art technology and market data. Key Responsibilities Develop and deploy algorithmic trading strategies across global markets (equities, futures, FX, crypto, or fixed income) Perform in-depth statistical research and backtesting to evaluate strategy performance Monitor and optimize real-time trading systems and strategies Collaborate with quant researchers, developers, and risk teams to refine models and execution Ensure compliance with trading … a proprietary trading firm, hedge fund, or tier-one bank Strong programming skills in Python, C++, or Java Proficiency in using data science libraries (NumPy, Pandas, scikit-learn) and backtesting frameworks Deep understanding of market microstructure and electronic execution Bachelor’s/Master’s/PhD in a quantitative field (e.g. Mathematics, Physics, Computer Science, Engineering) Strong grasp of probability More ❯
art technology and market data. Key Responsibilities Develop and deploy algorithmic trading strategies across global markets (equities, futures, FX, crypto, or fixed income) Perform in-depth statistical research and backtesting to evaluate strategy performance Monitor and optimize real-time trading systems and strategies Collaborate with quant researchers, developers, and risk teams to refine models and execution Ensure compliance with trading … a proprietary trading firm, hedge fund, or tier-one bank Strong programming skills in Python, C++, or Java Proficiency in using data science libraries (NumPy, Pandas, scikit-learn) and backtesting frameworks Deep understanding of market microstructure and electronic execution Bachelor’s/Master’s/PhD in a quantitative field (e.g. Mathematics, Physics, Computer Science, Engineering) Strong grasp of probability More ❯
Please note this is for London, UK. You only need toapply to one location if there are multiple listed for the job. Apply Now At Ripple, we're building a world where value moves like information does today. It's More ❯
models. Rebuild models in Python or other quantitative libraries to benchmark performance and accuracy. Review model documentation, assumptions, numerical methods, calibration techniques, and risk sensitivities. Conduct quantitative testing including backtesting, stress testing, and scenario analysis. Liaise with model developers and Front Office quants to understand model design and propose improvements where necessary. Contribute to validation reports that meet internal governance More ❯
models. Rebuild models in Python or other quantitative libraries to benchmark performance and accuracy. Review model documentation, assumptions, numerical methods, calibration techniques, and risk sensitivities. Conduct quantitative testing including backtesting, stress testing, and scenario analysis. Liaise with model developers and Front Office quants to understand model design and propose improvements where necessary. Contribute to validation reports that meet internal governance More ❯
PhD in computer science or other quantitative discipline 5+ years of industry experience in a quantitative business, including experience working on high-frequency/low-latency technology Experience developing backtesting, simulation, and trading systems Experience in developing aggressive and passive tactics. HFT business knowledge and good mathematical skills is a plus. Broad knowledge and experience with performance tradeoffs for common More ❯
Work at the center of the finance industry When you join one of our research and trading teams, you will help support our goal of enhancing and preserving the value of our clients' portfolios by providing easier access to integrated More ❯
clean datasets, discuss research, and optimise systematic trading strategies. Involvement in all aspects of the strategy research/trading pipeline, from research based on large datasets to the development, backtesting and monitoring of strategies in live trading. Requirements: The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science More ❯
clean datasets, discuss research, and optimise systematic trading strategies. Involvement in all aspects of the strategy research/trading pipeline, from research based on large datasets to the development, backtesting and monitoring of strategies in live trading. Requirements: The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science More ❯
Our client is seeking a highly motivated Market Risk Business Analyst to join their growing Risk Management team. In this role, you will play a critical part in identifying, measuring, and reporting market risk across trading activities and investment portfolios. More ❯
team based in Dubai. Responsibilities: Building components for both live trading and simulation Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components Maintaining and updating the platform, ensuring its stability, robustness, and security Developing robust data checking and storage procedures Troubleshooting and resolving any systems related issues and handle the release More ❯
Our client is a leading and well-established player in the Digital Asset and Cryptocurrency Quantitative/Algorithmic trading industry. The business is going from strength to strength, they are currently going through a period of exponential growth and are More ❯
About Wintermute Wintermute is one of the largest crypto native algorithmic trading companies in digital assets. We provide liquidity across most cryptocurrency exchanges and trading platforms, a broad range of OTC trading solutions as well as support high profile blockchain More ❯
Strong knowledge in financial derivatives products in multiple asset classes preferred Prior experience in applying risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models will be an advantage. Ability to be a team player and to collaborate with other teams Ability to conduct research, analyze problems, formulate and implement solutions More ❯
other teams in RISK, Risk Systems and Front Office will call for strong communication skills. Working in close partnership with quantitative analysts within SIGMA, analysts with Risk Systems and backtesting team members, as well as other stakeholders in RISK, the successful candidate will be expected to: Contribute to the delivery of regulatory projects focused around the CCR metrics. This includes More ❯
About us: XBTO is a leading institutional provider for digital assets. In 2015, XBTO was first to provide institutional-grade liquidity to major trading platforms. Since then, we have made significant efforts to create stability in the cryptocurrency markets. XBTO More ❯
About us: XBTO is a leading institutional provider for digital assets. In 2015, XBTO was first to provide institutional-grade liquidity to major trading platforms. Since then, we have made significant efforts to create stability in the cryptocurrency markets. XBTO 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 More ❯
Position: Risk Analyst - ForexClear Risk Location: London Division: LCH, ForexClear Reporting to: Head of Default and Liquidity Management Role Overview LCH's ForexClear division is looking for a Risk Analyst to support the day-to-day risk management of our More ❯
Location : Flexible Position Overview : We are seeking an experienced Quant Trader or Portfolio Manager with a proven track record in running algorithmic and AI-driven trading strategies. The ideal candidate will have at least 5 years of successful experience in More ❯
and optimise execution algorithms to enhance trade performance Collaborate with portfolio managers, traders, and other researchers to refine investment strategies Maintain and improve research infrastructure, including data pipelines and backtesting frameworks Monitor model performance and adapt strategies to changing market conditions Job Requirements: Strong quantitative and analytical skills, with experience in systematic research or trading Proficiency in programming languages such More ❯
Research: Collaborating closely with the Senior Portfolio Manager (SPM) to drive the research agenda, with a primary focus on idea generation, data gathering, research/analysis, model implementation, and backtesting of systematic equity strategies. Model Development: Combining financial insights with advanced statistical learning techniques to analyze diverse datasets, build predictive models, and apply them to the investment process. Collaboration: Working More ❯
Responsibilities eFX Trading/Quant Development Manager (DIR) Societe Generale is one of Europe's leading financial services groups and a major player in the economy for over 160 years, we support25 million clientsevery day with more than126,000 staffin65 More ❯
Equities Quant Platform Engineering Lead - Python (Technology) - VP Overview Citi is a world-leading global bank. We have approximately 200 million customer accounts and a presence in more than 160 countries and jurisdictions worldwide. We provide consumers, corporations, governments, and More ❯
Social network you want to login/join with: Please note, we are not actively hiring for this role. Please apply if you are interested in future opportunities within our quantitative strategy group. Capula is looking to hire Quantitative Strategists More ❯
