Graduate Software Developer/Quantitative Developer/Quantitative Researcher 📍 Location: London (Hybrid) 💷 Salary: Up to £180,000 + Bonus + Full Benefits 🏢 Client: Elite Hedge Fund 🚀 Kickstart Your Career Just graduated and eager to dive into the world of high-performance tech and quantitativefinance? Join a leading global trading firm where innovation is key … impact projects, shaping the future of trading tech. What You’ll Be Doing 🧠 Develop and enhance state-of-the-art trading systems and infrastructure 📊 Design and implement your own quantitative models 🤝 Collaborate with top engineers, quants, and researchers to tackle complex challenges 🚀 Learn rapidly and grow within a firm that thrives on initiative What You Bring 🎓 Degree in Mathematics … stakes environment Why This Role? 🌍 Work on greenfield projects from day one — your contributions have real impact 🧠 Collaborate with some of the brightest minds in both tech and finance 🛠 Access to top-of-the-line tools, systems, and infrastructure 📈 Unmatched career growth in a high-performance, meritocratic culture Apply now or reach out directly: obloom@hunterbond.com More ❯
City of London, England, United Kingdom Hybrid / WFH Options
Hunter Bond
Graduate Software Developer/Quantitative Developer/Quantitative Researcher Location: London (Hybrid) Salary: Up to £180,000 + Bonus + Full Benefits Client: Elite Hedge Fund Kickstart Your Career Just graduated and eager to dive into the world of high-performance tech and quantitativefinance? Join a leading global trading firm where innovation is key … impact projects, shaping the future of trading tech. What You’ll Be Doing Develop and enhance state-of-the-art trading systems and infrastructure Design and implement your own quantitative models Collaborate with top engineers, quants, and researchers to tackle complex challenges Learn rapidly and grow within a firm that thrives on initiative What You Bring Degree in Mathematics … stakes environment Why This Role? Work on greenfield projects from day one — your contributions have real impact Collaborate with some of the brightest minds in both tech and finance Access to top-of-the-line tools, systems, and infrastructure Unmatched career growth in a high-performance, meritocratic culture Apply now or reach out directly: obloom@hunterbond.com More ❯
South East London, England, United Kingdom Hybrid / WFH Options
Hunter Bond
Graduate Software Developer/Quantitative Developer/Quantitative Researcher Location: London (Hybrid) Salary: Up to £180,000 + Bonus + Full Benefits Client: Elite Hedge Fund Kickstart Your Career Just graduated and eager to dive into the world of high-performance tech and quantitativefinance? Join a leading global trading firm where innovation is key … impact projects, shaping the future of trading tech. What You’ll Be Doing Develop and enhance state-of-the-art trading systems and infrastructure Design and implement your own quantitative models Collaborate with top engineers, quants, and researchers to tackle complex challenges Learn rapidly and grow within a firm that thrives on initiative What You Bring Degree in Mathematics … stakes environment Why This Role? Work on greenfield projects from day one — your contributions have real impact Collaborate with some of the brightest minds in both tech and finance Access to top-of-the-line tools, systems, and infrastructure Unmatched career growth in a high-performance, meritocratic culture Apply now or reach out directly: obloom@hunterbond.com More ❯
level C++ Quant Developer (suitable for a candidate in the 4-6 YOE range) will be responsible for designing, developing, and optimizing high-performance, low-latency trading infrastructure and quantitative models within a hedgefund in London. This role focuses on implementing models related to Stochastic Processes & Probabilistic Modeling, ensuring their efficient execution within a real-time trading environment. The … developer will work closely with quantitative researchers and traders to translate mathematical concepts into robust and highly optimized C++ code. Key Responsibilities Infrastructure Development: Build and maintain critical low-latency trading infrastructure components using modern C++ standards (C++17/20). Quantitative Model Implementation: Translate quantitative models, particularly those involving stochastic processes (e.g., Brownian motion, jump-diffusion … architectural design of distributed, scalable, and resilient trading systems. Testing and Validation: Develop comprehensive unit, integration, and performance tests for all implemented components and models. Collaboration: Work effectively with quantitative researchers, traders, and other technology teams to ensure solutions meet business requirements and technical standards. Code Quality: Adhere to best practices in software development, including code reviews, documentation, and More ❯
level C++ Quant Developer (suitable for a candidate in the 4-6 YOE range) will be responsible for designing, developing, and optimizing high-performance, low-latency trading infrastructure and quantitative models within a hedgefund in London. This role focuses on implementing models related to Stochastic Processes & Probabilistic Modeling, ensuring their efficient execution within a real-time trading environment. The … developer will work closely with quantitative researchers and traders to translate mathematical concepts into robust and highly optimized C++ code. Key Responsibilities Infrastructure Development: Build and maintain critical low-latency trading infrastructure components using modern C++ standards (C++17/20). Quantitative Model Implementation: Translate quantitative models, particularly those involving stochastic processes (e.g., Brownian motion, jump-diffusion … architectural design of distributed, scalable, and resilient trading systems. Testing and Validation: Develop comprehensive unit, integration, and performance tests for all implemented components and models. Collaboration: Work effectively with quantitative researchers, traders, and other technology teams to ensure solutions meet business requirements and technical standards. Code Quality: Adhere to best practices in software development, including code reviews, documentation, and More ❯
level C++ Quant Developer (suitable for a candidate in the 4-6 YOE range) will be responsible for designing, developing, and optimizing high-performance, low-latency trading infrastructure and quantitative models within a hedgefund in London. This role focuses on implementing models related to Stochastic Processes & Probabilistic Modeling, ensuring their efficient execution within a real-time trading environment. The … developer will work closely with quantitative researchers and traders to translate mathematical concepts into robust and highly optimized C++ code. Key Responsibilities Infrastructure Development: Build and maintain critical low-latency trading infrastructure components using modern C++ standards (C++17/20). Quantitative Model Implementation: Translate quantitative models, particularly those involving stochastic processes (e.g., Brownian motion, jump-diffusion … architectural design of distributed, scalable, and resilient trading systems. Testing and Validation: Develop comprehensive unit, integration, and performance tests for all implemented components and models. Collaboration: Work effectively with quantitative researchers, traders, and other technology teams to ensure solutions meet business requirements and technical standards. Code Quality: Adhere to best practices in software development, including code reviews, documentation, and More ❯
needs. Provide people and thought leadership for a regional/local functional group. Your skills and experience that will help you excel Highly motivated and entrepreneurial individual with strong quantitative and problem-solving skills. Master's degree or PhD in quantitativefinance, financial mathematics, economics, mathematics, physics, statistics, or another quantitative field. 7+ years of … experience as a quantitative researcher. Advanced mathematical and quantitative problem-solving skills, with the ability to translate complex models into practical client solutions. Excellent written and verbal communication skills in English, with the ability to present technical concepts to non-technical stakeholders. Ability to work at the intersection of finance and technology, leveraging quantitative models More ❯
Quantitative Researcher - Machine Learning A fully automated algorithmic trading company in London have ambitious plans to grow their machine learning research team. All their researchers have an impressive academic background in mathematics, statistics, and physics and have published numerous academic articles in their respective fields. They enjoy a healthy work-life balance while tackling hard problems in quantitativefinance using AI and ML techniques. As a Quantitative Researcher, you will work with a fantastic team of data scientists and engineers on a wide scope of ML responsibilities to tackle hard problems in quantitativefinance: Build machine learning trading strategies across a range of asset classes Design predictive models with scientific rigor … Explore new projects in neural networks and deep learning Oversee projects focused on finding trading product solutions Requirements for the Quantitative Researcher - Machine Learning position: PhD in a technical or quantitative discipline such as statistics, mathematics, physics, or computer science Intermediate skills in at least one programming language such as C, C++, Java, or Python Understanding of machine More ❯
Quantitative Researcher - Machine Learning A fully automated algorithmic trading company in London have ambitious plans to grow their machine learning research team. All their researchers have an impressive academic background in mathematics, statistics, and physics and have published numerous academic articles in their respective fields. They enjoy a healthy work-life balance while tackling hard problems in quantitativefinance using AI and ML techniques. As a Quantitative Researcher, you will work with a fantastic team of data scientists and engineers on a wide scope of ML responsibilities to tackle hard problems in quantitativefinance: Build machine learning trading strategies across a range of asset classes Design predictive models with scientific rigor … Explore new projects in neural networks and deep learning Oversee projects focused on finding trading product solutions Requirements for the Quantitative Researcher - Machine Learning position: PhD in a technical or quantitative discipline such as statistics, mathematics, physics, or computer science Intermediate skills in at least one programming language such as C, C++, Java, or Python Understanding of machine More ❯
cryptocurrency exchanges worldwide. In volatile markets, we are a trusted partner to crypto-native builders and those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the world's most robust trading platforms designed to navigate issues unique to … developing in Rust; will be tested. Familiarity with core trading strategies (e.g., market-making, arbitrage, execution). Strong understanding of algorithms and data structures, as well as quant finance concepts: limit-order books, market microstructure, pricing. Experience with real-time data processing, IPC/shared-memory architectures, and low-allocation/zero-copy design. A Bachelor's degree More ❯
London, England, United Kingdom Hybrid / WFH Options
Selby Jennings
About the Client The client is a global quantitative investment firm that develops and implements systematic financial strategies across diverse asset classes and markets. Their mission is to generate high-quality predictive signals (alphas) using a proprietary research platform, targeting inefficiencies in the financial markets. Collaboration is central to their approach, with teams working together to build the foundation … can help shape the future. About the AI Group AI is a specialized division within the client, operating similarly to a B2C fintech venture. Its mission is to democratize quantitativefinance by offering global remote-work opportunities and educational resources in AI, ML, and quant finance. The AI platform enables external contributors to submit signals, data, and … outstanding individuals to join as AI Researchers. This full-time role focuses on cutting-edge research in Artificial Intelligence (AI) and Large Language Models (LLMs), aimed at developing innovative quantitative models for the AI platform. Key Responsibilities: Conduct research in AI and LLMs, exploring advanced architectures such as Transformers, Reinforcement Learning, and Generative AI. Design, train, and fine-tune More ❯
South East London, England, United Kingdom Hybrid / WFH Options
Selby Jennings
About the Client The client is a global quantitative investment firm that develops and implements systematic financial strategies across diverse asset classes and markets. Their mission is to generate high-quality predictive signals (alphas) using a proprietary research platform, targeting inefficiencies in the financial markets. Collaboration is central to their approach, with teams working together to build the foundation … can help shape the future. About the AI Group AI is a specialized division within the client, operating similarly to a B2C fintech venture. Its mission is to democratize quantitativefinance by offering global remote-work opportunities and educational resources in AI, ML, and quant finance. The AI platform enables external contributors to submit signals, data, and … outstanding individuals to join as AI Researchers. This full-time role focuses on cutting-edge research in Artificial Intelligence (AI) and Large Language Models (LLMs), aimed at developing innovative quantitative models for the AI platform. Key Responsibilities: Conduct research in AI and LLMs, exploring advanced architectures such as Transformers, Reinforcement Learning, and Generative AI. Design, train, and fine-tune 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 MathematicalFinance , 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 ❯
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 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 … with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in More ❯
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 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 … with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in More ❯
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 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 … with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in More ❯
Manager – Climate Risk Analytics My client, a tier 1 global bank are looking for a skilled quant finance professional to play a central role in … shaping how climate-related financial risks are quantified and managed within a global trading business. This role is ideal for someone with a background in climate science and strong quantitative skills who’s ready to apply their expertise in a fast-paced, market-facing environment. As the lead climate risk modeller for the trading book, you’ll be responsible … to non-technical audiences, including trading desks and regulators. Produce clear, comprehensive documentation to support transparency and model governance. What you’ll bring: A degree in a technical or quantitative field such as Climate Science, Mathematics, Physics, Statistics, or Computer Science. Proven experience in developing or applying climate models within a scientific or financial context. Solid understanding of market More ❯
Manager – Climate Risk Analytics My client, a tier 1 global bank are looking for a skilled quant finance professional to play a central role in … shaping how climate-related financial risks are quantified and managed within a global trading business. This role is ideal for someone with a background in climate science and strong quantitative skills who’s ready to apply their expertise in a fast-paced, market-facing environment. As the lead climate risk modeller for the trading book, you’ll be responsible … to non-technical audiences, including trading desks and regulators. Produce clear, comprehensive documentation to support transparency and model governance. What you’ll bring: A degree in a technical or quantitative field such as Climate Science, Mathematics, Physics, Statistics, or Computer Science. Proven experience in developing or applying climate models within a scientific or financial context. Solid understanding of market More ❯
Manager – Climate Risk Analytics My client, a tier 1 global bank are looking for a skilled quant finance professional to play a central role in … shaping how climate-related financial risks are quantified and managed within a global trading business. This role is ideal for someone with a background in climate science and strong quantitative skills who’s ready to apply their expertise in a fast-paced, market-facing environment. As the lead climate risk modeller for the trading book, you’ll be responsible … to non-technical audiences, including trading desks and regulators. Produce clear, comprehensive documentation to support transparency and model governance. What you’ll bring: A degree in a technical or quantitative field such as Climate Science, Mathematics, Physics, Statistics, or Computer Science. Proven experience in developing or applying climate models within a scientific or financial context. Solid understanding of market More ❯
City of London, London, United Kingdom Hybrid / WFH Options
McGregor Boyall Associates Limited
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 quantitativefinance 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 ❯
with wider teams internally and externally to provide meaningful solutions to meet the company goals. What You'll Bring A bachelor's/master's in a technical field, quantitativefinance, finance, economics, or statistics. Advanced coding skills (Python/APIs, SQL, VBA) and a strong understanding of databases. Knowledge of SQL. Knowledge of market … independently and as part of a team in a fast-paced environment. Understanding of Exchange risk and margining models. Desirable Currently hold or working towards a professional risk/quantitative certification (CFA, FRM, CQF). Previous professional experience/exposure relating to Energy Commodity Futures and Options. Knowledge/experience in any of the following tools: Bloomberg, Platts, Reuters More ❯
Profectus Fintech is working with a leading global multi-strategy hedge fund to identify a high-performing Portfolio Manager or Senior Quantitative Researcher focused on systematic equities strategies, with an emphasis on intraday to mid-frequency trading horizons. This is an opportunity to join a collaborative and dynamic investment team, operating within a highly sophisticated and well-capitalized platform. … deploy predictive models using both traditional and alternative datasets. Collaborate closely with the Senior PM and broader investment team on portfolio construction, execution, and risk management. Ideal Profile; Proven quantitative research and programming skills. Bachelor’s, Master’s, or PhD in a quantitative field Proficient in Python or C++. Strong abstract reasoning and independent problem-solving capability. Experience … Track Record; 5+ years of experience in a quantitative research or portfolio management role focused on systematic equities. Demonstrated ability to independently research, develop, and manage live trading strategies. A Sharpe ratio of 1.5+ (inception-to-date) is highly desirable. Experience leveraging diverse datasets for alpha generation. Background in quantitativefinance, econometrics, or asset pricing is More ❯
Profectus Fintech is working with a leading global multi-strategy hedge fund to identify a high-performing Portfolio Manager or Senior Quantitative Researcher focused on systematic equities strategies, with an emphasis on intraday to mid-frequency trading horizons. This is an opportunity to join a collaborative and dynamic investment team, operating within a highly sophisticated and well-capitalized platform. … deploy predictive models using both traditional and alternative datasets. Collaborate closely with the Senior PM and broader investment team on portfolio construction, execution, and risk management. Ideal Profile; Proven quantitative research and programming skills. Bachelor’s, Master’s, or PhD in a quantitative field Proficient in Python or C++. Strong abstract reasoning and independent problem-solving capability. Experience … Track Record; 5+ years of experience in a quantitative research or portfolio management role focused on systematic equities. Demonstrated ability to independently research, develop, and manage live trading strategies. A Sharpe ratio of 1.5+ (inception-to-date) is highly desirable. Experience leveraging diverse datasets for alpha generation. Background in quantitativefinance, econometrics, or asset pricing is More ❯
Profectus Fintech is working with a leading global multi-strategy hedge fund to identify a high-performing Portfolio Manager or Senior Quantitative Researcher focused on systematic equities strategies, with an emphasis on intraday to mid-frequency trading horizons. This is an opportunity to join a collaborative and dynamic investment team, operating within a highly sophisticated and well-capitalized platform. … deploy predictive models using both traditional and alternative datasets. Collaborate closely with the Senior PM and broader investment team on portfolio construction, execution, and risk management. Ideal Profile; Proven quantitative research and programming skills. Bachelor’s, Master’s, or PhD in a quantitative field Proficient in Python or C++. Strong abstract reasoning and independent problem-solving capability. Experience … Track Record; 5+ years of experience in a quantitative research or portfolio management role focused on systematic equities. Demonstrated ability to independently research, develop, and manage live trading strategies. A Sharpe ratio of 1.5+ (inception-to-date) is highly desirable. Experience leveraging diverse datasets for alpha generation. Background in quantitativefinance, econometrics, or asset pricing is More ❯
hypotheses about market participants and dynamics. You'll also design & implement new research tools to meet requirements and extend existing tools. The successful Research Engineer will be a strong quantitative problem-solver, skilled at implementing performant code and in their element when designing user-friendly tools for colleagues. If you do your best work in a highly collaborative working … valued and knowledge is shared, this role would be perfect for you! Requirements Bachelor's degree in Computer Science, Mathematics, Physics (or related), with strong familiarity with statistics and quantitative problem-solving Self-starter, with ability to implement statistical ideas in code Strong proficiency in Python and C++ (or equivalent) preferred Interest in financial markets or learning more about … financial markets Previous experience in quantitativefinance or trading is a plus, but is not required Benefits Competitive base salaries + discretionary performance bonus Hybrid working opportunities Catered meals and bountiful snacks Generous budget for home office set-up Health & Dental insurance, pension provision, plus fitness & wellness benefits Contact If you feel you are suitable for this More ❯
