23 of 23 Equities Jobs in London

asset management. Experience working with time-series data and real-time data processing. Knowledge of risk metrics (VaR, Greeks, PnL attribution) and trading instruments (equities, derivatives, FX, etc.) Please apply within for further details - Matt Holmes, Harvey Nash

financial markets and quantitative modeling Preferred: Experience in front-office roles or collaboration with trading desks Familiarity with financial instruments across asset classes (equities, FX, fixed income, derivatives) Experience with distributed computing frameworks (e.g., Spark, Dask) and cloud-native ML pipelines Exposure to LLMs, graph learning, or other advanced

financial markets and quantitative modeling Preferred: Experience in front-office roles or collaboration with trading desks Familiarity with financial instruments across asset classes (equities, FX, fixed income, derivatives) Experience with distributed computing frameworks (e.g., Spark, Dask) and cloud-native ML pipelines Exposure to LLMs, graph learning, or other advanced

Proven experience as a Technical Analyst or Business Analyst in an Investment Banking or Capital Markets environment. Strong understanding of financial instruments including derivatives, equities, fixed income, and FX. Hands-on experience with regulatory reporting frameworks: MIFID II, EMIR, SFTR. Familiarity with trade lifecycle and transaction data from front

someone with: Proven experience as a Business Analyst in an Investment Banking or Capital Markets environment. Strong understanding of financial instruments including derivatives, equities, fixed income, and FX. Hands-on experience with regulatory reporting frameworks: MIFID II, EMIR, SFTR. Familiarity with trade lifecycle and transaction data from front to back

strategies (VWAP, TWAP, Arrival Price etc.) Demonstrable experience of Front Office system design and architecture (algo trading plant and topology) Business Knowledge - Understanding of equities and/or derivatives markets. Knowledge of FIX (heartbeating, login, sequence numbers, message types etc.) Initial 12 month contract, hybrid working, inside IR35 role

Desirable Knowledge of benchmark algos (VWAP, TWAP, Arrival Price) and smart order routing Understanding of FIX protocol , market data , and exchange connectivity Experience in equities and/or derivatives electronic trading systems Exposure to agile development and high-frequency trading architectures McGregor Boyall is an equal opportunity employer

Desirable Knowledge of benchmark algos (VWAP, TWAP, Arrival Price) and smart order routing Understanding of FIX protocol , market data , and exchange connectivity Experience in equities and/or derivatives electronic trading systems Exposure to agile development and high-frequency trading architectures McGregor Boyall is an equal opportunity employer

least 1 years experience across: MiFIR and EMIR regulation. Knowledge of the execution and clearing of various asset classes including Exchange Traded Derivatives, Equities, CFDs, Fixed Income and Foreign Exchange Experience of the LSEG UnaVista platform or a similar ARM/Trade Repository If you would like to hear more

technical experience (calculation, reporting, configuration). Strong knowledge of Basel III; Basel IV highly desirable. Capital Markets background with understanding of derivatives, fixed income, equities, and their impact on regulatory capital. Proficiency in SQL for data analysis and validation. Excellent communication skills to articulate technical concepts to non-technical stakeholders.

rooftop terrace with skyline views, and sustainable in-house dining all designed to support well-being and balance. The Opportunity Youll join the Equities Cash Technology team a global group of highly skilled engineers and quants who design, build, and optimise low-latency electronic trading systems used across EMEA

find out more ;-) Keywords: C++, C ++, C++14, C++17, C++20, C++23, Quant Research, Quant Development, Quant Developer, Intraday Trading, Quant Fund, Hedge Fund, Finance, Equities, Futures, FX, Modelling, Strategies, Trading Signals, Multithreading, Linux, Unix, High-Performance, Operating Systems, Real-Time, Algorithms, Algorithmic Trading, Electronic Trading, E-Trading, Systematic Trading, High

risk. Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real

markets and middle/back-office operations, including trade lifecycle, settlements, and FO & BO position/cash reconciliation. Solid knowledge of multiple asset classes (equities, bonds, ETDs, ETFs, swaps) to define effective testing strategies and approaches. Ability to lead test data collection and implement comprehensive strategies for functional, regression

markets and middle/back-office operations, including trade lifecycle, settlements, and FO & BO position/cash reconciliation. Solid knowledge of multiple asset classes (equities, bonds, ETDs, ETFs, swaps) to define effective testing strategies and approaches. Ability to test data collection and implement comprehensive strategies for functional, regression, and integration

markets and middle/back-office operations, including trade lifecycle, settlements, and FO & BO position/cash reconciliation. Solid knowledge of multiple asset classes (equities, bonds, ETDs, ETFs, swaps) to define effective testing strategies and approaches. Ability to lead test data collection and implement comprehensive strategies for functional, regression

Hedge Fund - Senior C++ Quant Developer - Equities - Linux - Python - Data/Algos/Low latency Hedge Fund background essential C++ (Version 11 upwards), Linux, Python (nice to have). Trading systems experience - ideally experience working in the equities space. Ideally the technical has experience with algo implementation. Quantitative Developer - Equities

leading global electronic trading organisation is seeking a Quantitative Developer to join its equities algorithmic trading and research group. This team designs, evaluates and enhances models that directly influence how execution strategies behave across global markets. This role suits someone who enjoys combining quant research, model development, and hands … analysis, model refinement, and implementation of strategy logic. What you'll be working on Designing, enhancing and validating models used within execution algorithms Analysing equities market microstructure and client trading outcomes Determining whether customer performance is good or poor and why Implementing logic changes within a Java-based algorithmic framework

leading global electronic trading organisation is seeking a Quantitative Developer to join its equities algorithmic trading and research group. This team designs, evaluates and enhances models that directly influence how execution strategies behave across global markets. This role suits someone who enjoys combining quant research, model development, and hands … analysis, model refinement, and implementation of strategy logic. What you'll be working on Designing, enhancing and validating models used within execution algorithms Analysing equities market microstructure and client trading outcomes Determining whether customer performance is good or poor and why Implementing logic changes within a Java-based algorithmic framework

Senior TechOps, Equities Platform London, Hybrid £competitive + excellent bonus + benefits International Capital Markets firm is scaling its London Equities platform and is hiring a Senior TechOps Associate to drive platform reliability, low-latency performance, and controlled change across OMS/EMS, eTrading/algo, market data, and exchange

leading global electronic trading organisation is seeking a Quantitative Developer to join its equities algorithmic trading and research group. This team designs, evaluates and enhances models that directly influence how execution strategies behave across global markets. This role suits someone who enjoys combining quant research, model development, and hands

newly created position has arisen for a Low Latency C++ Software Developer to join the Equities Trading desk to work on key trading systems during trading hours. This is a leading bank in the City that is expanding and the role has arisen out of growth. Some of the duties

Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. I am seeking an experienced C Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building … maintain data pipelines for market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: C Python Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such