Join the Pinnacle of Quantitative Trading: C++ Developer Opportunity at a Global Hedge Fund! Are you an accomplished C++ Developer with a background in mid-frequency execution platforms? Here's an exceptional chance to play a pivotal role within one of the world's leading Hedge Funds! We are actively seeking a skilled individual to join an esteemed Cross … edge algorithms for seamless trade execution. Develop and implement robust, high-performance C++ code, specifically tailored for mid-frequency execution platforms, to enhance our trading strategies. Work closely with quantitative researchers and traders to optimise algorithmic performance across diverse asset classes. Qualifications: Profound expertise in C++ development, showcasing a solid grasp of data structures and algorithms. Proven track record … in algorithmic execution, particularly on mid-frequency platforms within a financial context. Familiarity with Cross-Asset trading and an enthusiasm for staying at the forefront of quantitative trading technologies. Exceptional problem-solving skills and the ability to thrive in a fast-paced, collaborative environment. Benefits: Competitive base salary Bonus buyout option Guaranteed bonus Benefits More ❯
Quant Developer - C++ - Execution Algo's - Hedge Fund Contact email: Job ref: qcpp/hh/09 Startdate: ASAP Join the Pinnacle of Quantitative Trading: C++ Developer Opportunity at a Global Hedge Fund! Are you an accomplished C++ Developer with a background in mid-frequency execution platforms? Here's an exceptional chance to play a pivotal role within one … edge algorithms for seamless trade execution. Develop and implement robust, high-performance C++ code, specifically tailored for mid-frequency execution platforms, to enhance our trading strategies. Work closely with quantitative researchers and traders to optimise algorithmic performance across diverse asset classes. Qualifications: Profound expertise in C++ development, showcasing a solid grasp of data structures and algorithms. Proven track record … in algorithmic execution, particularly on mid-frequency platforms within a financial context. Familiarity with Cross-Asset trading and an enthusiasm for staying at the forefront of quantitative trading technologies. Exceptional problem-solving skills and the ability to thrive in a fast-paced, collaborative environment. By submitting your details you agree to our T&Cs More ❯
premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. Responsibilities: Perform rigorous and innovative research to … intraday to a few days. Help improve existing strategies and portfolio optimization. Analyze tick-level data for execution enhancements. Be a core contributor to growing the investment process and research infrastructure of the team. Requirements: Strong quantitative education. Masters or PhD preferred. 3+ years of work experience in systematic alpha research, portfolio construction and optimization in futures … markets. Experience developing short term alpha signals (intraday or a few days) Commodities specific knowledge is a plus. Experience managing and running risk. Collaborative mindset with strong independent research abilities. Previous experience with Java and Linux is a plus. Commitment to the highest ethical standards. More ❯
Company: Globally leading market-making proprietary trading firm. Location: London, United Kingdom. Responsibilities: Research, design, and implement high-frequency trading strategies in FICC markets. Extract signals from large scale market data to find alpha opportunities. Work closely with developers and traders to deploy models into production. Continuously optimise models for performance and robustness once live. Requirements: Bachelor’s or … Master’s degree in Mathematics, Computer Science, Engineering, or a related field. PhD is a plus. Extensive experience in quantitative trading, preferably within a high-frequency or intraday trading environment. Proven track record of successful trading strategies across multiple asset classes (e.g., equities, futures, options, FX). Experience with Eurex/CME is an advantage. Strong programming skills (Python More ❯
Company: Globally leading market-making proprietary trading firm. Location: London, United Kingdom. Responsibilities: Research, design, and implement high-frequency trading strategies in FICC markets. Extract signals from large scale market data to find alpha opportunities. Work closely with developers and traders to deploy models into production. Continuously optimise models for performance and robustness once live. Requirements: Bachelor’s or … Master’s degree in Mathematics, Computer Science, Engineering, or a related field. PhD is a plus. Extensive experience in quantitative trading, preferably within a high-frequency or intraday trading environment. Proven track record of successful trading strategies across multiple asset classes (e.g., equities, futures, options, FX). Experience with Eurex/CME is an advantage. Strong programming skills (Python More ❯
we do that matters-it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus. We are seeking a Quantitative Researcher to join our Commodities Weather Team. The successful candidate will: Apply statistical and machine learning (ML) techniques to model commodity fundamentals. Support the maintenance and expansion of our … in-house suite of models. Collaborate with engineers to deploy new models in a production environment. Formulate trading ideas by analyzing fundamental and weather datasets. Research and develop predictive signals for use in systematic trading strategies. Qualifications: Master's or PhD in a technical discipline, preferably Physics, Mathematics, or Statistics. Strong proficiency in probability and statistics, including time series More ❯
A leading global multi-strategy hedge fund (north of $20bn AUM) is seeking to bring on a junior quantitative researcher to an established index rebal team. They are specifically looking for candidates with 0-2 years of experience, and ideally some buyside experience (this can be an internship). This is an exciting opportunity for an early-careers quant More ❯
A leading global multi-strategy hedge fund (north of $20bn AUM) is seeking to bring on a junior quantitative researcher to an established index rebal team. They are specifically looking for candidates with 0-2 years of experience, and ideally some buyside experience (this can be an internship). This is an exciting opportunity for an early-careers quant More ❯
Greenfield segment Meet or exceed quarterly revenue targets. Hire, Manage and Develop a world class sales Team Develop and execute against a strategic sales plan. Lead internal projects involving quantitative analysis, industry research and strategic development. Accelerate customer adoption. Maintain a robust sales pipeline. Work with partners to extend reach & drive adoption. Lead and coach the team in More ❯
language models uniquely suited to capital markets while advancing the state-of-the-art.We are a venture backed company founded by professionals with experience spanning machine learning, trading, and quantitative research. As an experienced ML expert in the Data Science team, you will part of an innovative team of machine learning researchers, engineers, and domain experts. Here you will … you might work on: Automated flagging of cases where model predictions might be incorrect. Building more efficient data annotation strategies to fine-tune an LLM. Requirements: MSc with enough research experience (industry or academia) or PhD in a relevant subject. Extensive background in using and developing deep learning methods. Substantial understanding of deep learning methods and breadth of knowledge More ❯
London, South East, England, United Kingdom Hybrid / WFH Options
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Join a lean, highly effective engineering team powering one of the most advanced digital-asset trading infrastructures. Our client marries the high-performance engineering standards of traditional quantitative trading with the agility and innovation typical of a tech startup. Their digital-asset platform isn't just another asset class, they're building what’s next in compliant, scalable trading … and reporting. Develop the front-end interface used daily by traders. Automate settlement workflows with direct liquidity partners (beyond centralised exchanges). Support tooling and storage systems used by quantitative researchers for machine-learning features. Skills & Experience You’re a pragmatic, passionate engineer who writes clean, efficient code. You thrive in flat, collaborative environments and work well alongside cross More ❯
We are currently seeking a quantitative researcher with a strong background in statistics to join our team. The role will be responsible for developing and implementing models for our energy supply business. As a quant researcher, you will work closely with our engineering team to ensure the accuracy and effectiveness of our models. Responsibilities: • Develop and implement models for … risk. • Conduct data analysis and modeling to support risk management decisions. • Stay current with industry developments and regulations related to credit risk management. • 2+ years of experience as a quantitative researcher or data scientist. • Strong programming skills in Python and experience with data science tools such as Pandas, NumPy, and SciPy. • Strong statistical and modeling skills. • Strong communication and More ❯
