meet the following criteria: Strong Python skills (for example 5+ years), including libraries like NumPy, Pandas, Polars. Experience in C++ and scripting (e.g., Bash) is a plus. Background in equities/equity derivatives trading. Problem-solving mindset, comfortable in a fast-paced, collaborative environment. Degree in Computer Science, Engineering, or related field (Master’s preferred). Why apply? Work with More ❯
strategies. You will leverage and develop a broad range of skills including fundamental and macro analysis, research, portfolio construction, risk management and execution. They currently run discretionary strategies in Equities, Commodities, Rates/FX, and Credit including Volatility trading across all asset classes. If you have an interest in trading and would like to learn how to manage your own More ❯
ecosystem Proven experience developing systems that process large datasets efficiently and with low latency Exposure to risk modelling or quantitative analytics in capital markets - especially in asset classes like equities or rates Prior experience integrating or working with platforms like MSCI RiskMetrics or equivalent Strong SQL (preferably T-SQL ) and database design experience A collaborative, solutions-oriented mindset with strong More ❯
and usage queries Support product testing, project work and Identify possible platform improvements Key Experience required: Strong hands on support experience of a trading platform within a financial institution Equities/Algorithmic Trading Knowledge e.g. Industry standard algorithms (VWAP, TWAP, IS, POV etc.) Excellent knowledge of the FIX protocol. Successful track history in a Linux Environment. Automation and scripting experience More ❯
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 More ❯
track record in systematic investing, is looking to hire a Quantitative Researcher to join their London-based team. This is a unique opportunity to work on cutting-edge systematic equities strategies within a collaborative and research-driven environment. The ideal candidate will bring a solid technical foundation and prior experience in the quantitative finance space, whether from another hedge fund … banking. A strong background in statistical arbitrage is essential, and exposure to machine learning techniques is a strong bonus. Key Responsibilities Conduct research and development of alpha-generating systematic equities strategies, with a focus on statistical arbitrage . Analyze large, complex datasets to uncover new trading signals and improve existing models. Apply machine learning methods to improve predictive power and … with strong performance incentives. A culture that values innovation, autonomy, and continuous learning. Seniority Level Associate Industry Financial Services Capital Markets Employment Type Full-time Job Functions Finance Skills Equities Market Microstructure Statistics Python (Programming Language) Mathematics Alpha Generation Proprietary Trading Trading Quantitative Research Reference: AMC/RSP/NW/QRL #rasa More ❯
have: - A strong understanding of the trade lifecycle - Experience with UAT testing, data migration or system implementation - Familiarity with equity/derivatives- including swaps, options, futures, synthetics, exotics, cash equities etc. Note: This hire will be highly involved with team projects. INVESTMENT OPERATIONS SPECIALIST Salary: £50-60kLocation: London A leading London-based investment manager is seeking an Investment Operations … maintaining high levels of diligence.* A technology-focused mindset allows you to effectively use, manage, and understand various technological systems relevant to investment operations.* Familiarity with financial instruments including equities, fixed income products, derivatives as well as knowledge of investment operations processes is advantageous but not mandatory.* Advanced proficiency in Excel is required; experience using data management tools or investment More ❯
days a week in the city of London We are looking for: * Expert proficiency with Java, Linux and Object Orientated Design/Programming. * Experience developing Trading Systems (backend) for Equities, Futures, or Listed Derivatives. * Track history operating in Equities Market (understand micro structure and Trading workflows) * Aptitude implementing quantitative models, perform statistical data analysis, data visualisation, conduct simulation and back More ❯
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 More ❯
