1 to 25 of 60 Permanent Quantitative Trading Jobs in London

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 … degree of accountability and responsibility from Day 1. You will be an integral part of the Ripple Trading and Markets Team, building scalable, resilient and performant trading systems in a constantly evolving and fast paced environment. You will have real impact and have the opportunity to drive the architectural roadmap, whilst looking to optimise away manual … objectives. Drive engineering excellence through clean code, automated testing, operational rigor, and mentorship of junior team members. WHAT YOU'LL BRING: 5+ years of software development experience in quantitative trading, with deep expertise in Java and/or Python. Proficient in Python's data science ecosystem (Pandas, NumPy, Scikit-learn), with strong debugging and analytical skills. More ❯

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 … degree of accountability and responsibility from Day 1. You will be an integral part of the Ripple Trading and Markets Team, building scalable, resilient and performant trading systems in a constantly evolving and fast paced environment. You will have real impact and have the opportunity to drive the architectural roadmap, whilst looking to optimise away manual … objectives. Drive engineering excellence through clean code, automated testing, operational rigor, and mentorship of junior team members. WHAT YOU'LL BRING: 5+ years of software development experience in quantitative trading, with deep expertise in Java and/or Python. Proficient in Python’s data science ecosystem (Pandas, NumPy, Scikit-learn), with strong debugging and analytical skills. More ❯

Job Description In Goldman Sachs quantitative strategists are a the cutting edge of our businesses, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and sales, strats' 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, systematic trading and algorithmic execution, trading on venues around the world. We deploy statistical analysis … 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 More ❯

Hedge Fund with over $17 billion under management. As a C# Developer you'll collaborate with a team of highly intelligent technologists and finance professionals to develop algorithmic trading systems working with a modern tech stack, with opportunities for technical ownership from day one. You'll partner with Quant teams to help architect valuation, risk and pricing systems More ❯

investment, specifically within our high-priority systematic trading and analytics systems. We are seeking a hands-on Engineering Lead to drive the development of our next-generation quantitative development platform serving the Equities Cash, Derivatives, and Prime businesses. This is a unique opportunity to make a significant impact as the platform enters its key growth phase. You … back tester and AI-powered data agents delivering market intelligence via rich dashboards. If you thrive in a fast-paced, collaborative environment and have a passion for markets and quantitative research, we want to hear from you! Role Overview/What will you do: As the Engineering Lead, you'll guide the technical direction and implementation of the platform. … up to date with open-source solutions and latest trends to accelerate business outcomes. Key Skills and Experience required Extensive background in delivering production-grade, data-centric applications for quantitative trading and analytics, with demonstrated expertise in: The python data engineering stack (Polars, Parquet, FastAPI, Jupyter, Airflow, Streamlit, Ray) High-performance data stores and query engines (Starburst More ❯

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 … integrated communication between trading systems and to other partners. Continuing to support and complement Ripple’s Payments, Custody and Stablecoin business units What You’ll Do Conduct quantitative research to identify, test, and refine alpha signals and systematic trading strategies across asset classes. Design and rigorously backtest trading models, ensuring statistical robustness and … and backtesting frameworks. Collaborate with researchers, traders, and engineers to improve strategy design, infrastructure resilience, and operational excellence. What You'll Bring 5+ years of software development experience in quantitative trading, with strong skills in Java and/or Python. Proficient in Python’s data science ecosystem (Pandas, NumPy, Scikit-learn) with solid debugging and analytical capabilities. More ❯

on this job and more exclusive features. Direct message the job poster from Marks Sattin My client is a FTSE250 firm seeking a visionary and results-driven Head of Quantitative Trading to lead and scale our quantitative trading division. This is a high-impact leadership role responsible for developing and executing systematic and electronic … trading strategies across global markets. The ideal candidate will combine deep quantitative expertise, a strong software development background, and proven leadership capabilities to drive innovation and performance. Key Responsibilities: Strategic Leadership: Define and execute the quantitative and electronic trading strategy in alignment with the firm’s investment objectives. Lead a multidisciplinary team of quantitative … hands-on development background to guide architecture decisions and code reviews. Champion best practices in software engineering, including version control, testing, and continuous integration. Key Requirements 10+ years in quantitative and electronic trading, with at least 5 years in a senior leadership role. Proven track record of building and managing profitable systematic and electronic trading More ❯

Quantitative Developer - Equity Execution | Market Microstructure, Java, Python | £115,000 | London (Hybrid) a Quantitative Developer is required for a global trading firm for their Front Office electronic trading team in London. This is a VP-level role focused on the design, development, and optimisation of Real Time algorithmic execution strategies in the European equity … Python to implement execution logic and support algorithm calibration Analyse trading performance using large-scale data to refine strategy outcomes and reduce slippage Work directly with quant, trading, product, and engineering teams across EMEA, APAC, and the US Required experience: 3+ years in a quant developer, execution strategy, or algo trading environment (buy-side … understanding of European equities market structure, venue fragmentation, and order routing Hands-on development experience with Java (concurrency, low-latency logic) or Python for analytics and modelling Background in quantitative research, electronic trading, or execution performance analysis Commercial mindset with ability to reason about Real Time trading decisions, market impact, and algorithmic behaviour Desirable skills More ❯

Job Description JOB DESCRIPTION In Goldman Sachs, quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working closely with traders and sales, strategists provide invaluable quantitative insights into complex financial and technical challenges that drive our business decisions. We are a team of strategists working to transform … the Equity business through quantitative trading 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, systematic trading, 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 systematic trading More ❯

Quantitative Researcher - Systematic Trading | Leading Hedge Fund | London £120,000 - 200,000 GBP Onsite WORKING Location: City Of London, Central London, Greater London - United Kingdom Type: Permanent My client is a top-tier quantitative hedge fund headquartered in London renowned for its data-driven approach and innovative trading strategies. We are currently looking for … an experienced Quantitative Researcher to join the Systematic Trading team. This team designs, builds, and maintains fully systematic strategies operating across a variety of global markets and trading frequencies. Key Responsibilities Analyse vast and complex datasets using advanced statistical methods to uncover actionable insights. Research, develop, and implement cutting-edge quantitative trading … monitor and improve the performance of existing strategies. Develop a deep understanding of global market structures and microstructure dynamics. Requirements Advanced academic degree (PhD or Master's) in a quantitative discipline such as Mathematics, Physics, Computer Science, or Engineering. Strong programming skills in at least one core language - Python , C++ , or Java . Proven experience in quantitative research More ❯

Global Banking & Markets - Quantitative Engineering - Trading Strats - Vice President - London Join to apply for the Global Banking & Markets - Quantitative Engineering - Trading Strats - Vice President - London role at Goldman Sachs Global Banking & Markets - Quantitative Engineering - Trading Strats - Vice President - London Join to apply for the Global Banking & Markets - Quantitative Engineering - Trading Strats - Vice President - London role at Goldman Sachs JOB DESCRIPTION In Goldman Sachs quantitative strategists are a the cutting edge of our businesses, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and sales, strats' invaluable quantitative perspectives on complex financial and technical challenges power our business decisions. Job … Description JOB DESCRIPTION In Goldman Sachs quantitative strategists are a the cutting edge of our businesses, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and sales, strats' invaluable quantitative perspectives on complex financial and technical challenges power our business decisions. We are a team of strategists who work to transform More ❯

Quantitative Developer - HPC £100,000-120,000 GBP Discretionary end of year bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Anson McCade have partnered with a quantitative trading firm based in New York and London which specialises in intraday/mid frequency trading of equities and futures markets. This firm … is building a greenfield systematic business, and is seeking a Quantitative Developer with 5+ years of experience using C++ and Python to support a collaborative team of Quant Researchers and Portfolio Managers. In this role, you will work closely with industry-leading technologists to develop and implement High Performance trading infrastructure and applications such as market and … data connectivity. Responsibilities: Design, develop, support and maintain trading related systems, tools and infrastructure such as order management and data processing systems. Work alongside Quantitative Researchers to backtest and optimise intraday/MFT strategies. Assist in developing/maintaining infrastructure for independent PMs/trading teams. Requirements: 5+ years of relevant experience with C++ and More ❯

asset market and are taking a leadership position in building an innovative and compliant market. You can read more here . Working at Wintermute We are looking for a Quantitative Researcher with strong modelling and coding skills (Python). At Wintermute, you will be responsible for scaling and bringing our quantitative business to the next level. You will … away, and you'll learn at an unprecedented speed! No legacy systems, no corporate bureaucracy, it is up to you to make an impact. 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 … 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++. Hard Skills Requirements: Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Advanced Python coding skills Experience and More ❯

Our client is a global consulting firm specializing in advanced analytics, quantitative finance, and technology advisory for leading institutions across capital markets. The firm partners with clients to design and implement high-impact solutions in electronic trading, model development, and risk management. Leveraging deep domain expertise and cutting-edge technologies, it delivers tailored strategies that enhance performance … reduce complexity, and support regulatory alignment across the financial services sector. Mission The successful candidate will join a specialized consulting team tasked with designing and delivering quantitative trading and risk solutions for clients in global interest rate markets. This role involves leading engagements focused on model development, system architecture, and algorithmic design for pricing and electronic trading. … Through deep collaboration with client stakeholders, the consultant will drive impactful outcomes by applying quantitative rigor and engineering excellence to complex financial problems. Responsibilities Quantitative Advisory & Implementation Lead the design and development of pricing models and algorithmic trading strategies for interest rate products. Architect and deliver low-latency trading platforms and decision-making systems More ❯

technical and trading expertise with established industry-wide relationships to provide sophisticated solutions for our counterparties. Description: Research, develop, back-test, and implement short and medium-term quantitative trading signals applied to crypto assets. Portfolio construction based on multiple signals. Contribute to a quantitative pipeline that allows for fast strategy test iteration and insight … generation. Organize and present models and results to team. Manage team of quant interns. Responsibilities: • Research, develop, back-test, and implement short and medium-term quantitative trading signals applied to the crypto • Robust portfolio construction based on multiple signals • Identify new trading opportunities by using statistical methods and analyzing large data set • Contribute to improve … a state-of-the-art quantitative pipeline that allows for fast strategy test iteration and insight generation • Organize and present models and results to team • Manage our partnership with Stonybrook University entailing a team of 2-4 interns Qualifications: • 4-8 years’ experience in a Quant role • Extremely passionate about trading and markets • Experience or strong interest More ❯

About Wintermute Wintermute is one of the largest crypto-native algorithmic trading companies in digital assets. We provide liquidity algorithmically across most cryptocurrency exchanges and trading platforms, a broad range of OTC trading solutions as well as support high profile blockchain projects and traditional financial institutions moving into crypto. Wintermute also has a Wintermute … as commercial experience. A PhD in maths is not uncommon for our Quant Developers, and at least a graduate level of maths skills is required. Interest in algorithmic and quantitative trading is a plus. At Wintermute you will have an opportunity to grow and make direct impact on trading by developing and improving all the … your talents and company needs. The focus of the role would be to create data infrastructure to bring the analytics to the next level and support the scaling of quantitative trading. Projects may also include upgrading major trading system components, designing a completely new application from scratch, working on implementation of pricing models. We will share more More ❯

Flowdesk is rapidly growing and looking for new talents! Founded in 2020, Flowdesk is a regulated, full-service digital asset trading and technology firm that specializes in market making, OTC and treasury management services. We have engineered a trading infrastructure that integrates more than 120 centralized and decentralized exchanges. Combining proprietary technology with significant experience from … traditional markets and algorithmic trading, Flowdesk brings control and transparency to … digital asset markets. Flowdesk has offices in France, Singapore, the U.S. and the U.K. Job Description Are you looking for an exciting opportunity to join a newly formed quant trading team at an innovative and exciting crypto trading firm? By joining us as a Quant Developer, you will have an opportunity to play a pivotal part More ❯

and the wider community of Bloomberg Terminal subscribers. Our Trading Research & Analytics team is composed of experts in Equities, Fixed Income, and FX trading and quantitative research. We are focused on transforming the financial industry by creating cutting-edge trading tools that enhance efficiency and drive performance. Our decision-support products and advanced … and drive initiatives across a variety of trading-focused solutions, including pre- and post-trade analytics, trading pricing and benchmarks, Broker-Algorithm selection and other quantitative trading decision tools. You'll work closely with clients, quantitative researchers, developers, and commercial stakeholders to deliver products that are data-driven, differentiated, and valuable to … our customers. We'll trust you to: Define product requirements based on market research, customer feedback, and internal analysis Research and prototype quantitative models and see through the implementation with the engineering team Act as the bridge between quantitative research, engineering, sales and clients to deliver innovative and timely solutions Collaborate closely with sales and marketing teams to 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 of our business, solving complex problems through analytical methods. Working closely with traders and sales, they provide invaluable quantitative insights into financial and technical challenges that influence our business decisions. Our team focuses on transforming the Equity business through quantitative trading and automation of daily decisions. We handle a wide range of products … models to enhance business performance, collaborating closely with traders and sales on the trading floor to add value for clients and the firm. Role Responsibilities Lead our Quantitative 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 More ❯

Global Banking & Markets - Quantitative Engineering - Trading Strats - Vice President - London Goldman Sachs, Inc. London, United Kingdom Job Description In Goldman Sachs, quantitative strategists are at the cutting edge of our businesses, solving real-world problems through analytical methods. Working closely with traders and sales, strats provide invaluable quantitative insights into complex financial and technical challenges … that drive our business decisions. Our team focuses on transforming the Equity business through quantitative trading and automation of key daily decisions. We work across various products such as stocks, options, ETFs, and futures, with strategies including market making, automatic quoting, risk management, systematic trading, and algorithmic execution across global venues. We utilize statistical analysis … and mathematical models to enhance business performance and collaborate with traders and sales to deliver value to clients and the firm. Role Responsibilities Lead our Quantitative Trading & Market Making desk, developing market making and quoting strategies for equities, derivatives, and cash products. Apply advanced statistical and AI techniques, such as neural networks, to build models that inform More ❯

Job Description At Goldman Sachs, our quantitative strategists are at the forefront of our business, solving real-world problems through various analytical methods. Working closely with traders and sales teams, 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 … We utilize statistical analysis and mathematical models to enhance business performance, collaborating closely with traders and salespeople 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. Employ advanced statistical and quantitative techniques, such as … series data efficiently. Advance our market-making strategies by utilizing various technologies and collaborating closely with Quant Developers and engineering teams. Basic Qualifications Outstanding academic achievement in a relevant quantitative discipline such as physics, mathematics, statistics, engineering, or computer science. Strong programming skills in object-oriented or functional languages like C++, Java, or Python. About Goldman Sachs Goldman Sachs More ❯

Job Description At Goldman Sachs, our quantitative strategists are at the forefront of our business, solving real-world problems through various analytical methods. Working closely with traders and sales teams, 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 … We utilize statistical analysis and mathematical models to enhance business performance, collaborating closely with traders and salespeople 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. Employ advanced statistical and quantitative techniques, such as … series data efficiently. Advance our market-making strategies by utilizing various technologies and collaborating closely with Quant Developers and engineering teams. Basic Qualifications Outstanding academic achievement in a relevant quantitative discipline such as physics, mathematics, statistics, engineering, or computer science. Strong programming skills in object-oriented or functional languages like C++, Java, or Python. About Goldman Sachs Goldman Sachs More ❯

Who we are looking for This is one of two identical front office, trading floor roles with the eFX Quant Trading team. We're a friendly, collaborative, multi-disciplinary team, with diverse trading strategies across spot FX, NDFs, and swaps. The ideal people for these roles have eFX modelling experience and practical experience with … neural nets to time series in any industry, or as the focus of a research degree or post-doc, are strongly encouraged to apply. Similarly people with solid quant trading experience (in FX, cash equities, or futures) and practical experience with machine learning techniques are also strongly encouraged. The roles are for the London office, but being based … in-sample results A working habit of first investigating simpler, parsimonious models Desire to work within a collaborative, team-driven environment Education & Preferred Qualifications Post-graduate degree in a quantitative discipline (engineering, statistics, mathematics, physics, or similar) Experience of a fast prototyping language such as Python (preferably), or Matlab, R, etc Working knowledge of an industrial scale language such More ❯

Our formula for success is to hire exceptional people, encourage their ideas and reward their results. As a Quantitative Trading Analyst, you will have an opportunity to combine the disciplines of risk management, research and technology to create optimal trading and investment strategies within the regulatory framework. You will work closely with experienced traders, software … engineers and quantitative researchers. You will gain exposure to multiple asset classes through hands on trading experience and data analysis. Individual discovery and collaboration with fellow team members are encouraged to develop your understanding of market behavior. How you will make an impact Investigate the potential application of existing strategies to new products Quantitatively analyze trade data … bring to the team A bachelor's, master's, or PhD in mathematics, statistics, physics, engineering, computer science or related field graduating between December 2025 and August 2026 Advanced quantitative, analytical and problem solving skills and the ability to deploy those skills during time-sensitive situations A deep curiosity of analyzing large data sets using your knowledge of probability More ❯

Our client is a globally recognised name in High-Frequency Prop Trading and Market Making and known for consistent success and impressive profitability. With continued growth across the firm, they are now looking to expand their world-class Quant Development team by hiring a genuine Quant Engineer with some commercial exposure to coding in Rust. (FYI: the base … deploy trading strategies directly, so this is a fantastic opportunity for a talent Quantitatively focused engineer to showcase their talents. The role focuses on designing & implementing Quant Trading strategies as opposed to having more of a lower-level technical latency/performance emphasis so you will need to demonstrate a strong understanding of Systematic Quant/… Some demonstrable commercial experience coding in Rust Understanding of trading strategies such as arbitrage, market-making, or execution flow Solid grasp of algorithm design, data structures, and quantitative finance fundamentals including concepts like limit order books, price discovery, and microstructure dynamics Exposure to performance-critical systems: real-time data flows, shared memory communication, and techniques to minimize More ❯