Job Description Job Purpose The selected candidate will join the Global Quantitative Research team at ICE which designs, implements, and supports enterprise quantitative models and systems. The primary responsibility of this position will be to drive all quantitative model research related items in the Clearing Houses while supporting other business lines at ICE (Exchange, Data Services, etc. … . This job requires strong quantitativefinance skills, a passion to see projects succeed and a strong attention to detail. It requires programming skills as well as mathematical knowledge. This role will interact with various teams of different backgrounds and expertise, so the ability to communicate clearly and concisely is a must. This role will have direct … risk. Contribute strongly to "hands-on" and ad-hoc requests for development and solutions in time-critical situations. Interact with risk departments to provide support for existing clearing house quantitative models. Interact with technology groups for production implementation design. Contribute to the core quantitative library used by the organization. Knowledge and Experience PhD or MSc in Physics, Mathematics More ❯
Investment Analyst - Quant Risk Location: London Contract Type: Permanent Work Pattern: Full-time and Hybrid About The Role The Quant-Risk (QR) team are looking to recruit a junior quantitative analyst. The role will involve risk calculation, risk data management, and risk reporting/communication to a mix of audiences so it expected that the candidate has a keen … interest and can speak comfortably about quantitative finance. Most of the project work will require some combination of SQL, Python, Excel (including VBA) and Bloomberg; so it is expected that the candidate is comfortable programming independently. The work is also highly mathematical so it is expected that the candidate is capable to think deeply through technical concepts and calculations. … most of the time and coming into the office occasionally You're Going To Enjoy This Job If You Not scared of showing your inner geek i.e. passionate about quantitativefinance or mathematics or programming Enjoy independently problem solving and critical thinking Are passionate about designing elegant solutions to solve business pain points. Enjoy learning about the More ❯
Job Title: Pricing Model Validation Analyst Location: London Department: Model Validation/Quantitative Analytics Reporting to: Head of Model Validation Overview: An international investment bank is seeking a Pricing Model Validation professional to join its London-based Model Validation team. This role focuses on the independent review and validation of pricing and risk models used across the firm’s … models cross asset classes, with a focus on derivatives. Assess the conceptual soundness, implementation correctness, and ongoing performance of pricing and valuation models. Rebuild models in Python or other quantitative libraries to benchmark performance and accuracy. Review model documentation, assumptions, numerical methods, calibration techniques, and risk sensitivities. Conduct quantitative testing including backtesting, stress testing, and scenario analysis. Liaise … where necessary. Contribute to validation reports that meet internal governance and regulatory expectations. Maintain ongoing monitoring of model performance, usage, and limitations. Candidate Profile: MSc or PhD in a quantitative field. Knowledge of quantitativefinance, in particular stochastic calculus and numerical methods. Fluency with Microsoft Word and Excel, working with potentially large spreadsheets. Fluency with programming More ❯
Job Title: Pricing Model Validation Analyst Location: London Department: Model Validation/Quantitative Analytics Reporting to: Head of Model Validation Overview: An international investment bank is seeking a Pricing Model Validation professional to join its London-based Model Validation team. This role focuses on the independent review and validation of pricing and risk models used across the firm’s … models cross asset classes, with a focus on derivatives. Assess the conceptual soundness, implementation correctness, and ongoing performance of pricing and valuation models. Rebuild models in Python or other quantitative libraries to benchmark performance and accuracy. Review model documentation, assumptions, numerical methods, calibration techniques, and risk sensitivities. Conduct quantitative testing including backtesting, stress testing, and scenario analysis. Liaise … where necessary. Contribute to validation reports that meet internal governance and regulatory expectations. Maintain ongoing monitoring of model performance, usage, and limitations. Candidate Profile: MSc or PhD in a quantitative field. Knowledge of quantitativefinance, in particular stochastic calculus and numerical methods. Fluency with Microsoft Word and Excel, working with potentially large spreadsheets. Fluency with programming More ❯
Trader - Execution will be responsible for developing, implementing, and optimizing execution algorithms and strategies for our firm's systematic trading and market making activities. Reporting to the Head of Quantitative Trading, this role combines deep technical expertise in trade execution methodologies with market microstructure knowledge to minimize trading costs, market impact, and slippage while maximizing the efficiency of our … manage execution quality metrics across different market conditions Partner with technology teams to implement and optimize execution infrastructure Report on execution performance and provide insights to the Head of Quantitative Trading Mentor junior quantitative researchers and analysts on execution methodologies Qualifications Education & Experience Advanced degree ( Masters or PhD) in Mathematics, Physics, Statistics, Computer Science, Financial Engineering, or related … quantitative field 3+ years of experience in execution algorithms, electronic trading, or related quantitativefinance roles Proven track record of developing and implementing successful execution strategies Experience in multiple asset classes with depth in at least one major market Strong understanding of market microstructure and order book dynamics Technical Skills Proficiency in programming languages used in More ❯
Head of Quantitative Analysis page is loaded Head of Quantitative Analysis Apply locations Cannon Street, London time type Full time posted on Posted Yesterday job requisition id R_15163 Job Title Head of Quantitative Analysis Job Description So, who are we? We're IG Group . We are a publicly - traded FTSE250 FinTech company who run mobile … functional teams and are laser focused on increasing the number of active clients we serve to drive sustainable growth. Your role in the Team's Success The Head of Quantitative Analysis will lead our firm's quantitative research and analytical capabilities, overseeing the development, validation, and enhancement of quantitative models and analytical frameworks across multiple asset classes. … support the firm's trading and risk management objectives , across its derivatives business . What you'll do Key Responsibilities Leadership & Strategy Provide strategic direction for the firm's quantitative analysis function, identifying new analytical opportunities, methodologies, and technological advancements Lead, mentor, and develop a team of quantitative analysts and researchers Collaborate with senior leadership to align quantitativeMore ❯
We are seeking a talented Python developer to join our growing Quantitative Development team. In this role, you will play a key part in developing and maintaining cutting-edge quantitative tools and infrastructure used by our front-office traders and quants. Requirements Responsibilities: Design, develop, and implement quantitative applications using Python, leveraging libraries such as NumPy, Pandas … with quants and traders to understand their needs and translate them into efficient and robust software solutions. Develop and maintain test frameworks to ensure the quality and accuracy of quantitative code. Collaborate with DevOps engineers to automate deployment pipelines and ensure smooth integration with existing infrastructure. Stay up-to-date with the latest advancements in quantitativefinance and Python libraries. Qualifications Minimum of 3 years of experience in Python development, with a strong understanding of object-oriented programming principles. Proven experience working in a quantitativefinance or front office environment (a plus). Solid knowledge of financial mathematics and statistics (a plus). Experience with version control systems (e.g., Git). Excellent More ❯
About the Role Are you a strategic leader with a passion for quantitativefinance? Do you thrive in a dynamic, fast-paced environment and enjoy working across multiple cultures? We're looking for someone like that who can: Lead and manage the QIS Platform Team, ensuring effective collaboration across all relevant functions. Oversee the development and maintenance … of Secondary Implementations of Quantitative Investment Strategies and Indices to ensure independence and accuracy. Coordinate with Structuring, Trading, Quants, and other stakeholders to ensure accurate development and implementation of new Dynamic Strategies. Manage Index Platform Governance topics such as restatement policy, standardization of index/strategy rulebooks and methodologies, managing conflicts of interest and escalation processes, and driving other … indices and strategies, resolving real-time calculation issues, and improving platform robustness. Your Expertise Advanced degree in Finance, Mathematics, Computer Science, or related field. Extensive experience in quantitativefinance and dynamic strategy development. Strong leadership and cross-functional team management skills. Deep understanding of financial regulations and compliance. Excellent analytical, problem-solving, and communication skills. More ❯
risk modelling. The Role: You’ll join a small, collaborative team to work on financial models, client deliverables, and platform enhancements. The role sits at the intersection of finance and technology, offering a varied workload and exposure to both disciplines. Key Responsibilities: Build and manage financial and cash flow models in Excel Analyse large financial datasets, including NOI … open code enhancements and model design Requirements: Strong Excel and financial modelling experience Background in cash flow analytics or investment analysis 2:1 or above in Finance, QuantitativeFinance, Mathematics, or Computer Science Strong attention to detail and analytical mindset Confident working with clients in a fast-paced environment Desirable: Commercial Real Estate experience Exposure More ❯
paired with specialist research software, we empower our clients to navigate an ever-more-digitalized global credit market with agility and confidence. Role Summary: We are seeking an experienced Quantitative Analyst to lead our quantitative research and modelling efforts. In this role you will drive innovation and growth across our product lines by applying a quant finance … our web application, to support our growing client base and ensure continued expansion of our value proposition to clients. Key Responsibilities: Lead the design, development, enhancement, and maintenance of quantitative valuation models for bonds and loans, utilizing Cognitive Credit's market-leading proprietary fundamental datasets as well as 3rd-party inputs. Apply advanced statistical methods, time-series analysis, machine … enhance model features, data pipelines, and analytical tools. Ensure model validation, back-testing, and continuous performance assessment, prioritizing scalability, reliability, and integrity. Provide thought leadership and strategic guidance on quantitative analytics across the firm and ultimately the broader market. Engage directly with clients to explain methodologies and results. Support API clients (pre- and post-sale) with onboarding and bespoke More ❯
Senior Quantitative Analyst page is loaded Senior Quantitative Analyst Apply locations London time type Full time posted on Posted 8 Days Ago job requisition id CMC4597 CMC Markets strives to provide the best trading experience for a wide spectrum of clients to participate in the financial markets. We are looking for a suitably skilled Senior Quantitative Analyst … the best trading experience for a wide spectrum of clients to participate in the financial markets. In order to expand this team, we are looking for an experienced Senior Quantitative Analyst to coach and mentor others whilst contributing fully towards our shared goals. Our Quants have responsibility for pricing models covering an expanding product range and also work to … sitting in the core of the business and develop a deep understanding of the Market Making financial industry. Key responsibilities: Coach, mentor and help grow an existing team of Quantitative Analysts. Develop and maintain pricing models for brand new and increasingly complex products. Work with other Team Leads and Senior members of Quantitative Strategies on dealing strategy improvement. More ❯
Quantitative Researcher £150,000 GBP 100,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Role/Responsibilities: Perform rigorous and innovative research to discover systematic anomalies in equity markets End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization, and production implementation Identify and evaluate new datasets for stock return predictions Maintain and … improve the portfolio trading in the production environment Requirements: MS or PhD in physics, engineering, statistics, applied math, quantitativefinance, or other quantitative fields with a strong foundation in statistics Demonstrated proficiency in Python Strong command of foundations of applied statistics, linear algebra, and time series models Ability to quickly and efficiently scrub, format, and manipulate More ❯
Quantitative Researcher £150,000 - 200,000 GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client, a leading proprietary trading and market making firm with a strong high-frequency trading (HFT) presence, is seeking a Quantitative Researcher to join their London office. This is a unique opportunity to work alongside world … technology teams to implement and optimize models in live trading environments. Continuously research market microstructure and dynamics to refine and improve current approaches. Requirements: Completed PhD in a highly quantitative field (e.g., Mathematics, Physics, Computer Science, Engineering, Statistics). Strong programming skills in C++ (Python experience is a plus). Solid background in data analysis, statistical modeling, and numerical … Proven ability to work with large datasets and develop innovative solutions to complex problems. Demonstrated interest or experience in machine learning applied to real-world problems. Prior exposure to quantitativefinance or trading (e.g., internships or research collaborations) is highly advantageous. Ideal Candidate: Currently working as a postdoctoral researcher or in a research-intensive role (applications from More ❯
comfortable working in a team Excellent Excel and data manipulation skills Experience in Financial Analytics – specifically Cash Flow Modelling 1st Class Degree or 2:1 (Finance/QuantitativeFinance is a must have, Mathematics/Computer Science supplemental) Knowledge/Experience with Commercial Real Estate Desirable: Experience within the Banking or Investment industry Knowledge/ More ❯
comfortable working in a team Excellent Excel and data manipulation skills Experience in Financial Analytics – specifically Cash Flow Modelling 1st Class Degree or 2:1 (Finance/QuantitativeFinance is a must have, Mathematics/Computer Science supplemental) Knowledge/Experience with Commercial Real Estate Desirable: Experience within the Banking or Investment industry Knowledge/ More ❯
go-to-market execution. Technology Leadership: Prior experience providing senior-level oversight or direct management of technology teams, particularly those focused on AI/ML development, data engineering, or quantitative analysis. Data Fluency: Strong understanding of data architectures, big data technologies, and data governance practices essential for enterprise-level AI deployments. Analytical & Problem-Solving: Exceptional analytical, quantitative, and … risk management, model validation, and compliance requirements pertinent to AI/ML in financial services. Education: Bachelor's degree in Computer Science, Artificial Intelligence, Machine Learning, Data Science, Engineering, QuantitativeFinance, or a related highly analytical field. Master's degree or PhD in a relevant quantitative or AI-focused discipline preferred. Job Family Group: Technology Job More ❯
Our client is a global consulting firm specializing in advanced analytics, quantitativefinance, and technology advisory for leading institutions across capital markets. The firm partners with clients to design and implement high-impact solutions in electronic trading, model development, and risk management. Leveraging deep domain expertise and cutting-edge technologies, it delivers tailored strategies that enhance performance … reduce complexity, and support regulatory alignment across the financial services sector. Mission The successful candidate will join a specialized consulting team tasked with designing and delivering quantitative trading and risk solutions for clients in global interest rate markets. This role involves leading engagements focused on model development, system architecture, and algorithmic design for pricing and electronic trading. Through deep … collaboration with client stakeholders, the consultant will drive impactful outcomes by applying quantitative rigor and engineering excellence to complex financial problems. Responsibilities Quantitative Advisory & Implementation Lead the design and development of pricing models and algorithmic trading strategies for interest rate products. Architect and deliver low-latency trading platforms and decision-making systems for client use cases. Build analytical More ❯
you to the most relevant team based on your background. What you'll do We're looking for a variety of Data Scientists to partner with the Product, Finance, Payments, Risk, Growth and Go-to-Market teams. You'll work closely with a specific part of the business, playing a crucial role in optimizing our systems and leveraging … the role. If you meet these requirements, you are encouraged to apply. The preferred qualifications are a bonus, not a requirement. 3-8+ years of data science/quantitative modeling experience Proficiency in SQL and a computing language such as Python or R Strong knowledge and hands-on experience in several of the following areas: machine learning, statistics … improve performance Experience designing, running, and analyzing complex experiments or leveraging causal inference designs Experience with distributed tools such as Spark, Hadoop, etc. A PhD or MS in a quantitative field (e.g., Statistics, Engineering, Mathematics, Economics, QuantitativeFinance, Sciences, Operations Research) Office-assigned Stripes spend at least 50% of the time in a given month in More ❯
St. Albans, Hertfordshire, England, United Kingdom Hybrid / WFH Options
Client Server Ltd
Quantitative Analyst (C# SQL Mathematics) St Albans/WFH to £55k Are you data savvy, with C# and SQL coding skills combined with excellent mathematics? You could be joining a technology driven trading company with a flat structure where you will get your voice heard and can make a real impact on the bottom line, earning significant bonuses. As … a Quantitative Analyst you'll work directly with the Front Office trading desk to facilitate their daily trades on the Sports betting side of the business; you'll develop and maintain various internal applications that are critical to trading performance and implement programs to improve efficiency and profitability including using mathematical models to calculate the expected chance of events … above in a mathematical discipline, backed by strong A-level results in Mathematics You can code with C# and SQL You are familiar with and have an interest in quantitativefinance and are keen to develop your career in this field You have an interest in sports with a good knowledge of rules of most major sports More ❯
on key policy and methodology development Conduct project work and run thematic or ad-hoc market research on relevant risk topics Knowledge and Experience Master's Degree in MathematicalFinance or equivalent degree Attention to detail and strong problem-solving skills with the ability to balance trade-offs Prior experience in risk management as a risk analyst or More ❯
a thorough knowledge (or a strong drive to learn) of market risk measurement and management, pricing and valuation of asset types (including equity, fixed income, commodities, and derivatives), highly quantitative skills and an ability to guide institutional clients to better use our products for assessing risks and making investment decisions. The successful candidate must be adaptable, able to lead … and banks Superior communication and time management skills. Good command of English; any other European language a distinctive advantage. Desired Experience Previous experience (or exposure) in risk management/quantitativefinance, working closely with investment decision making teams. Desired Qualifications MSc required ideally from finance/engineering/mathematical background. About MSCI What we offer More ❯
work. ️ What you'll bring : Strong expertise in Q/KDB+ (TorQ framework knowledge a plus). Solid UNIX/Linux experience. Front-office exposure in Fixed Income or quantitative finance. Understanding of software delivery processes, testing strategies, and performance monitoring. Experience in low-latency environments. Strong communication and problem-solving skills. Experience with Altair Panopticon . Familiarity with More ❯
the Role? We are looking for a Sales Specialist to join our team, responsible for driving revenue across Bloomberg's Enterprise Data product suite, with a specific focus on Quantitative Research and Data Science workflows. Quantitative investing is undergoing a rapid transformation. Once the domain of the most sophisticated hedge funds, data science and quant techniques are now … ll Trust You To: Link market trends and client workflows to clearly articulate the value of Bloomberg's Enterprise and Research data products Serve as a consultative partner to quantitative researchers, data scientists, and portfolio managers, helping them discover and integrate Bloomberg data into alpha-generating workflows Partner with internal product and engineering teams to represent client feedback and … models and data needs across research, quant, and trading functions A track record of managing and developing relationships at a senior level, including with CxO stakeholders Demonstrable knowledge of quantitativefinance, research workflows, and the data science ecosystem Familiarity with alpha modeling, signal construction, portfolio analytics, and modern investment strategies Exposure to modern programming languages (e.g. Python More ❯
high expectations, integrity, innovation and a willingness to challenge consensus. As a Research Engineer , you will be an integral member of an algorithmic trading team comprised of experienced technologists, quantitative researchers, and traders. Your team will work closely to solve challenging technological problems and contribute to our full tech stack, including software design, data engineering, distributed computing, and quantitative … Computer Engineering, or related field Excellent software development skills in modern C++ and Python A strong understanding of object oriented design, data structures and algorithms A strong understanding of quantitativefinance mathematics A solid foundation in programming with the ability to think, communicate, and code clearly A solid understanding of computer systems at every level of abstraction More ❯
spearhead the development of next-generation sustainability and financial metrics. This is a unique opportunity to leverage cutting-edge language models and insights at the intersection of empirical finance and … natural language processing to create decision-relevant metrics that address critical investor needs and enhance our index and data offerings. In partnership with Scientific Beta’s established team in quantitativefinance research and its product design teams, you will be instrumental in driving the research, development, validation and product implementation of novel metrics by extracting valuable information … skills. • Experience working with large text datasets in financial applications would be an advantage. • Advanced degree (MSc. or Ph.D.) in Data Science, Computer Science, Computational Linguistics or a related quantitative field with a focus on NLP/ML techniques. More ❯