Remote Permanent Quantitative Finance Jobs

1 to 5 of 5 Permanent Quantitative Finance Jobs with Remote Work Options

Market Risk Manager, Associate/Vice President

London, United Kingdom
Hybrid / WFH Options
Confidential
Description About this role Title: Trading & Securities Lending Market Risk Manager, ASO/VP Job Description Business Overview The Risk & Quantitative Analysis (RQA) group provides independent oversight of BlackRock s fiduciary and enterprise risks. RQA s mission is to advance the firm s risk management practices and deliver independent … and constructive challenge to drive better business and investment outcomes. RQA s risk managers play a meaningful role in BlackRock s investment process, using quantitative analysis and a multi-disciplinary skillset to tackle real-world problems and provide tangible solutions in the investment management process. RQA is committed to … the continued development of risk measurement frameworks employed to assess and monitor trading risks at both the platform and asset class level. Deliver impactful quantitative analysis to assess how trading and lending strategies impact client portfolios. Conduct statistical analysis of large datasets to identify meaningful trends and emerging themes more »
Posted:

Quantitative Developer

London, United Kingdom
Hybrid / WFH Options
Confidential
artificial intelligence. Our aim is to revolutionise retail investing through the use of data-driven tech. Role Description Stratiphy is seeking a Full Time Quantitative Developer who will be responsible for quantitative research, model development and implementation into our codebase. This hybrid role will require the successful candidate … will work on designing and developing web-based applications, developing REST APIs, integrating external systems, and other tasks related to server-side development. Qualifications Quantitative finance experience in any asset class. Understanding of AI and ML techniques. Strong knowledge of Back-End Development, Software Development, and OOP … Agile/Scrum development environment Experience with SQL and NoSQL databases Proficiency in using Git for version control and deployment Experience within the finance sector is beneficial. It is also beneficial to have a Bachelor's degree in Computer Science, Computer Engineering or a related field or relevant more »
Posted:

Senior Risk Manager - Alternatives Credit Europe - CLO London, UK Hybrid

London, United Kingdom
Hybrid / WFH Options
Confidential
instruments value chain, providing expertise on Collateralized Loan Obligations and other structured products We are looking for: University degree in Mathematics/Statistics/Quantitative Finance/Physics, or similar background Minimum 8 years of proven experience in collateralized loan obligation and other structured product industries (Structuring … CLOs mechanisms, documentations and risk profile Knowledge of core risk management concepts and regulatory framework for CLOs and/or securitisations Strong analytical skills (quantitative and qualitative) with advance Excel skills Strong communication skills and ability to communicate complex topics effectively Interest in working in an international environment with more »
Posted:

C++ Developer, Quant Finance

London, United Kingdom
Hybrid / WFH Options
Confidential
and maintain pivotal exchange connectivity layers to some of the non-traditional, non-FIX venues (incl. Crypto via web exchanges). Working closely with quantitative research and trading you ll be side-by-side with some of the smartest talent in quantitative finance tackling multiple years … years' experience) with: Expertise in modern C++ Proficiency in Linux Experience with large, real-time systems Strong computer science fundamentals and relevant degree Finance experience is a plus, but not required. more »
Posted:

Quantitative Software Developer - Macro Trading - Hedge Fund

City of London, London, United Kingdom
Hybrid / WFH Options
Etonwood Limited
This Multi-Strategy Hedge Fund seek multiple Quantitative Software Developers for their rapidly expanding Macro Trading Group, the division includes both Algo-driven Systematic, and Discretionary desks , trading Equities, Fixed Income, Commodities, and Futures products. Basic Salary - Accurate Mark-to-Market for the Hedge Fund sector Guaranteed Annual Cash … Analytics and Risk tools Implementation of new Trading Strategies into Production Skills and Academics required Minimum 3 years experience as a Software Engineer/Quantitative Developer (these roles are not suited to Quantitative Analysts or Quant Researchers), prior experience in FinMkts is NOT essential, however for those coming … demonstrable excellent numeracy skills are a must Outstanding academics (1st class/Distinction secured) Bachelors/Masters/PhD ideally in both Quant Finance/Mathematics/Probability, et al., and Software Development/Computer Science. Expert Python (inc. Pandas, NumPy, SciPy, et al) Excellent understanding of Advanced more »
Employment Type: Permanent, Work From Home
Posted:
Quantitative Finance
10th Percentile
£44,000
25th Percentile
£46,250
Median
£47,500
75th Percentile
£162,500
90th Percentile
£195,500