13 of 13 Quantitative Finance Jobs in London

Quantitative Researcher £150,000 GBP + £100,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns … offices around the globe, they emphasize true, global collaboration by aligning their investment, technology, and operations teams functionally around the world. Building on their quantitative research platform and process-driven approach, they also run discretionary strategies to augment their systematic approach and monetize opportunities which may not be suitable ...

software engineering best practices Experience deploying ML models to production in real-time or high-frequency environments Deep understanding of 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 … cloud-native ML pipelines Exposure to LLMs, graph learning, or other advanced AI methods Strong publication record or open-source contributions in ML or quantitative finance Please apply within for further details or call on Alex ReederHarvey Nash Finance & Banking To From Record ...

protocol and market connectivity. Proven experience in eFX pricing , including price construction and algo development . Experience in front-office FX or quantitative finance environments. Proficient in UNIX/Linux systems. Familiarity with Agile, Scrum, or Kanban methodologies. Production stability mindset and ability to collaborate across infrastructure ...

Data Engineer to join its technology and data team. This is a hands-on role focused on building and optimising data infrastructure that powers quantitative research, trading strategies, and risk management. Key Responsibilities Develop and maintain scalable Python-based ETL pipelines for ingesting and transforming market data from multiple … ensure accuracy of financial time-series data. Optimize workflows for low latency and high throughput, critical for trading and research. Collaborate with portfolio managers, quantitative researchers, and traders to deliver tailored data solutions for modeling and strategy development. Contribute to the design and implementation of the firm's security ...

methods, and neural architecture search Collaborate with quants to understand pricing model requirements and identify ML opportunities Develop data-driven approaches to complement traditional quantitative finance models Support implementation of ML solutions for derivatives pricing and risk management Core Technical Skills Machine Learning Expertise : Deep understanding … Azure) Experience Track record of successfully deployed ML models at scale Experience with time series analysis and forecasting Experience applying ML in finance, trading, or risk management contexts Knowledge of stochastic processes and their applications Financial Knowledge General understanding of financial markets and instruments Basic knowledge of derivatives ...

Tailored individual total comp up to £500k+ including the option for bonus buyout/sign-on C++, Python, Algo Trading, Quant Finance, Low Latency, Linux My client is a global quant investment manager. They run systematic strategies across multiple asset classes with a culture that balances academic rigor ...

Tailored individual total comp up to £500k+ including the option for bonus buyout/sign-on C++, Python, Algo Trading, Quant Finance, Low Latency, Linux My client is a global quant investment manager. They run systematic strategies across multiple asset classes with a culture that balances academic rigor ...

Tailored individual total comp up to £500k+ including the option for bonus buyout/sign-on C++, Python, Algo Trading, Quant Finance, Low Latency, Linux My client is a global quant investment manager. They run systematic strategies across multiple asset classes with a culture that balances academic rigor ...

London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards. Key Responsibilities: Develop and optimize systems for pricing, risk, and P&L calculations. … Partner with Quantitative Modellers to refine pricing models and tools. Create solutions to meet regulatory reporting requirements (FRTB IMA). Contribute to both end-of-day and Real Time risk and P&L calculations. Build and maintain data pipelines for market data and pricing support. Work across teams ...

data, research, media) Strong project and stakeholder management skills High integrity, maturity, and discretion Education Profile (Ideal) Background in Physics (strongest preference) , Mathematics, Engineering, Quantitative STEM, or Quant Finance Graduates from Top 25 UK universities Strong A-level Maths and science results Experience Profile (Ideal ...

attentive support throughout their engagement. What you bring: a. Four (4) year degree in a technical field such as Finance, Economics, Mathematical Finance, Computer Information Systems, or relevant field b. Seven (7) years of overall work experience c. Advanced working knowledge of FIX protocol ...

Best Practices for FIX Onboarding and Integrations. Requirements a. Four (4) year degree in a technical field such as Finance, Economics, Mathematical Finance, Computer Information Systems, or relevant field b. Seven (7) years of overall work xp c. Advanced working knowledge of FIX protocol ...

Best Practices for FIX Onboarding and Integrations. Requirements a. Four (4) year degree in a technical field such as Finance, Economics, Mathematical Finance, Computer Information Systems, or relevant field b. Seven (7) years of overall work xp c. Advanced working knowledge of FIX protocol ...