions that supercharge automated trading systems Work side-by-side with Quantitative Researchers to design custom, high-performance solutions that elevate our trading … passion for technology, software development, and the thrill of tackling complex mathematical challenges Mastery of C++ with an added bonus if you know Python Experience building high-performance trading software, with a relentless focus on speed and efficiency Deep understanding of quantitative trading environments and market data – or a keen desire to master them Razor-sharp More ❯
Quantitative Developer/Researcher – FX, London Join the Cutting Edge of SystematicTrading! Are you passionate about merging technology with high-stakes finance? We're looking for a top-tier Quantitative Developer/Research Engineers to drive innovation at the heart of automated trading. Collaborate with brilliant minds to create and launch game-changing software that powers … our systematic FX trading strategies. Your work will blend cutting-edge tech, complex algorithms, and real-time data to redefine the future of trading. Your Mission Architect, develop, and deploy sophisticated software solutions that supercharge automated trading systems Work side-by-side with Quantitative Researchers to design custom, high-performance solutions that elevate our trading … passion for technology, software development, and the thrill of tackling complex mathematical challenges Mastery of C++ with an added bonus if you know Python Experience building high-performance trading software, with a relentless focus on speed and efficiency Deep understanding of quantitative trading environments and market data – or a keen desire to master them Razor-sharp More ❯
Systematic Quantitative Researcher - Entry/Junior Level - London Office My client is a leading quantitative hedge fund with offices across Europe, North America and Asia. Their teams trade all traditional asset classes and cover a mix of MM/HFT, Stat Arb, Quant Macro, and Event-Driven strategies. The firm is looking for Junior Quantitative Researchers to be responsible … while working with developers and traders to optimize, implement, monitor and manage strategies. The Role: Collaborate with other quantitative researchers and developers to clean datasets, discuss research, and optimise systematictrading strategies. Involvement in all aspects of the strategy research/trading pipeline, from research based on large datasets to the development, backtesting and monitoring More ❯
Systematic Quantitative Researcher - Entry/Junior Level - London Office My client is a leading quantitative hedge fund with offices across Europe, North America and Asia. Their teams trade all traditional asset classes and cover a mix of MM/HFT, Stat Arb, Quant Macro, and Event-Driven strategies. The firm is looking for Junior Quantitative Researchers to be responsible … while working with developers and traders to optimize, implement, monitor and manage strategies. The Role: Collaborate with other quantitative researchers and developers to clean datasets, discuss research, and optimise systematictrading strategies. Involvement in all aspects of the strategy research/trading pipeline, from research based on large datasets to the development, backtesting and monitoring More ❯
Quantitative Developer Location: [London - Hybrid Model] Our client design and implement high-performance software systems that drive quantitative trading strategies. They are seeking Quantitative Developers who are passionate about building robust, scalable technology that sits at the intersection of finance, mathematics, and … software engineering. As a Quantitative Developer, you will work closely with researchers, traders, and infrastructure engineers to design and implement tools/frameworks that support the full lifecycle of systematictrading, from idea generation and research to live execution and performance monitoring. Key Responsibilities Develop and maintain high-performance, low-latency software systems that support quantitative trading … evaluation. Collaborate with quants and data scientists to create tools that support the rapid development and deployment of predictive models. Engineer scalable infrastructure for cloud-based research and trading workflows. Support the expansion of trading into new asset classes through the development of tailored research and execution frameworks. Recent Projects Include Delivering low-latency market data More ❯
City of London, Greater London, UK Hybrid / WFH Options
InterQuest Group
Quantitative Developer Location: [London - Hybrid Model] Our client design and implement high-performance software systems that drive quantitative trading strategies. They are seeking Quantitative Developers who are passionate about building robust, scalable technology that sits at the intersection of finance, mathematics, and … software engineering. As a Quantitative Developer, you will work closely with researchers, traders, and infrastructure engineers to design and implement tools/frameworks that support the full lifecycle of systematictrading, from idea generation and research to live execution and performance monitoring. Key Responsibilities Develop and maintain high-performance, low-latency software systems that support quantitative trading … evaluation. Collaborate with quants and data scientists to create tools that support the rapid development and deployment of predictive models. Engineer scalable infrastructure for cloud-based research and trading workflows. Support the expansion of trading into new asset classes through the development of tailored research and execution frameworks. Recent Projects Include Delivering low-latency market data More ❯
Quantitative Developer A boutique SystematicTrading Firm is looking for the top C++ and Python engineers or quant developers in the city for an incredibly high-calibre group working across a number of desks. This Quant Dev group is expanding, specifically looking for high calibre C++ or Python engineers across Execution, Market Data and Portfolio Analytics. Within … this team you'd see exposure to building, researching and maintaining Fixed Income and Equities models and infrastructure with direct exposure to the PMs and the Trading Desks. Required: 3+ years Python or C++ development experience in an enterprise environment. Relevant financial experience in, Strong Computer Science, Engineering (or a related subject) background. Able to work in a More ❯
Quantitative Developer A boutique SystematicTrading Firm is looking for the top C++ and Python engineers or quant developers in the city for an incredibly high-calibre group working across a number of desks. This Quant Dev group is expanding, specifically looking for high calibre C++ or Python engineers across Execution, Market Data and Portfolio Analytics. Within … this team you'd see exposure to building, researching and maintaining Fixed Income and Equities models and infrastructure with direct exposure to the PMs and the Trading Desks. Required: 3+ years Python or C++ development experience in an enterprise environment. Relevant financial experience in, Strong Computer Science, Engineering (or a related subject) background. Able to work in a More ❯
Renowned Global Hedge Fund based in London is looking for a talented Systematic Quantitative Trader/Portfolio Manager or External Alpha Contributors who are strong technically and in quality alpha capture. This is for someone with experience in either Future's, Fixed Income, Credit, Equities, or FX. This position is global (Depending on approval) WE ARE ALSO LOOKING FOR … models Withholding periods from hours to weeks Performance-based contribution where pay-outs depend on the quality and success of the signals provided Proven track record in delivering successful systematic, fundamental or discretionary strategies: creative models with realised Sharpe Ratios > 1.5 Fundamentals on how markets are priced SystematicTrading Generating Alpha Strong mathematical skills Development and … a quantitative analysis team (coding C C#/python, modeling, systems) Strong communication skills Proactive in the promotion of new ideas working on the trading desk/systematic desk Development and implementation of models used for pricing and risk management Essential · Top educational background, Masters/Ph.D. in a quantitative subject (e.g. Maths, Physics, Computer Science) Location More ❯
