1 to 25 of 44 Quantitative Trading Jobs in England

Operations – Algorithmic Trading Location: London or Dubai (quant-driven electronic market maker) Overview: A senior strategic leadership role at a leading quantitative trading firm that uses machine learning and data-driven intelligence to provide liquidity across global financial markets. The firm values strategic thinking, resilience … Strong grasp of market microstructure, order flow, and risk management . Exceptional communicator with strategic influence across technical and executive teams. Desirable: Background in quantitative trading or software engineering . Familiarity with AI/ML , predictive analytics , and trading platforms (IB, MetaQuotes ...

more than 350 people operating throughout North America and in Europe. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide … live trading Requirements Bachelor's degree or higher in CS, Engineering or other technical discipline 3+ years professional experience developing infrastructure for quantitative trading Experience developing high-performance, multi-threaded applications using Java Demonstrated strong ability to program in a scientific computing environment (Python/ ...

client, a major Quantitative Hedge fund, is looking to hire a Rust Software Engineer/Quantitative Developer to help develop a new systematic trading platform. This is a greenfield project and is a fantastic opportunity to be exposed to all aspects of the quantitative trading … Python 3+ years of financial software engineering experience Previous buyside experience Strong Linux development and SQL skillset BS in Computer Science, Engineering, or related quantitative discipline CQF certification is a bonus To discuss the role in confidence, please reach out to Rhys at rhys.nugent@capitalmarkets.ie . ...

Location: Central London, Greater London - United Kingdom Type: Permanent Graduate Financial Recruitment Consultant Anson McCade is a leading global talent search firm specializing in Quantitative Research, Quantitative Trading, and Technology. We work with many top-tier investment banks, hedge funds, proprietary trading houses, asset … supplier to many of the world's largest and most elite financial organizations. We build exceptional teams for top-tier financial and trading firms across the US, EMEA, and APAC. We are seeking an ambitious Graduate Financial Recruitment Consultant with a passion for trading ...

management techniques. Discover, test, and validate new patterns and trading signals using backtesting and performance analysis. Collaborate closely with the firm’s quantitative trading and research teams to create robust solutions for automated DeFi trading. Stay current with developments in DeFi to identify short-term … trading opportunities and inform long-term strategic direction. Your Profile: PhD or Master’s degree in Computer Science, Mathematics, Physics, Engineering, Quantitative Finance, or a related technical field. Prior experience with DeFi-focused trading strategies, either professionally or personally. Strong familiarity with DEXs, protocol mechanics ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high-level language and you will be sitting in their fixed income desk. … business Build and optimize time-series databases that support trading, risk, and research systems. Create APIs and tools to support quantitative researchers, traders, and portfolio managers Contribute to trading infrastructure including simulation and back-testing platforms Requirements: Excellent coding skills in C++ ...

Systematic Equity Stat Arb Quantitative Researcher A leading systematic multi-strategy hedge fund is expanding its systematic equity team and is seeking a talented Quantitative Researcher with a proven track record in statistical arbitrage strategy development. This is a unique opportunity to join a high-performing team focused … alpha-driven strategies across global equity markets. Key Responsibilities • Conduct alpha research, backtesting, and implementation of systematic stat arb strategies • Design and develop new quantitative trading models across global equity markets • Optimize portfolio construction and enhance existing trading strategies • Leverage big data and machine learning ...

seeking a Java Developer/eTrading Strategist to join its London Rates eTrading team. This front-office role sits at the intersection of quantitative research, trading, and technology, focused on delivering high-performance Java systems for pricing and electronic execution across the bank's global Rates business. … latency trading , we'd love to hear from you. Desired Skills and Experience Computer Science Degree Java Rates algo Front Office Quant Trading McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds. ...

Python Quant Developer (VMM) We are working with a leading quantitative trading firm to find a Python Quant Developer to join their research infrastructure team. This is an exciting opportunity to work alongside quantitative researchers and engineers, building the tools and systems that power cutting-edge … improve research productivity. Your work will directly enable faster, more effective research across multiple strategies. Key Responsibilities Develop internal tools and frameworks to support quantitative research Build robust and scalable data pipelines and workflows Provide strong engineering foundations to accelerate research and experimentation Skills & Experience to Highlight/Look ...

About iSAM iSAM is an innovative, financial technology firm specialising in quantitative trading, compromised of iSAM Funds and iSAM Securities. iSAM Securities regulated by the FCA, SFC, and CIMA registered, is a leading algorithmic trading firm and trusted electronic market maker, providing liquidity, technology … group’s bank Prime Brokers. iSAM Funds is an alternative asset manager specialising in systematic investing. Each strategy is unique, provides a specialist quantitative approach and is designed to deliver highly diversifying absolute returns for institutional portfolios. About the Role The role is for a Sales Executive charged with ...