11 of 11 Remote Quantitative Finance Jobs in England

of compensating controls. Contribute to strategic, cross-functional initiatives within the model risk organisation. What we'll need from you: Master's Degree or equivalent in STEM or other quantitative fields required (Mathematics, Statistics, Financial Engineering, Quantitative Finance etc.) with demonstrated Quantitative experience. Fewer years of relevant experience will be considered for candidates with higher … academic qualifications and/or certifications such as a PhD, a second master's degree, CPA or CFA. Some experience in a quantitative role in risk management at a financial institution with experience in either model development or validation, ideally experience in modelling of equity derivative products would be desirable. Strong derivative pricing skills a must (Risk neutral pricing More ❯

libraries and analytics infrastructure in Python and C++ Perform testing, validation, and documentation of models in line with internal governance and regulatory standards Key Requirements: Proven experience as a Quantitative Analyst within a front office or desk-aligned environment Deep understanding of interest rate products and pricing methodologies Strong proficiency in Python and C++ for quantitative development Solid … background in mathematics, quantitative finance, or physics Familiarity with model calibration, curve construction, and market data handling Effective communication skills and ability to collaborate with traders, technologists, and risk teams If you're a technically strong quant with a passion for rates modelling and front office impact, we'd love to hear from you. WHO WE ARE … Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. More ❯

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 quantitative finance 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 ❯

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 quantitative finance 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 ❯

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 More ❯

Experienced in C/C++ (essential), with knowledge of C# and Python (advantageous). Skilled in system architecture, software development, and data/message processing. Strong background in mathematical finance, especially XVA and credit risk models. Familiar with Agile, Scrum, DevOps, and testing best practices. Excellent communicator who can bridge gaps between technical and business teams. A proactive More ❯

Experienced in C/C++ (essential), with knowledge of C# and Python (advantageous). Skilled in system architecture, software development, and data/message processing. Strong background in mathematical finance, especially XVA and credit risk models. Familiar with Agile, Scrum, DevOps, and testing best practices. Excellent communicator who can bridge gaps between technical and business teams. A proactive More ❯

in working in investment technology and have the following attributes, we are interested in hearing from you: Keen interest in either (or a mix of) computer science, engineering, mathematics, quantitative finance, financial modelling or related disciplines A passion for coding (particularly Python, although experiences with R or Matlab are also relevant) Enjoy navigating complex data sets and 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 ❯

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 ❯

massive cloud computing analytics infra Who you are: An experienced C++ programmer, with Python experience a nice-to-have At least 2 years of experience in a quant finance/high frequency trading environment is preferred Alternatively, had impact in high-performing teams in Big Tech What's on offer: Market-leading compensation Flexible hybrid working Leading benefits … package (pension, healthcare, etc.) If you are a software engineer using C++, with previous experience in quant finance/high-performing teams in Big Tech, please apply. More ❯