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 ❯
Company Overview: My client is a leading quantitative trading and investment firm that researches, develops, and deploys algorithmic trading strategies across global markets. Their team leverages advanced mathematical models, statistical techniques, and cutting-edge technology to trade across all asset More ❯
Company Overview: My client is a leading quantitative trading and investment firm that researches, develops, and deploys algorithmic trading strategies across global markets. Their team leverages advanced mathematical models, statistical techniques, and cutting-edge technology to trade across all asset More ❯
Company Overview: My client is a leading quantitative trading and investment firm that researches, develops, and deploys algorithmic trading strategies across global markets. Their team leverages advanced mathematical models, statistical techniques, and cutting-edge technology to trade across all asset More ❯
Job Title: Quantitative Researcher, Systematic Equities Company: Millennium 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. Location: London or Dubai preferred Job Description More ❯
Join us as a KDB developer to create and maintain KDB business facing functionality and infrastructure used for research, analytics in the credit business. The role will require the authoring of APIs and visualization layers for products utilized by the More ❯
assets through expansion in their core systematic equities business. More details below. Key Responsibilities Develop and enhance equity trading strategies using statistical and machine learning techniques. Conduct alpha research, backtesting, and optimization to improve portfolio performance. Analyze large datasets to uncover actionable insights and inefficiencies in equity markets. Collaborate with portfolio managers, traders, and developers to implement research findings. Continuously More ❯
market, credit, and liquidity risk frameworks. Proficiency in Python (NumPy, Pandas, etc.) and SQL for data analysis. Strong understanding of option pricing theory and statistical risk modelling techniques (VaR, Backtesting, Stress Testing). Excellent verbal and written communication skills. Industry certifications (PRM, FRM, CFA). Experience in a clearing house, trading firm, or similar financial institution. Familiarity with SR More ❯
strategies across global interest rate products, with a particular emphasis on swaps and related derivatives. Develop and refine models leveraging macroeconomic, market microstructure, and yield curve signals. Conduct rigorous backtesting and statistical analysis to evaluate strategy performance and robustness. Work closely with technologists and portfolio managers to integrate research into production trading systems. Monitor and enhance live strategies, responding to More ❯
strategies across global interest rate products, with a particular emphasis on swaps and related derivatives. Develop and refine models leveraging macroeconomic, market microstructure, and yield curve signals. Conduct rigorous backtesting and statistical analysis to evaluate strategy performance and robustness. Work closely with technologists and portfolio managers to integrate research into production trading systems. Monitor and enhance live strategies, responding to More ❯
strategies across global interest rate products, with a particular emphasis on swaps and related derivatives. Develop and refine models leveraging macroeconomic, market microstructure, and yield curve signals. Conduct rigorous backtesting and statistical analysis to evaluate strategy performance and robustness. Work closely with technologists and portfolio managers to integrate research into production trading systems. Monitor and enhance live strategies, responding to More ❯
City Of London, England, United Kingdom Hybrid / WFH Options
Glocomms
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. Contribute to architectural decisions and technology stack selection for the greenfield platform. Required Skills & Experience Strong More ❯
Beacon's Bottom, England, United Kingdom Hybrid / WFH Options
Glocomms
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. Contribute to architectural decisions and technology stack selection for the greenfield platform. Required Skills & Experience Strong More ❯
Design, implement, and optimize mid-frequency algorithmic trading strategies for commodity markets including energy, metals and ags. Work alongside the PM with a focus on alpha generation, model implementation, backtesting and portfolio construction. Work closely with leading quantitative researchers and engineers to improve existing strategies and identify new trading opportunities. Qualifications: Advanced academic qualifications (Master's/PhD) in a More ❯
market, credit, and liquidity risk frameworks. Proficiency in Python (NumPy, Pandas, etc.) and SQL for data analysis. Strong understanding of option pricing theory and statistical risk modelling techniques (VaR, Backtesting, Stress Testing). Excellent verbal and written communication skills. Preferred Industry certifications (PRM, FRM, CFA). Experience in a clearing house, trading firm, or similar financial institution. Familiarity with SR More ❯
and execution. Work closely with trading desks and liquidity teams to refine product offerings and enhance competitiveness. Troubleshoot live pricing and execution issues in collaboration with trading operations. Build backtesting frameworks and tools to evaluate pricing strategies and improve performance. Monitor and analyze market microstructure, execution quality, and trading efficiency using quant-driven tools. Collaborate with developers to improve infrastructure More ❯
We are partnering with a Tier-1 hedge fund seeking a talented Quantitative Analyst. Find out exactly what skills, experience, and qualifications you will need to succeed in this role before applying below. This position focuses on developing and maintaining More ❯
Description Tower Research Capital, a high-frequency proprietary trading firm founded in 1998, seeks a Quant Developer to join one of its trading teams in London. You will be joining the EMEA Development team and as a Quant Developer, you More ❯
Rates Trading Strategies - Quantitative Trader - Associate or Vice President LONDON, LONDON, United Kingdom Job Identification Job Category Algo Trading Business Unit Commercial & Investment Bank Posting Date 03/25/2025, 04:05 PM Locations LONDON, LONDON, United Kingdom Job More ❯
Social network you want to login/join with: Principle Python Engineer | Multi-Strat Hedge Fund, slough col-narrow-left Client: Selby Jennings Location: slough, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views More ❯
Social network you want to login/join with: Quantitative Research – University Graduate (Europe), London Client: Location: London, United Kingdom Job Category: Other - EU work permit required: Yes Job Reference: cd3b8749499c Job Views: 4 Posted: 02.06.2025 Expiry Date: 17.07.2025 Job More ❯
We are partnering with a Tier-1 hedge fund seeking a talented Quantitative Analyst. This position focuses on developing and maintaining trading infrastructure, working closely with portfolio managers and quant researchers. If you have a solid technical foundation, hands-on More ❯
We are partnering with a Tier-1 hedge fund seeking a talented Quantitative Analyst. This position focuses on developing and maintaining trading infrastructure, working closely with portfolio managers and quant researchers. If you have a solid technical foundation, hands-on More ❯
We are partnering with a Tier-1 hedge fund seeking a talented Quantitative Analyst. This position focuses on developing and maintaining trading infrastructure, working closely with portfolio managers and quant researchers. If you have a solid technical foundation, hands-on More ❯
Algorithmic Trading Developer - Java, Linux, OO Design, Trading Systems, Equities, Front Office - Sought by Leading liquidity and data solutions specialist - Permanent - Hybrid - London Salary £130,000 My client is seeking an exceptional and experienced Algo Trading developer to join the More ❯
