26 to 50 of 330 Quantitative Research Jobs in England

global investment management firm renowned for its scientific, data-driven approach to trading and technology. Operating across a diversified range of strategies, the firm is built on cutting-edge research, proprietary systems, and a collaborative global structure. While systematic trading is at the firm’s core, a growing discretionary team complements the approach by capturing opportunities that fall outside … approaches Monitor and analyze portfolio risk and PnL Contribute to daily portfolio management, hedging, and trade execution Produce and maintain PnL attribution, risk reports, and performance summaries Collaborate with quantitative researchers to improve trading strategies and leverage firm-wide analytics and data platforms Execute trades in complex or less liquid markets where automation is not optimal Ideal Candidate Profile … Bachelor’s or Master’s degree in a quantitative or financial discipline (e.g. Mathematics, Statistics, Engineering, Computer Science, Physics, Finance, or Economics) Up to 2 years of relevant experience, including internships, ideally within a trading, investment, or derivatives-focused environment Demonstrable interest or prior exposure to volatility/options trading , either through internships, or full-time work Strong programming More ❯

global investment management firm renowned for its scientific, data-driven approach to trading and technology. Operating across a diversified range of strategies, the firm is built on cutting-edge research, proprietary systems, and a collaborative global structure. While systematic trading is at the firm’s core, a growing discretionary team complements the approach by capturing opportunities that fall outside … approaches Monitor and analyze portfolio risk and PnL Contribute to daily portfolio management, hedging, and trade execution Produce and maintain PnL attribution, risk reports, and performance summaries Collaborate with quantitative researchers to improve trading strategies and leverage firm-wide analytics and data platforms Execute trades in complex or less liquid markets where automation is not optimal Ideal Candidate Profile … Bachelor’s or Master’s degree in a quantitative or financial discipline (e.g. Mathematics, Statistics, Engineering, Computer Science, Physics, Finance, or Economics) Up to 2 years of relevant experience, including internships, ideally within a trading, investment, or derivatives-focused environment Demonstrable interest or prior exposure to volatility/options trading , either through internships, or full-time work Strong programming More ❯

global investment management firm renowned for its scientific, data-driven approach to trading and technology. Operating across a diversified range of strategies, the firm is built on cutting-edge research, proprietary systems, and a collaborative global structure. While systematic trading is at the firm’s core, a growing discretionary team complements the approach by capturing opportunities that fall outside … approaches Monitor and analyze portfolio risk and PnL Contribute to daily portfolio management, hedging, and trade execution Produce and maintain PnL attribution, risk reports, and performance summaries Collaborate with quantitative researchers to improve trading strategies and leverage firm-wide analytics and data platforms Execute trades in complex or less liquid markets where automation is not optimal Ideal Candidate Profile … Bachelor’s or Master’s degree in a quantitative or financial discipline (e.g. Mathematics, Statistics, Engineering, Computer Science, Physics, Finance, or Economics) Up to 2 years of relevant experience, including internships, ideally within a trading, investment, or derivatives-focused environment Demonstrable interest or prior exposure to volatility/options trading , either through internships, or full-time work Strong programming More ❯

and company policies. Establish data governance practices to maintain data quality and integrity. Collaborate with Legal and Compliance teams to address regulatory requirements. Market and User Insight: Integrate market research into product strategy, staying ahead of industry trends and competitive dynamics. Champion user-centric design by ensuring balanced qualitative and quantitative research methods are employed. Business Outcome … with technologies such as AWS and other cloud-based data services. Knowledge of data privacy laws and compliance requirements (e.g., GDPR, CCPA). Deep expertise in market analysis, user research, and business strategy development. Ability to translate market and user insights into actionable product strategies. Proficient in using data analytics to inform decision-making and measure product performance. Ability More ❯

Quantitative Research Analyst, Smart Beta (Mandarin Speaker) Job details Location: London Date Posted: 25 August 2018 Category: Investment Job Type: Permanent Job ID: J16611 Description Our client is a well-known Investment Management firm. This is a great opportunity to join their growing Smart Beta team. The Smart Beta team sits within the Multi-Asset business and helps … in developing systematic strategies for use within multi-asset portfolios and standalone investments. This role will primarily involve researching, constructing, and supporting systematic Smart Beta strategies. Main Responsibilities: Build quantitative investment models to analyse the data sets. Generate trading ideas through analysis of the data and conducting empirical tests. Develop quantitative and systematic trading strategies including trade idea … generation, portfolio construction, and trade execution in global markets and the China A stock market. Develop tools and platform enhancements. Liaise with Portfolio Managers and other Research Analysts to support existing strategies and client requirements. Requirements: Master's degree or higher in Finance, Computer Science, Economics, Mathematics, Engineering, or a Quantitative field. Relevant experience in a quantitative More ❯

Systematic Quantitative Researcher - Entry/Junior Level - London Office My client is a leading quantitative hedge fund with offices across Europe, North America and Asia. Their teams trade all traditional asset classes and cover a mix of MM/HFT, Stat Arb, Quant Macro, and Event-Driven strategies. The firm is looking for Junior Quantitative Researchers to … graduates with a background in mathematics, statistics, computer science or a related field. Successful candidates will work in a collaborative environment where they will gain exposure to the full research pipeline from the front office while working with developers and traders to optimize, implement, monitor and manage strategies. The Role: Collaborate with other quantitative researchers and developers to … clean datasets, discuss research, and optimise systematic trading strategies. Involvement in all aspects of the strategy research/trading pipeline, from research based on large datasets to the development, backtesting and monitoring of strategies in live trading. Requirements: The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics More ❯

Systematic Quantitative Researcher - Entry/Junior Level - London Office My client is a leading quantitative hedge fund with offices across Europe, North America and Asia. Their teams trade all traditional asset classes and cover a mix of MM/HFT, Stat Arb, Quant Macro, and Event-Driven strategies. The firm is looking for Junior Quantitative Researchers to … graduates with a background in mathematics, statistics, computer science or a related field. Successful candidates will work in a collaborative environment where they will gain exposure to the full research pipeline from the front office while working with developers and traders to optimize, implement, monitor and manage strategies. The Role: Collaborate with other quantitative researchers and developers to … clean datasets, discuss research, and optimise systematic trading strategies. Involvement in all aspects of the strategy research/trading pipeline, from research based on large datasets to the development, backtesting and monitoring of strategies in live trading. Requirements: The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics More ❯

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 quantitative finance 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 ❯

Move to Skip to Content Link Select how often (in days) to receive an alert: Create Alert Select how often (in days) to receive an alert: AVP/VP, Quantitative Strategist, Equities Location: London, GB Job Function: Public Equities Job Type: Permanent GIC is one of the world's largest sovereign wealth funds. With over 2,000 employees across … relationships with corporates provide us with opportunities to capitalize on market volatility to deliver strong investment performance We are seeking an experienced professional to join our department as a Quantitative Strategist embedded within an investment team. What impact can you make in this role? In this role, you will leverage diverse datasets and apply quantitative and AI/… level. These insights will translate into portfolio actions and enhance our investment process which spans from idea generation, due diligence, portfolio construction, risk management, and monitoring. You will conduct quantitative research and analysis to help our investment team understand the impact of various macro drivers and events on the portfolio. Additionally, you will gather internal data to perform More ❯

Quantitative Developer - Trading Algorithms Job Function Summary The Central Liquidity Strategies (CLS) business manages a number of portfolios and products designed to optimize the firm's trading and execution approach by providing internal liquidity solutions for portfolio managers on both a risk and agency basis. We are seeking a highly driven, results-oriented Senior Quantitative Developer with a … Simulation: Develop a framework of simulators that use market data and trade history (or models) to evaluate the efficacy of algorithmic logic changes. Collaboration with Quant Analysts: Partner with quantitative research analysts to productionize market microstructure and short-term signal models. Performance Evaluation: Develop execution analysis reporting with appropriate benchmarks to evaluate the performance of custom algorithms. Monitoring … Electronic Engineering, Biochemistry, applied math, or statistics. Technical Skills: Strong programming skills in C++ or Java, with a focus on event-driven real-time trading processes. Analytical Skills: Excellent quantitative and analytical skills, with the ability to interpret complex data and develop actionable insights. Communication: Strong verbal and written communication skills, with the ability to convey technical concepts to More ❯

Opportunity Overview Corporate Title: Associate Office Location: London Job Function: Quantitative Engineering - Trading Strats Division: Global Banking & Markets Job Description At Goldman Sachs, our quantitative strategists are at the forefront of our business, solving real-world problems using various analytical methods. Working closely with traders and sales, they provide invaluable quantitative insights into complex financial and technical … challenges that drive our business decisions. We are a team dedicated to transforming the Equity business through quantitative trading and automation of key decisions. Our scope includes products such as stocks, options, ETFs, and futures, with strategies like market making, automatic quoting, risk management, systematic trading, and algorithmic execution across global venues. We utilize statistical analysis and mathematical models … to enhance business performance and collaborate closely with traders and sales to deliver value to clients and the firm. Role Responsibilities Lead our Quantitative Trading & Market Making desk, developing market making and quoting strategies for equities, from cash to derivatives. Apply advanced statistical analysis and techniques like neural networks to create models that inform systematic trading and risk management More ❯

Job Description JOB DESCRIPTION In Goldman Sachs, quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working closely with traders and sales, strategists provide invaluable quantitative insights into complex financial and technical challenges that drive our business decisions. We are a team of strategists working to transform … the Equity business through quantitative trading and automation of key daily decisions. Our scope includes product types such as stocks, options, ETFs, and futures, with strategies including market making, automatic quoting, central risk management, systematic trading, and algorithmic execution across global venues. We deploy statistical analysis and mathematical models to enhance business performance, collaborating with traders and sales on … the trading floor to deliver value to clients and the firm. Role Responsibilities Lead our Quantitative Trading & Market Making desk by developing market making and quoting strategies across equity products, from cash to derivatives. Utilize advanced statistical analysis and techniques such as neural networks to build models that inform systematic trading and risk management decisions in real time. Implement More ❯

classes. Their commitment to innovation and precision execution sets them apart in the global financial landscape. Culture and Environment The firm operates on a meritocratic foundation, attracting top-tier quantitative researchers and portfolio managers. It fosters a culture of intellectual curiosity, collaboration, and excellence. The work environment encourages open dialogue, continuous learning, and the transformation of bold ideas into … Team members thrive in a fast-paced, dynamic setting where innovation and performance go hand in hand. The Opportunity: Quant Researcher - Closing Auctions Our client is seeking an experienced Quantitative Researcher with expertise in end-of-day closing auction strategies. As a key member of a high-performing statistical arbitrage team, you will apply advanced quantitative techniques to … strategies into broader trading frameworks, informed by market microstructure insights. Continuously monitor and analyze auction market conditions to refine algorithms and enhance performance. Stay informed on academic and industry research to incorporate cutting-edge methodologies into strategy development. Candidate Profile Ph.D. or Master's degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Computational More ❯

classes. Their commitment to innovation and precision execution sets them apart in the global financial landscape. Culture and Environment The firm operates on a meritocratic foundation, attracting top-tier quantitative researchers and portfolio managers. It fosters a culture of intellectual curiosity, collaboration, and excellence. The work environment encourages open dialogue, continuous learning, and the transformation of bold ideas into … Team members thrive in a fast-paced, dynamic setting where innovation and performance go hand in hand. The Opportunity: Quant Researcher - Closing Auctions Our client is seeking an experienced Quantitative Researcher with expertise in end-of-day closing auction strategies. As a key member of a high-performing statistical arbitrage team, you will apply advanced quantitative techniques to … strategies into broader trading frameworks, informed by market microstructure insights. Continuously monitor and analyze auction market conditions to refine algorithms and enhance performance. Stay informed on academic and industry research to incorporate cutting-edge methodologies into strategy development. Candidate Profile Ph.D. or Master's degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Computational More ❯

Risk Analytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide quantitative risk analysis to … support daily counterparty credit risk management. Responsibilities • Develop and implement analytics for counterparty credit risk management. • Build infrastructure to consolidate counterparty credit risk models across systems. • Perform quantitative research to implement model changes, enhancements and remediations. • Work with stakeholders across business and functional teams during model development process. • Create tools and dashboards which can enhance and improve the … and back-test risk models. • Assess the methodologies and processes to identify potential weaknesses and the associated materiality of the risk Qualifications • At least a Master’s Degree in quantitative subject; PhD Degree is a plus. • Deep understanding of pricing and risk calculations for financial derivatives. • Strong analytical skills required to understand quantitative models, and to translate that More ❯

Risk Analytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide quantitative risk analysis to … support daily counterparty credit risk management. Responsibilities • Develop and implement analytics for counterparty credit risk management. • Build infrastructure to consolidate counterparty credit risk models across systems. • Perform quantitative research to implement model changes, enhancements and remediations. • Work with stakeholders across business and functional teams during model development process. • Create tools and dashboards which can enhance and improve the … and back-test risk models. • Assess the methodologies and processes to identify potential weaknesses and the associated materiality of the risk Qualifications • At least a Master’s Degree in quantitative subject; PhD Degree is a plus. • Deep understanding of pricing and risk calculations for financial derivatives. • Strong analytical skills required to understand quantitative models, and to translate that More ❯

Risk Analytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide quantitative risk analysis to … support daily counterparty credit risk management. Responsibilities • Develop and implement analytics for counterparty credit risk management. • Build infrastructure to consolidate counterparty credit risk models across systems. • Perform quantitative research to implement model changes, enhancements and remediations. • Work with stakeholders across business and functional teams during model development process. • Create tools and dashboards which can enhance and improve the … and back-test risk models. • Assess the methodologies and processes to identify potential weaknesses and the associated materiality of the risk Qualifications • At least a Master’s Degree in quantitative subject; PhD Degree is a plus. • Deep understanding of pricing and risk calculations for financial derivatives. • Strong analytical skills required to understand quantitative models, and to translate that More ❯

investment firm that invests exclusively in enterprise software, data and technology-enabled businesses, making Pipedrive the fifth unicorn from Estonia. We are looking for a Senior Product Designer to research, analyze, design, and validate Pipedrive's core experiences across different channels and platforms. You will gain a thorough understanding of our users' needs regarding integrating with Pipedrive by utilizing … a variety of quantitative and qualitative research methods and will prototype solutions to improve its quality and user experience. If you are someone who has high empathy for users, is good with collaborating with others, loves data-backed decision-making and is obsessed with solving customer problems, we'd love to meet you! Your new adventure: Work together … manager and rest of the team to explore opportunities, understand user needs and translate those into experiments, solutions and, in the end, elegant interface designs Initiate and organize user research using a variety of qualitative and quantitative research methods to understand the needs of Pipedrive's users Dive into data points and a world of causation and More ❯

Our client is a global consulting firm specializing in advanced analytics, quantitative finance, 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 tools for More ❯

A prestigious, multi-strategy hedge fund managing billions in global AUM is seeking a highly skilled Quantitative Developer to join their front-office quantitative research team. This role focuses on the design and implementation of a state-of-the-art, cross-asset pricing and risk platform, built with a C++ server and lightweight Python and Excel client … interfaces. You will work directly with quantitative researchers, risk teams, and technologists in a fast-paced, collaborative environment, driving the development of scalable infrastructure to support advanced analytics and decision-making. Key Responsibilities: Architect and implement a robust server-client platform for cross-asset pricing and risk. Build and maintain real-time and batch job infrastructure on internal and More ❯

A prestigious, multi-strategy hedge fund managing billions in global AUM is seeking a highly skilled Quantitative Developer to join their front-office quantitative research team. This role focuses on the design and implementation of a state-of-the-art, cross-asset pricing and risk platform, built with a C++ server and lightweight Python and Excel client … interfaces. You will work directly with quantitative researchers, risk teams, and technologists in a fast-paced, collaborative environment, driving the development of scalable infrastructure to support advanced analytics and decision-making. Key Responsibilities: Architect and implement a robust server-client platform for cross-asset pricing and risk. Build and maintain real-time and batch job infrastructure on internal and More ❯

that significantly improve patient outcomes. At Optum, we embrace new ideas and innovative solutions, and we want you to bring your knowledge and expertise to the highly valued User Research team. You will play a significant part in designing and conducting research studies to present findings on products that are shaping the next evolutionary stage in health technology. … part of a company where you are valued and a role that allows you to see your contribution come to life improving current and future health outcomes through user research, then apply today! This User Researcher role is predominantly home working, however there is a requirement to visit customer/user sites on an ad hoc basis and attend … in our collaboration hubs. What you’ll do As a User Researcher, we will be looking for you to form part of a cross-functional team to align user research activities across multiple projects. Taking a consultative approach, you will utilise a variety of research methodologies from discovery to usability testing to pilot feedback, you will guide stakeholders More ❯

that significantly improve patient outcomes. At Optum, we embrace new ideas and innovative solutions, and we want you to bring your knowledge and expertise to the highly valued User Research team. You will play a significant part in designing and conducting research studies to present findings on products that are shaping the next evolutionary stage in health technology. … part of a company where you are valued and a role that allows you to see your contribution come to life improving current and future health outcomes through user research, then apply today! This User Researcher role is predominantly home working, however there is a requirement to visit customer/user sites on an ad hoc basis and attend … in our collaboration hubs. What you’ll do As a User Researcher, we will be looking for you to form part of a cross-functional team to align user research activities across multiple projects. Taking a consultative approach, you will utilise a variety of research methodologies from discovery to usability testing to pilot feedback, you will guide stakeholders More ❯

My client, a prestigious European Multi-Strat Hedge Fund, is seeking a highly capable Quantitative Developer to join its team in London. This is a unique opportunity to contribute to the design and development of a next-generation, cross-asset pricing and risk platform that underpins investment and risk decisions across the firm. This role sits at the intersection … of quantitative research, engineering, and front-office risk, offering the chance to build a state-of-the-art risk system using modern C++ and Python. You will work directly with quantitative analysts, traders, risk managers, and IT teams to deliver a robust, scalable system supporting pricing, calibration, and scenario generation across asset classes. The ideal candidate is More ❯

My client, a prestigious European Multi-Strat Hedge Fund, is seeking a highly capable Quantitative Developer to join its team in London. This is a unique opportunity to contribute to the design and development of a next-generation, cross-asset pricing and risk platform that underpins investment and risk decisions across the firm. This role sits at the intersection … of quantitative research, engineering, and front-office risk, offering the chance to build a state-of-the-art risk system using modern C++ and Python. You will work directly with quantitative analysts, traders, risk managers, and IT teams to deliver a robust, scalable system supporting pricing, calibration, and scenario generation across asset classes. The ideal candidate is More ❯