PhD in computer science or other quantitative discipline 5+ years of industry experience in a quantitative business, including experience working on high-frequency/low-latency technology Experience developing backtesting, simulation, and trading systems Experience in developing aggressive and passive tactics. HFT business knowledge and good mathematical skills is a plus. Broad knowledge and experience with performance tradeoffs for common More ❯
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, Physics, Computer Science More ❯
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, Physics, Computer Science More ❯
career growth. Location London Principal Responsibilities Working alongside the SPM on alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies Combine rigorous scientific methods and machine learning or statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong More ❯
Strong knowledge in financial derivatives products in multiple asset classes preferred Prior experience in applying risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models will be an advantage. Ability to be a team player and to collaborate with other teams Ability to conduct research, analyze problems, formulate and implement solutions More ❯
other teams in RISK, Risk Systems and Front Office will call for strong communication skills. Working in close partnership with quantitative analysts within SIGMA, analysts with Risk Systems and backtesting team members, as well as other stakeholders in RISK, the successful candidate will be expected to: · Contribute to the delivery of regulatory projects focused around the CCR metrics. This includes More ❯
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 with model developers and Front Office quants to understand model design and propose improvements where necessary. Contribute to validation reports that meet internal governance More ❯
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 with model developers and Front Office quants to understand model design and propose improvements where necessary. Contribute to validation reports that meet internal governance More ❯
Research: Collaborating closely with the Senior Portfolio Manager (SPM) to drive the research agenda, with a primary focus on idea generation, data gathering, research/analysis, model implementation, and backtesting of systematic equity strategies. Model Development: Combining financial insights with advanced statistical learning techniques to analyze diverse datasets, build predictive models, and apply them to the investment process. Collaboration: Working More ❯
quickly on algorithmic strategies, adapting to market dynamics and optimizing performance in real-time. You possess an innate curiosity, and thrive on learning new technologies. Proficiency in Python for backtesting, scripting, and analysis, along with SQL for managing large-scale data systems. Strong focus on performance optimization, identifying bottlenecks, and improving throughput in high-frequency, low-latency real-time systems. More ❯
credit risk, data engineering, product, and compliance teams Support model governance and documentation: Ensure models meet regulatory expectations and internal standards Conduct model monitoring and performance analysis: Regularly assess backtesting results and recalibrate when needed REQUIREMENTS Strong experience building IFRS9 models (PD, LGD, EAD) Hands-on credit scorecard development ( Python or SAS (ideally both) Solid understanding of lending products and More ❯
credit risk, data engineering, product, and compliance teams Support model governance and documentation: Ensure models meet regulatory expectations and internal standards Conduct model monitoring and performance analysis: Regularly assess backtesting results and recalibrate when needed REQUIREMENTS Strong experience building IFRS9 models (PD, LGD, EAD) Hands-on credit scorecard development ( Python or SAS (ideally both) Solid understanding of lending products and More ❯
Please note this is for London, UK. You only need toapply to one location if there are multiple listed for the job. Apply Now At Ripple, we're building a world where value moves like information does today. It's More ❯
Work at the center of the finance industry When you join one of our research and trading teams, you will help support our goal of enhancing and preserving the value of our clients' portfolios by providing easier access to integrated More ❯
Our client is seeking a highly motivated Market Risk Business Analyst to join their growing Risk Management team. In this role, you will play a critical part in identifying, measuring, and reporting market risk across trading activities and investment portfolios. More ❯
Our client is a leading and well-established player in the Digital Asset and Cryptocurrency Quantitative/Algorithmic trading industry. The business is going from strength to strength, they are currently going through a period of exponential growth and are More ❯
About Wintermute Wintermute is one of the largest crypto native algorithmic trading companies in digital assets. We provide liquidity across most cryptocurrency exchanges and trading platforms, a broad range of OTC trading solutions as well as support high profile blockchain More ❯
techniques to develop short-term alpha signals, with time horizons ranging from milliseconds to minutes Lead research efforts to improve signal generation, execution logic, and strategy robustness through extensive backtesting Analyze orderbook and transaction-level data across a range of trading pairs and market conditions to identify inefficiencies Run agent-based simulations to evaluate market structure and the behavior of … setting Familiarity with high-frequency or medium-frequency strategy development, especially on CLOBs Quant Research Track Experience developing machine learning models or statistical pipelines for financial data Experience with backtesting frameworks, model retraining pipelines, or research tooling Preferred Prior experience in market making or quantitative trading, particularly in crypto or DeFi Familiarity with smart contract mechanics and decentralized exchanges Knowledge More ❯
About us: XBTO is a leading institutional provider for digital assets. In 2015, XBTO was first to provide institutional-grade liquidity to major trading platforms. Since then, we have made significant efforts to create stability in the cryptocurrency markets. XBTO More ❯
About us: XBTO is a leading institutional provider for digital assets. In 2015, XBTO was first to provide institutional-grade liquidity to major trading platforms. Since then, we have made significant efforts to create stability in the cryptocurrency markets. XBTO More ❯
Flowdesk is rapidly growing and looking for new talents! Founded in 2020, Flowdesk is a regulated, full-service digital asset trading and technology firm that specializes in market making, OTC and treasury management services. We have engineered a trading infrastructure More ❯
Responsibilities eFX Trading/Quant Development Manager (DIR) Societe Generale is one of Europe's leading financial services groups and a major player in the economy for over 160 years, we support25 million clientsevery day with more than126,000 staffin65 More ❯
Equities Quant Platform Engineering Lead - Python (Technology) - VP Overview Citi is a world-leading global bank. We have approximately 200 million customer accounts and a presence in more than 160 countries and jurisdictions worldwide. We provide consumers, corporations, governments, and More ❯
Social network you want to login/join with: Please note, we are not actively hiring for this role. Please apply if you are interested in future opportunities within our quantitative strategy group. Capula is looking to hire Quantitative Strategists More ❯
Who we are We are an energy trading company generating liquidity across global commodities markets. We combine deep trading expertise with proprietary technology and the power of data science to be the best-in-class. Our understanding of volatile, data More ❯
