1 to 25 of 29 Remote Permanent Quantitative Finance Jobs

become an active member of the extended global Credit team within bps Supply, Trading & Shipping business. Your key focus will be to develop and manage reporting tools, data, and quantitative models. You will also be at the cutting edge of data exploration activities in order to help drive efficiencies via automated tools, provide valuable insights as well as tackle … new Credit MI, metrics, dashboards and decision tools in order to gain accurate and timely insight into bps Credit Risk drivers. Develop strong understanding of bp Credit Risk frameworks, quantitative approach, and risk metrics as well as acquire strong commercial awareness. Support various technology and systems initiatives … including automation, data integrity and data integration. Create, implement, and support credit risk quantitative models leveraging mathematical and computer science methods and tools including Python , SQL, PowerBI, mathematical finance, and statistics and probability Maintain clear and coherent communication, both verbal and written, to understand data needs and communicate report results. Remain up to date with the latest More ❯

become an active member of the extended global Credit team within bps Supply, Trading & Shipping business. Your key focus will be to develop and manage reporting tools, data, and quantitative models. You will also be at the cutting edge of data exploration activities in order to help drive efficiencies via automated tools, provide valuable insights as well as tackle … new Credit MI, metrics, dashboards and decision tools in order to gain accurate and timely insight into bps Credit Risk drivers. Develop strong understanding of bp Credit Risk frameworks, quantitative approach, and risk metrics as well as acquire strong commercial awareness. Support various technology and systems initiatives … including automation, data integrity and data integration. Create, implement, and support credit risk quantitative models leveraging mathematical and computer science methods and tools including Python , SQL, PowerBI, mathematical finance, and statistics and probability Maintain clear and coherent communication, both verbal and written, to understand data needs and communicate report results. Remain up to date with the latest More ❯

become an active member of the extended global Credit team within bps Supply, Trading & Shipping business. Your key focus will be to develop and manage reporting tools, data, and quantitative models. You will also be at the cutting edge of data exploration activities in order to help drive efficiencies via automated tools, provide valuable insights as well as tackle … new Credit MI, metrics, dashboards and decision tools in order to gain accurate and timely insight into bps Credit Risk drivers. Develop strong understanding of bp Credit Risk frameworks, quantitative approach, and risk metrics as well as acquire strong commercial awareness. Support various technology and systems initiatives … including automation, data integrity and data integration. Create, implement, and support credit risk quantitative models leveraging mathematical and computer science methods and tools including Python , SQL, PowerBI, mathematical finance, and statistics and probability Maintain clear and coherent communication, both verbal and written, to understand data needs and communicate report results. Remain up to date with the latest More ❯

their Tech Team to manage risk levels. This individual will work on the build-out of risk management processes and analysis, then transition into the front office trading technology quantitative development team. The ideal candidate will have a strong background in quantitative finance, data analysis, and econometrics/statistics, as well as programming skills in Python More ❯

Press Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Create Alert AVP/VP, Quantitative Strategist, Fixed Income & Multi Asset Location: London, GB Job Function: Fixed Income & Multi Asset Job Type: Permanent GIC is one of the world's largest sovereign wealth funds. With over 2,000 employees across … the Point of Impact for Singapore's financial future, and the communities we invest in worldwide. Investment Insights Group The Investment Insights Group (IIG) comprises of a team of quantitative researchers and data scientists residing in each asset department to harness alternative data and advanced quantitative methods to generate superior investment performance for GIC. While quantitative researchers … reside within specific asset departments alongside investment teams, they are also part of the broader IIG community, which provides ongoing capability development in quantitative techniques, functional mentorship, and exposure to cross-asset projects. What impact can you make in this role? We are seeking a highly skilled and motivated Quantitative Strategist to join our Alternative Credit Group (ACG More ❯

interest areas, and methodologies to identify mitigation alternatives Basic Qualifications: • Requires a minimum of 8 years of related experience with a Bachelor's degree in computational finance, quantitative finance, or a related field; or 6 years and a Master's degree; or a PhD with 3 years' experience; or equivalent combination of related education and … work experience. • Ability to obtain a DoD Secret Clearance is required. Active Secret clearance is preferred. • Very strong academic credentials in quantitative or computational finance. • Extensive experience and expertise in financial analysis and market modeling. • Ability to bridge finance, computational, and data analytic domains. • Thrives in working in a technical environment with multidisciplinary teams on critical national … verbal/presentation skills to senior leaders. • Excellent interpersonal skills, and effective working relationships with internal and external customers. • Demonstrated experience working on or leading customer facing engagements emphasizing quantitative or computational finance. • Experience or familiarity with visualizing multi-dimensional financial data or events, using tools like Tableau, Plotly, ggplot2, matplotlib, seaborn, or D3.js. • Demonstrated ability to manipulate large More ❯

Global Markets has the scale and reach to conduct business anywhere in the world and deliver products denominated in almost all of the world’s currencies. The Global Markets Quantitative Research (GMQR) division is in charge of the modelling, pricing & risk management developments for Global Markets products. Role holders within the division focus on the global management, development, delivery … modelling, along with expert knowledge in financial mathematics/computer science. Professional experience in the Financial Services industry ideally with experience in trading activities/market risk, quantitative finance, regulatory projects. Strong technical background in financial mathematics/computer science. Proactively able to identify areas of development, improvement or ways to maximise results and takes … mathematics and numerical techniques, e.g., linear algebra, root finding, finite differences. Advanced programming skills, such as Ada, C, C++, C# and python, with experience gained in a context of quantitative research (model implementation in an analytics pricing library). And of course, we expect all our colleagues to embody and practice the Group values (alignment with the Bank’s More ❯

Global Markets has the scale and reach to conduct business anywhere in the world and deliver products denominated in almost all of the world’s currencies. The Global Markets Quantitative Research (GMQR) division is in charge of the modelling, pricing & risk management developments for Global Markets products. Role holders within the division focus on the global management, development, delivery … modelling, along with expert knowledge in financial mathematics/computer science. Professional experience in the Financial Services industry ideally with experience in trading activities/market risk, quantitative finance, regulatory projects. Strong technical background in financial mathematics/computer science. Proactively able to identify areas of development, improvement or ways to maximise results and takes … mathematics and numerical techniques, e.g., linear algebra, root finding, finite differences. Advanced programming skills, such as Ada, C, C++, C# and python, with experience gained in a context of quantitative research (model implementation in an analytics pricing library). And of course, we expect all our colleagues to embody and practice the Group values (alignment with the Bank’s More ❯

with a leading & global asset management client who is seeking a Senior Risk Analyst to support across multi-strategy, multi-asset portfolios. The nature of the role demands a quantitative mindset, programming ability, and good knowledge of factor models and derivatives. You will possess good communication and interpersonal skills, a good understanding of risk models and different investment processes … on funds. Collaborate with Technology and external vendors in streamlining systems and workflows and drive efficiency Must have skills: Experience: Degree educated or equivalent in a relevant subject e.g. Quantitative Finance, Statistics Background is investment risk, quantitative finance, or front-office risk management Technical: Experience across multiple asset classes (e.g. equities, commodities, fixed income … quickly become proficient in others as required. Strong knowledge of derivatives (types, valuation and pricing, and risks) Strong knowledge of risk models, with a focus on factor models Strong quantitative skills, including Excel, Python, and SQL for risk analytics and data processing Strong understanding of risk concepts, stress testing and scenario analysis More ❯

with a leading & global asset management client who is seeking a Senior Risk Analyst to support across multi-strategy, multi-asset portfolios. The nature of the role demands a quantitative mindset, programming ability, and good knowledge of factor models and derivatives. You will possess good communication and interpersonal skills, a good understanding of risk models and different investment processes … on funds. Collaborate with Technology and external vendors in streamlining systems and workflows and drive efficiency Must have skills: Experience: Degree educated or equivalent in a relevant subject e.g. Quantitative Finance, Statistics Background is investment risk, quantitative finance, or front-office risk management Technical: Experience across multiple asset classes (e.g. equities, commodities, fixed income … quickly become proficient in others as required. Strong knowledge of derivatives (types, valuation and pricing, and risks) Strong knowledge of risk models, with a focus on factor models Strong quantitative skills, including Excel, Python, and SQL for risk analytics and data processing Strong understanding of risk concepts, stress testing and scenario analysis More ❯

shape the architecture, tooling, and models that will drive alpha generation and risk management for years to come. As a Quant Developer, you will work at the intersection of quantitative research, machine learning, and software engineering. You'll collaborate with quants, data scientists, and portfolio managers to design and implement scalable systems for data ingestion, model training, and real … time signal deployment. Key Responsibilities Design and develop robust, high-performance systems for AI/ML model development and deployment. Collaborate with quantitative researchers to translate trading strategies into production-ready code. Build and maintain data pipelines for structured and unstructured financial data. Implement backtesting frameworks and simulation environments. Optimise model inference and execution latency for real-time trading. … platform. Required Skills & Experience Strong programming skills in Python, with experience in production-grade systems. Solid understanding of machine learning workflows, including model training, validation, and deployment. Experience with quantitative finance, including time series analysis, alpha modelling, or risk analytics. Familiarity with cloud infrastructure (e.g., AWS, GCP) and containerisation (Docker, Kubernetes). Proficiency with data engineering tools More ❯

Graduate Software Developer/Quantitative Developer/Quantitative Researcher 📍 Location: London (Hybrid) 💷 Salary: Up to £180,000 + Bonus + Full Benefits 🏢 Client: Elite Hedge Fund 🚀 Kickstart Your Career Just graduated and eager to dive into the world of high-performance tech and quantitative finance? Join a leading global trading firm where innovation is key … impact projects, shaping the future of trading tech. What You’ll Be Doing 🧠 Develop and enhance state-of-the-art trading systems and infrastructure 📊 Design and implement your own quantitative models 🤝 Collaborate with top engineers, quants, and researchers to tackle complex challenges 🚀 Learn rapidly and grow within a firm that thrives on initiative What You Bring 🎓 Degree in Mathematics … stakes environment Why This Role? 🌍 Work on greenfield projects from day one — your contributions have real impact 🧠 Collaborate with some of the brightest minds in both tech and finance 🛠 Access to top-of-the-line tools, systems, and infrastructure 📈 Unmatched career growth in a high-performance, meritocratic culture Apply now or reach out directly: obloom@hunterbond.com More ❯

Graduate Software Developer/Quantitative Developer/Quantitative Researcher 📍 Location: London (Hybrid) 💷 Salary: Up to £180,000 + Bonus + Full Benefits 🏢 Client: Elite Hedge Fund 🚀 Kickstart Your Career Just graduated and eager to dive into the world of high-performance tech and quantitative finance? Join a leading global trading firm where innovation is key … impact projects, shaping the future of trading tech. What You’ll Be Doing 🧠 Develop and enhance state-of-the-art trading systems and infrastructure 📊 Design and implement your own quantitative models 🤝 Collaborate with top engineers, quants, and researchers to tackle complex challenges 🚀 Learn rapidly and grow within a firm that thrives on initiative What You Bring 🎓 Degree in Mathematics … stakes environment Why This Role? 🌍 Work on greenfield projects from day one — your contributions have real impact 🧠 Collaborate with some of the brightest minds in both tech and finance 🛠 Access to top-of-the-line tools, systems, and infrastructure 📈 Unmatched career growth in a high-performance, meritocratic culture Apply now or reach out directly: obloom@hunterbond.com More ❯

About the Client The client is a global quantitative investment firm that develops and implements systematic financial strategies across diverse asset classes and markets. Their mission is to generate high-quality predictive signals (alphas) using a proprietary research platform, targeting inefficiencies in the financial markets. Collaboration is central to their approach, with teams working together to build the foundation … can help shape the future. About the AI Group AI is a specialized division within the client, operating similarly to a B2C fintech venture. Its mission is to democratize quantitative finance by offering global remote-work opportunities and educational resources in AI, ML, and quant finance. The AI platform enables external contributors to submit signals, data, and … outstanding individuals to join as AI Researchers. This full-time role focuses on cutting-edge research in Artificial Intelligence (AI) and Large Language Models (LLMs), aimed at developing innovative quantitative models for the AI platform. Key Responsibilities: Conduct research in AI and LLMs, exploring advanced architectures such as Transformers, Reinforcement Learning, and Generative AI. Design, train, and fine-tune More ❯

and strategy development. View job & apply Job type: Permanent A high profile investment fund is seeking an experienced investment risk professional to join its team. View job & apply Senior Quantitative Researcher - HFT Location: International Job type: Permanent Sector: Asset Management & Funds Join a globally renowned high-frequency trading firm and a highly respected, multi-strategy hedge fund. View job …/day Contract, 6-12mth (Dir Level) Location: London Job type: Contract Sector: Banking Our client is a Tier 1 Investment Bank seeking a Senior Director Level Quantitative Analyst with expertise in Equity validation. View job & apply Location: London Job type: Permanent Director - Quant Developer, Cross-Asset Analytics Platform Top Investment Bank London Hybrid working model. We are … product control, and traded risks. Analyze and resolve issues in existing models. Proven experience as a Quantitative Analyst with expertise in financial model development. A degree in Mathematical Finance , Science , or Mathematics from a top-tier university. In-depth knowledge of industry-standard pricing models such as Black-Scholes , Bachelier , local and stochastic volatility models, and the More ❯

working on cutting-edge algorithms that minimize market impact while maximising execution quality for institutional clients. This is a chance to work with some of the brightest minds in quantitative finance on systems that process billions in daily trading volume. What You'll Be Building Low latency algorithmic trading platforms handling real-time market data Smart order … routing systems and execution algorithms for global equity markets Quantitative models and analytical trading signals High-availability trading infrastructure serving institutional clients worldwide Backend systems supporting equities, futures, and listed derivatives trading What They Needs Expert-level Java development with strong object-oriented design principles Degree in Computer Science, Mathematics, or Engineering Hands-on experience building trading systems (execution … algorithms, risk trading, smart routing) Deep understanding of equity market microstructure and institutional trading workflows Proven ability to implement quantitative models and perform statistical analysis Front office collaboration experience - you'll work directly with trading teams Strong focus on performance optimization, testing, and system reliability Highly Valued Experience Trading strategy development (benchmark tracking, liquidity seeking, dark pool algorithms) Low More ❯

working on cutting-edge algorithms that minimize market impact while maximising execution quality for institutional clients. This is a chance to work with some of the brightest minds in quantitative finance on systems that process billions in daily trading volume. What You'll Be Building Low latency algorithmic trading platforms handling real-time market data Smart order … routing systems and execution algorithms for global equity markets Quantitative models and analytical trading signals High-availability trading infrastructure serving institutional clients worldwide Backend systems supporting equities, futures, and listed derivatives trading What They Needs Expert-level Java development with strong object-oriented design principles Degree in Computer Science, Mathematics, or Engineering Hands-on experience building trading systems (execution … algorithms, risk trading, smart routing) Deep understanding of equity market microstructure and institutional trading workflows Proven ability to implement quantitative models and perform statistical analysis Front office collaboration experience - you'll work directly with trading teams Strong focus on performance optimization, testing, and system reliability Highly Valued Experience Trading strategy development (benchmark tracking, liquidity seeking, dark pool algorithms) Low More ❯

visualisations that improve model explainability and effectively communicate value to stakeholders. Qualifications: Experience: Minimum of 5 years in a related field such as risk/catastrophe modelling, actuarial science, quantitative finance, or data science. Statistical Modelling Expertise: Real-world commercial experience in statistical modelling and probability. Programming Skills: Proficiency in scientific Python (essential), Spark, CUDA, and SQL. More ❯

visualisations that improve model explainability and effectively communicate value to stakeholders. Qualifications: Experience: Minimum of 5 years in a related field such as risk/catastrophe modelling, actuarial science, quantitative finance, or data science. Statistical Modelling Expertise: Real-world commercial experience in statistical modelling and probability. Programming Skills: Proficiency in scientific Python (essential), Spark, CUDA, and SQL. More ❯

visualisations that improve model explainability and effectively communicate value to stakeholders. Qualifications: Experience: Minimum of 5 years in a related field such as risk/catastrophe modelling, actuarial science, quantitative finance, or data science. Statistical Modelling Expertise: Real-world commercial experience in statistical modelling and probability. Programming Skills: Proficiency in scientific Python (essential), Spark, CUDA, and SQL. More ❯

seeking a Portfolio Manager specializing in Mid-Frequency Trading to join their elite team of market professionals. About Them: They are a global trading firm that uses cutting-edge quantitative research, advanced proprietary technology, and sophisticated strategies to actively trade in financial markets. Their mission is to exploit market inefficiencies through data-driven decision-making, advanced algorithmic trading, and … critical role in managing and optimizing proprietary trading strategies across global markets. You'll be responsible for developing, refining, and executing mid-frequency market-neutral strategies. Working closely with quantitative research and development teams, you'll contribute to model enhancements and drive trading performance. Key responsibilities include: Develop and manage market-neutral trading strategies with mid-frequency time horizons. … Continuously monitor portfolio performance and adapt strategies based on market dynamics. Collaborate with quantitative researchers and software engineers to enhance trading models and technology. Manage portfolio risks and ensure alignment with established risk parameters and drawdown limits. Explore and assess new markets and asset classes to expand trading strategies. Optimize execution processes to improve efficiency and profitability. Requirements: Sharpe More ❯

hypotheses about market participants and dynamics. You'll also design & implement new research tools to meet requirements and extend existing tools. The successful Research Engineer will be a strong quantitative problem-solver, skilled at implementing performant code and in their element when designing user-friendly tools for colleagues. If you do your best work in a highly collaborative working … valued and knowledge is shared, this role would be perfect for you! Requirements Bachelor's degree in Computer Science, Mathematics, Physics (or related), with strong familiarity with statistics and quantitative problem-solving Self-starter, with ability to implement statistical ideas in code Strong proficiency in Python and C++ (or equivalent) preferred Interest in financial markets or learning more about … financial markets Previous experience in quantitative finance or trading is a plus, but is not required Benefits Competitive base salaries + discretionary performance bonus Hybrid working opportunities Catered meals and bountiful snacks Generous budget for home office set-up Health & Dental insurance, pension provision, plus fitness & wellness benefits Contact If you feel you are suitable for this More ❯

Fund is Quant Research/Python Developer This individual will work on the build-out of risk management processes and analysis, then transition into the front office trading technology quantitative development team.The ideal candidate will have a strong background in quantitative finance, data analysis, and econometrics/statistics, as well as programming skills in Python and More ❯

Elite electronic quantitative finance fintech business seek a Front End React/TypeScript software expert to join their growing team. Our client is a top end and leading global trading/investment firm and they offer some of the market industry's best technical exposure. To apply you will be keen to provide front end developing of More ❯

Elite electronic quantitative finance fintech business seek a Front End React/TypeScript software expert to join their growing team. Our client is a top end and leading global trading/investment firm and they offer some of the market industry's best technical exposure. To apply you will be keen to provide front end developing of More ❯