opportunities and manage the pipeline Develop key internal processes and artifacts for the company's corporate development function including data-driven acquisition performance and backtesting for achievement against ingoing investment thesis Ad-hoc qualitative and quantitative analyses for planning strategy, investing and integration efforts Partner with Business Development to forge more »
technology, where innovation meets expertise to revolutionize trading standards. With over a decade of experience, our industry-leading firm specializes in AI-driven quantitative backtesting software. Our tools transform complex data into actionable insights, empowering traders with unparalleled precision. Be part of a team committed to shaping the future of more »
Quantitative Trader My client is a proprietary trading firm specialising in cross-asset high frequency futures trading. They are looking for a highly skilled and experienced trader work on building out algorithmic trading strategies. My client is looking for a 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 »
My client, a prestigious hedge fund, seeks an elite Python Developer to join their established Risk team. You will be joining a highly proficient team within the firm and will be responsible for designing, building and delivering solutions to their more »
Firm Insight: One of London's most renowned high-frequency trading firms, known for its cutting-edge technology and innovative trading strategies is expanding its team with a key senior hire to further enhance their quantitative research capabilities. The team more »
to connect quants and traders to the markets. Collaborating with Quants and Portfolio Managers to understand requirements and deliver tailored software solutions. Developing strategy backtesting systems and maintaining exchange connectivity Creating and optimizing scalable applications and infrastructure. Developing elegant code to help compute challenges covering large datasets and parallel computations more »
derivatives products in multiple asset classes Proven ability to apply risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models Proven ability to conduct research, analyze problems, formulate and implement solutions in an efficient, effective and independent manner Excellent written and more »
Lead Quantitative Researcher - Equity Statistical Arbitrage A Multi-Billion Hedge fund is seeking an experienced QR to lead the strategy development and portfolio construction for their top performing Equity Statistical Arbitrage desk. In this role, you will be responsible for more »
Senior Quantitative Researcher - Equity Statistical Arbitrage A Market Leading Trading Firm is seeking a highly skilled and experienced QR to join their top performing Equity Statistical Arbitrage desk. In this role, you will be responsible for conducting alpha research, identifying more »
technology, where innovation meets expertise to revolutionize trading standards. With over a decade of experience, our industry-leading firm specializes in AI-driven quantitative backtesting software. Our tools transform complex data into actionable insights, empowering traders with unparalleled precision. Be part of a team committed to shaping the future of more »
Quant Analyst – Pricing 110k 24% In Contract BonusQuant Capital is urgently looking for a Quant Analyst to join our high profile client.Our client is a well-known major global exchange.You will be part a team building cutting-edge applications and more »
risk models (e.g. Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, and Liquidity Risk models) as well as model evaluation techniques (backtesting, sensitivity analysis, coverage statistics, etc.) Experience providing theoretical justifications of risk models, for internal as well as external stakeholders. Also experience in developing risk model more »
Quantitative Developer (Python) Hedge Fund Global Hedge Fund - London, UK We are working closely with a Global Hedge Fund, looking for a Quant Developer (Python) to join one of their established trading teams in London, working directly under the portfolio more »
World-leading hedge fund looking for experienced Python and C++ Quant Developers to join their new systematic arm in London. Exciting opportunity to join an elite team working to build out and enhance their cutting-edge quantitative trading platform. You more »
Prague As a Barclays Quantitative Model Developer, you will participate in the development and maintenance of production regulatory market risk models. The area of activities includes: supporting AWS cloud based risk model systems, supporting runtimes using virtual and serveless hardware more »
Prague As a Barclays Quantitative Model Developer, you will participate in the development and maintenance of production regulatory market risk models. The area of activities includes: supporting AWS cloud based risk model systems, supporting runtimes using virtual and serveless hardware more »
Summary: One of the largest Utility-backed physical energy traders in LNG, Coal and Freight is looking to add an experienced Market Risk Manager to lead the Risk team in London. The Risk Specialist will support the business in all more »
Role Overview The Head of Risk Quant is responsible for managing the overall liquidation, margin and market risk of this exciting Crypto Derivatives Hybrid Exchange startup while overseeing the development and enhancement of critical trading algorithms, margin models, and structured more »
Senior Data Scientist - Trading Department: Technology Employment Type: Permanent - Full Time Location: UK - London Description At Field, we re accelerating the build out of renewable energy infrastructure to reach net zero. We are starting with battery storage, storing up energy more »
Maven is looking for a US Equity Volatility PM to join its Multi Strategy Group based in London. The successful candidate will build and deploy scalable position-taking strategies that are synergistic to Maven s systematic volatility trading business. They more »
City of London, London, United Kingdom Hybrid / WFH Options
Etonwood Limited
and include - Develop Software solutions for Quant Research and Trading communities Automated Research workflows to support idea generation and strategy development Design and build Backtesting solutions Build Data Pipelines for collection of new Alternate datasets Design and Build Market Data APIs Design and build bespoke Analytics and Risk tools Implementation more »
force in the financial technology sector, where innovation and expertise converge to redefine trading standards. This industry-leading firm has pioneered AI-driven quantitative backtesting software for over a decade. Their meticulously crafted tools transform intricate data into actionable insights, empowering traders to navigate markets with unparalleled precision. Be part more »
