1 to 25 of 33 Permanent Systematic Trading Jobs in the UK

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 strategies. … 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 or systematic trading environments. Excellent communication skills and the ability to thrive in a highly collaborative, fast-paced team environment. What's on Offer Highly competitive compensation package with More ❯

remote, we have hubs in London, Brussels and Singapore, also soon to be Paris, and host regular online and offline hangouts to keep the crew tight. We are trading on more than 80 exchanges, and working with a wide array of asset issuers. As a well-established market maker, our distinctive expertise led us to expand rapidly. Today … to both strategic decisions and hands-on trading operations. Background and experience We're looking for a highly skilled options trader with a strong track record in systematic or semi-systematic trading, ideally within a top market-making firm. The ideal candidate will bring a deep understanding of the options trading landscape … a responsible risk appetite, and driven to make continuous improvement. Proven experience in driving improvements in a trading environment, particularly in market-making or systematic strategies Strong grasp of options trading concepts, including market making, positional systematic trading, and derivative strategies At least four years of experience in the trading More ❯

Software Engineer, Systematic Equity Millennium is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns. About Us We are a well established systematic equity trading group within a famous and prestigious global investment firm. Our team develops and maintains a plethora of … we deploy across many different time zones and markets globally. We're looking for an exceptional and bright Software Engineer to drive the design, development, and implementation of our systematic trading infrastructure and strategies. The Role As our Lead Software Engineer, you will play a crucial technical leadership role within our systematic equity trading … management and compliance standards. Location London Principal Responsibilities Lead the development and evolution of the quantitative trading platform Architect and implement high-performance, scalable software solutions for systematic equity trading Collaborate with quantitative researchers to translate trading strategies into efficient, production-grade code Evaluate and integrate emerging technologies, libraries, and tools to drive More ❯

Our client has a new permanent full-time opportunity for an Income Systematic Researcher/Developer. This role focuses on researching and developing systematic trading strategies within income-generating asset classes. The successful candidate will analyse large datasets, design quantitative models, and implement trading strategies to optimise risk-adjusted returns. Job Duties: Conduct research … to identify and develop systematic income-focused trading strategies Analyse large financial datasets to uncover predictive signals and investment opportunities Design, implement, and test quantitative models using statistical and machine learning techniques Develop 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 as Python, R, or C++ Experience working with large datasets and statistical modelling techniques Knowledge of financial markets, fixed income instruments More ❯

Systematic Trading Technology Project Manager This role involves managing the onboarding and ongoing technology needs of Systematic Portfolio Managers and their teams, while also providing product and project management support for the Systematic Data organization. The ideal candidate will combine technical expertise, strong communication skills, and strategic thinking to drive efficient onboarding, foster collaboration, and … across the firm to facilitate the efficient onboarding of new trading groups Act as a single point of contact in technology for multiple Portfolio Managers across Infrastructure, Systematic Data, Market-Data, and Execution Consult with users to understand and document business requirements and workflows Maintain traceability of functional specifications to requirements/objectives Track PM technology requests … project management support for bespoke strategic platform buildouts that benefit multiple PMs Manage regional project delivery of global initiatives to deploy new applications and new functionality to existing applications. Systematic Data Product and Project Management Collaborate closely with the Systematic Data team to provide both product and project management support across the organization Manage the delivery of large More ❯

C++ Developer - Systematic Trading - HFT - Hedge Fund £200000 - £400000 per annum + Bonus and Benefits Contact email: Job ref: cpp/hf/01 Start date: ASAP A global HFT Hedge Fund is looking to hire an experienced C++ Quant Developer. They are looking for an experienced C++ Developer with a background in HFT and Ultra Low … Latency programming to assist in building out their Cross Asset Trading capability. As a member of a dynamic team, you will have the opportunity to play an important role in the world of electronic and algorithmic trading. Your work will involve a wide range of responsibilities, from exchange price feeds and core trading systems to back … testing engines, tick data management, exchange simulators, and trading gateways. Collaborating closely with investment management professionals such as Quants and Trading teams, you will be at the forefront of designing and developing cutting-edge systems that keep the business ahead of the curve. Candidates will require: Strong C++ Development background on Linux Business knowledge in FX More ❯

Campbell North are currently working with a tier one trading firm, who are looking to hire a Quantitative Developer into a small but well-established systematic trading pod, working under a highly respected PM. The role will cover all elements related to the design, development, and maintenance of high-performance trading systems and … infrastructure to support systematic trading strategies. Requirements 2 to 5 years of professional experience Previous experience working as a Quant Dev or Software Engineer in a quantitative trading environment. Proficiency with at least one of the following programming languages: Python, C++ or Java As well as a strong compensation, the role offers invaluable experience working 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, systematic trading, 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 systematic trading 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 ❯

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 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 ❯

leading, quant-driven tech hedge fund looking for C++ talent across multiple teams within trading and market execution. The roles involve building high-performance components for their systematic trading platform, working with advanced concurrency patterns and lock-free data structures. You'll be optimizing critical paths where microseconds matter, implementing sophisticated order execution algorithms, and … collaborating with quants to deploy new trading strategies. Their stack leverages cutting-edge HPC techniques for market data processing and order management. They are using highly modern C++: custom allocators, zero-copy messaging, and SIMD optimization. You'll work directly with quants to translate mathematical models into production trading systems and see the impact of your … expertise with at least ONE of: fixed income, market making, algo/eTrading, connectivity, execution, high frequency trading Nice to have: - Prior experience working for a leading systematic trading company - Excellent academics at the post-grad level McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds. More ❯

leading, quant-driven tech hedge fund looking for C++ talent across multiple teams within trading and market execution. The roles involve building high-performance components for their systematic trading platform, working with advanced concurrency patterns and lock-free data structures. You'll be optimizing critical paths where microseconds matter, implementing sophisticated order execution algorithms, and … collaborating with quants to deploy new trading strategies. Their stack leverages cutting-edge HPC techniques for market data processing and order management. They are using highly modern C++: custom allocators, zero-copy messaging, and SIMD optimization. You'll work directly with quants to translate mathematical models into production trading systems and see the impact of your … expertise with at least ONE of: fixed income, market making, algo/eTrading, connectivity, execution, high frequency trading Nice to have: - Prior experience working for a leading systematic trading company - Excellent academics at the post-grad level McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds. 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, systematic trading, 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 systematic trading 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 ❯

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, systematic trading, 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 systematic trading 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 ❯

quantitative trading and automation of key decisions. We handle various products such as stocks, options, ETFs, and futures, employing strategies like 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 add value … Quantitative Trading & Market Making desk, developing strategies for equities, derivatives, and cash products. Apply advanced statistical and AI techniques, including neural networks, to build models that inform systematic trading and risk decisions in real time. Develop frameworks for risk management and portfolio optimization across asset classes using factor models and other techniques. Create scalable model 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 … 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 systematic trading 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 ❯

including beta and market-neutral approaches, ensuring alignment with the firm's risk management framework. Collaborate closely with the Technology team to develop sophisticated trading algorithms, leveraging systematic trading methodologies and quantitative analytics. Implement and continuously refine risk management practices to optimize the risk-return profile, keeping drawdowns within clearly defined, acceptable limits. Maintain vigilant … years) trading crypto options, with a proven track record of consistent risk-adjusted returns. Deep understanding of cryptocurrency markets, DeFi protocols, and blockchain ecosystems. Strong experience with systematic and quantitative trading strategies, including beta-neutral, delta-neutral, and volatility arbitrage. Proficiency in developing, testing, and executing trading algorithms and strategies. Familiarity with crypto … exceptional candidates How to Apply Please submit the following: Your resume A cover letter explaining your interest in the role Your response to the following challenge: Challenge: Describe a systematic BTC-denominated beta options strategy that aims to increase BTC holdings using BTC as collateral Your submission should include: Clear explanation of the trading logic and strategy More ❯

a deep learning mindset Transparency Teamwork and collaboration CoinShares is strongly committed to diversity and inclusion and warmly welcomes candidates from all backgrounds. The Team: CoinShares deploys discretionary and systematic, computer-driven trading strategies across digital assets, cryptocurrencies and derivatives. We have a proven and profitable track record in proprietary trading and are developing novel … to join our team in our London office. The successful candidate will lead the development, architecture and implementation of complex trading and quant engineering solutions for the systematic and discretionary trading of Cryptocurrencies and other instruments. They will also pro-actively support, and develop, market data and analytics to disseminate ETP ETF data. This is … kinds of situations and events, for the benefit of the business, the team, and the individual. It would preferable to have: Interest and experience in quantitative modelling, algorithmic and systematic trading strategies, especially in a crypto environment. Experience of using agile methodologies, project management, wiki and collaboration tools. More ❯

Quantitative Researcher £120000 GBP + discretionary bonus Onsite WORKING Location: City of London, Central London, Greater London - United Kingdom Type: Permanent The 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 … 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 firm. Requirements Strong proficiency in Python Experience with C++ is a plus, but not a hard requirement. Preferable experience in alpha research/signal generation, or worked on systematic trading strategy development. Deep understanding of data science practices e.g. feature engineering and signal combining. Bachelor's degree or higher in a Quantitative discipline e.g. Maths, Computer More ❯

Algo Trading Engineer - Business Aligned - FX £130000 - £140000 per annum + Bonus and Benefits Contact email: Job ref: ATE/BA/FX/HH_ Startdate: ASAP Algo Trading Engineer A leading trading team is seeking a strong engineer to support and enhance its algorithmic trading platform. This role involves close collaboration … with trading and research, focusing on expanding an established in-house system rather than building from scratch. Key Responsibilities: Develop and enhance trading algorithms and signal processing tools. Work directly with front-office teams to deliver robust, scalable solutions. Contribute to … the ongoing evolution of a global trading platform. Ideal Background: Strong Java development skills; comfortable supporting systems on the trading floor. Experience with algorithmic or systematic trading systems. Familiarity with low-latency or event-driven architectures. Knowledge of financial markets; experience in any asset class (FX preferred). Exposure to tools like KDB 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, systematic trading 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 ❯

Application for Quant Developer - Equities at Man GroupLondon About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across … at . As at 31 March 2025 The Role As a Quant Developer at Man Group you will be part of one of our flagship teams in Man's systematic trading arm - Man AHL. The team works hand-in-hand with Quant Researchers focusing on equity market neutral models. Your challenges will be varied, and will involve … building new alphas and new trading strategies. The Team Quant Developers at Man Group are all part of our broader technology team, members of a group of over sixty individuals representing eighteen nationalities. We have varied backgrounds including Computer Science, Mathematics, Physics, Engineering - even Classics - but what unifies us is a passion for technology and writing high-quality More ❯

and experienced engineering leader eager to build high-impact front office quant tools? Citi's Equities Technology team is undergoing significant growth and 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 … 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, Snowflake) Real-time … generative AI prompt engineering and RAG pipelines. Full-stack HTML5 web development skills. Desired Skills: Understanding of Equities Cash, D1 & Deriv market mechanics and products via sell-side trading projects Familiarity with low-latency programming languages such as Rust or C++ What we'll provide you By joining Citi London, you will not only be part of a More ❯

for Quantitative Researcher - PM Analytics at Man GroupLondon About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across … as well as the AIS (AHL Investment Solutions) business. The team has been running for several years. It manages a diverse set of funds both in terms of trading styles and asset classes. It is also responsible for portfolio construction as well as allocation research inside AHL. The Portfolio Management area is split into three sub teams: Analytics … techniques and portfolio risk modelling Advantageous 1-3+ years' experience in an Investment Bank or similar firm Experience with analysing/managing complex risk Either of portfolio management, systematic trading, QIS experience Linux, SQL/Oracle, KDB+ Experience with machine learning libraries such as sklearn Personal Attributes Strong academic record and a degree with high mathematical More ❯

Strong programming skills. Additional skills/experiences that we value: Model development and/or validation Electronic trading development and/or validation Algorithmic/quantitative/systematic trading strategies, hedge funds, credit risk management ABOUT GOLDMAN SACHS At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the More ❯

The firm's Risk Management team is responsible for managing market risk, counterparty risk and liquidity risk. The team works closely with traders across discretionary and systematic trading of macro and relative value strategies in fixed income, foreign exchange, credit and digital asset markets. MAIN DUTIES/RESPONSIBILITIES OF THE ROLE: Risk management of fixed income and … foreign exchange macro and relative value trading across market risk, counterparty risk, liquidity risk. Contribute to enhancing risk measurement and portfolio analytics and controls. Work within a collaborative environment both within the Risk team and with other stakeholders. The role is hands on and will involve liaising with Portfolio Managers discussing portfolio and market risks and solutions to … from a Top Tier institution (Maths, Physics, Engineering, Computer Science, Finance or Economics) Between 4 and 7 years of experience in a Quantitative-intensive role: Risk Management, Quant, Trading, Structuring Experience in data analysis Experience in coding and creating tactical tools in Excel Trading or Market Risk background Experience working directly with PMs/Traders TECHINICAL More ❯