Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedgefund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quant developer, you will work closely with the business to analyse data and More ❯
Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedgefund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quant developer, you will work closely with the business to analyse data and More ❯
Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedgefund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quant developer, you will work closely with the business to analyse data and More ❯
london (city of london), south east england, united kingdom
Vertex Search
Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedgefund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quant developer, you will work closely with the business to analyse data and More ❯
working with a social and energetic team. With Intelligence provides exclusive editorial, research, data and events for senior executives within the asset management industry. These include hedgefunds, private credit, private equity, real estate and traditional asset management, and our editorial brands are seen as market leaders in providing asset manager sales and IR execs with the More ❯
reconciliations, data solutions, regulatory reporting and trade confirmation services). The Customer Support Analyst will work on a customer helpdesk supporting users at tier 1 banks, hedgefunds, and other financial institutions. The candidate will also support internal infrastructure systems as well as liaising and coordinating work with the data centre staff, as Regulatory Reporting is a More ❯
Mondrian Delta is working exclusively with a large financial services platform looking to add a talented Equity & Credit Analyst into it's public markets division. The hire will join an established platform in an exciting growth phase and play a More ❯
Mondrian Delta is working exclusively with a large financial services platform looking to add a talented Equity & Credit Analyst into it's public markets division. The hire will join an established platform in an exciting growth phase and play a More ❯
Mondrian Delta is working exclusively with a large financial services platform looking to add a talented Equity & Credit Analyst into it's public markets division. The hire will join an established platform in an exciting growth phase and play a More ❯
london (city of london), south east england, united kingdom
Mondrian Delta
Mondrian Delta is working exclusively with a large financial services platform looking to add a talented Equity & Credit Analyst into it's public markets division. The hire will join an established platform in an exciting growth phase and play a More ❯
My client is a leading Quantitative hedgefund, which deploys systematic trading strategies across multiple liquid asset classes, including equities & futures. The core of their effort is research into a wide range of market anomalies, fuelled by their unparalleled access to a wide range of publicly available data sources. They are seeking a researcher with a background in More ❯
My client is a leading Quantitative hedgefund, which deploys systematic trading strategies across multiple liquid asset classes, including equities & futures. The core of their effort is research into a wide range of market anomalies, fuelled by their unparalleled access to a wide range of publicly available data sources. They are seeking a researcher with a background in More ❯
to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedgefund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of statistical modeling, time-series analysis, and More ❯
to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedgefund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of statistical modeling, time-series analysis, and More ❯
to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedgefund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of statistical modeling, time-series analysis, and More ❯
london (city of london), south east england, united kingdom
Alexander Chapman
to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedgefund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of statistical modeling, time-series analysis, and More ❯
# Description & Requirements Bloomberg is the industry standard for financial data. It's our business and our product. From the biggest banks to the most elite hedgefunds, financial institutions need timely, accurate data to capture opportunities and evaluate risk in fast-moving markets. The Product Delivery Management team works closely with engineering, product and data groups More ❯
Western mindsets and ways of doing business Experience with the financial services/capital markets industry; experience with crypto markets and/or trading companies/hedgefunds is an advantage Experience in business development or any client-facing role (B2B sales, management consulting, investment banking, etc.) Excellent communication skills, both verbal and written - this is not More ❯
Senior Quantitative Macro Researcher Wanted! Do Not Miss This Opportunity📈 Client is a leading global multi-strategy hedge fund. They are hiring for a talented Quant to join a new team in London. Requirements: ✅Advanced degree in a quantitative discipline (e.g. Computer Science, Financial Engineering, Applied Mathematics, Statistics) from a high ranking University ✅Experience/internship at a More ❯
Senior Quantitative Macro Researcher Wanted! Do Not Miss This Opportunity📈 Client is a leading global multi-strategy hedge fund. They are hiring for a talented Quant to join a new team in London. Requirements: ✅Advanced degree in a quantitative discipline (e.g. Computer Science, Financial Engineering, Applied Mathematics, Statistics) from a high ranking University ✅Experience/internship at a More ❯
£140000 - £175000 per annum + Bonus, Pension, Other Benefits Contact email: Job ref: DE/1103/GC_ Start date: ASAP Job Overview A leading Systematic Trading Firm is looking to bolster their Front Office Data team by hiring a More ❯
risk governance processes and internal reporting What We’re Looking For 2–5 years of experience in investment risk, preferably at a quant fund, prop trading firm, or hedgefund Strong quantitative background (degree in mathematics, physics, engineering, finance, or related field) Experience with portfolio risk analytics and tools (e.g., factor models, VaR engines) Solid programming skills (Python More ❯
risk governance processes and internal reporting What We’re Looking For 2–5 years of experience in investment risk, preferably at a quant fund, prop trading firm, or hedgefund Strong quantitative background (degree in mathematics, physics, engineering, finance, or related field) Experience with portfolio risk analytics and tools (e.g., factor models, VaR engines) Solid programming skills (Python More ❯
risk governance processes and internal reporting What We’re Looking For 2–5 years of experience in investment risk, preferably at a quant fund, prop trading firm, or hedgefund Strong quantitative background (degree in mathematics, physics, engineering, finance, or related field) Experience with portfolio risk analytics and tools (e.g., factor models, VaR engines) Solid programming skills (Python More ❯
london (city of london), south east england, united kingdom
Black Swan Group
risk governance processes and internal reporting What We’re Looking For 2–5 years of experience in investment risk, preferably at a quant fund, prop trading firm, or hedgefund Strong quantitative background (degree in mathematics, physics, engineering, finance, or related field) Experience with portfolio risk analytics and tools (e.g., factor models, VaR engines) Solid programming skills (Python More ❯