10 of 10 Remote Quantitative Finance Jobs in London

the design of ESG constraints for client-driven investment solutions, help build predictive models and design interactive data applications. We're Looking for Teammates With: Bachelor's degree in Quantitative Finance, Computer Science, Mathematics, Statistics, or a related STEM field, with 2+ years of experience on the buy-side or sell-side. Strong communication skills with the … Jira, and Confluence. A demonstrated interest in sustainability, systematic investing and a willingness to undertake self-study towards the CFA Sustainable Investing Certificate. Why Work Here: Acadian is a quantitative investment firm where ideas are empowered by technology. Our team is made up of a diverse mix of professionals who thrive in a culture that fosters ingenuity through collaboration More ❯

Press Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Create Alert AVP/VP, Quantitative Strategist, Fixed Income & Multi Asset Location: London, GB Job Function: Fixed Income & Multi Asset Job Type: Permanent GIC is one of the world's largest sovereign wealth funds. With over 2,000 employees across … the Point of Impact for Singapore's financial future, and the communities we invest in worldwide. Investment Insights Group The Investment Insights Group (IIG) comprises of a team of quantitative researchers and data scientists residing in each asset department to harness alternative data and advanced quantitative methods to generate superior investment performance for GIC. While quantitative researchers … reside within specific asset departments alongside investment teams, they are also part of the broader IIG community, which provides ongoing capability development in quantitative techniques, functional mentorship, and exposure to cross-asset projects. What impact can you make in this role? We are seeking a highly skilled and motivated Quantitative Strategist to join our Alternative Credit Group (ACG More ❯

working on cutting-edge algorithms that minimize market impact while maximising execution quality for institutional clients. This is a chance to work with some of the brightest minds in quantitative finance on systems that process billions in daily trading volume. What You'll Be Building Low latency algorithmic trading platforms handling real-time market data Smart order … routing systems and execution algorithms for global equity markets Quantitative models and analytical trading signals High-availability trading infrastructure serving institutional clients worldwide Backend systems supporting equities, futures, and listed derivatives trading What They Needs Expert-level Java development with strong object-oriented design principles Degree in Computer Science, Mathematics, or Engineering Hands-on experience building trading systems (execution … algorithms, risk trading, smart routing) Deep understanding of equity market microstructure and institutional trading workflows Proven ability to implement quantitative models and perform statistical analysis Front office collaboration experience - you'll work directly with trading teams Strong focus on performance optimization, testing, and system reliability Highly Valued Experience Trading strategy development (benchmark tracking, liquidity seeking, dark pool algorithms) Low More ❯

and strategy development. View job & apply Job type: Permanent A high profile investment fund is seeking an experienced investment risk professional to join its team. View job & apply Senior Quantitative Researcher - HFT Location: International Job type: Permanent Sector: Asset Management & Funds Join a globally renowned high-frequency trading firm and a highly respected, multi-strategy hedge fund. View job …/day Contract, 6-12mth (Dir Level) Location: London Job type: Contract Sector: Banking Our client is a Tier 1 Investment Bank seeking a Senior Director Level Quantitative Analyst with expertise in Equity validation. View job & apply Location: London Job type: Permanent Director - Quant Developer, Cross-Asset Analytics Platform Top Investment Bank London Hybrid working model. We are … product control, and traded risks. Analyze and resolve issues in existing models. Proven experience as a Quantitative Analyst with expertise in financial model development. A degree in Mathematical Finance , Science , or Mathematics from a top-tier university. In-depth knowledge of industry-standard pricing models such as Black-Scholes , Bachelier , local and stochastic volatility models, and the More ❯

Fund is Quant Research/Python Developer This individual will work on the build-out of risk management processes and analysis, then transition into the front office trading technology quantitative development team. The ideal candidate will have a strong background in quantitative finance, data analysis, and econometrics/statistics, as well as programming skills in Python More ❯

Fund is Quant Research/Python Developer This individual will work on the build-out of risk management processes and analysis, then transition into the front office trading technology quantitative development team.The ideal candidate will have a strong background in quantitative finance, data analysis, and econometrics/statistics, as well as programming skills in Python and More ❯

Experienced in C/C++ (essential), with knowledge of C# and Python (advantageous). Skilled in system architecture, software development, and data/message processing. Strong background in mathematical finance, especially XVA and credit risk models. Familiar with Agile, Scrum, DevOps, and testing best practices. Excellent communicator who can bridge gaps between technical and business teams. A proactive More ❯

Experienced in C/C++ (essential), with knowledge of C# and Python (advantageous). Skilled in system architecture, software development, and data/message processing. Strong background in mathematical finance, especially XVA and credit risk models. Familiar with Agile, Scrum, DevOps, and testing best practices. Excellent communicator who can bridge gaps between technical and business teams. A proactive More ❯

massive cloud computing analytics infra Who you are: An experienced C++ programmer, with Python experience a nice-to-have At least 2 years of experience in a quant finance/high frequency trading environment is preferred Alternatively, had impact in high-performing teams in Big Tech What's on offer: Market-leading compensation Flexible hybrid working Leading benefits … package (pension, healthcare, etc.) If you are a software engineer using C++, with previous experience in quant finance/high-performing teams in Big Tech, please apply. More ❯

for scaling training, versioning, and deployment Bonus points for experience with distributed compute, data engineering, and orchestration frameworks (e.g. Airflow, Ray, KubeFlow). Why join? Top-tier quant finance firm with huge tech investment Competitive base salary + 50–100%+ annual bonus 25 days holiday, monthly WFH allowance, and £20/day lunch budget Brand new, world More ❯