Acord (association For Cooperative Operations Research And Development)
multiple projects in parallel. Strong problem solving/analytical skills. Education & Preferred Qualifications Four (4) year degree in a business or technical field such as Finance, MathematicalFinance, Economics, Engineering, or Computer Science. An advanced degree or industry certification such as the CFA is a strong plus. 5+ years of experience. Additional Requirements The ability to More ❯
ability to manage multiple projects in parallel. Strong problem solving/analytical skills. Education & Preferred Qualifications Degree in a business or technical field such as Finance, MathematicalFinance, Economics, Engineering, or Computer Science. An advanced degree or industry certification such as the CFA is a strong plus. 3 to 5+ years of experience Travel as required More ❯
Associate Director, Quantitative Analyst (FX Options Desk) Brand: HSBC Area of Interest: Investment Banking, Markets, and Research Location: London, GB, E14 5HQ Work style: Office Worker Date: 16 Apr 2025 Some careers shine brighter than others. If you're looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a … with integration of the quant library into the Primary Trading Systems (Murex) and via the Flex API. To be successful you should meet the following requirements: Education in MathematicalFinance, Science or Mathematics, Engineering or Physics. Proven knowledge of the standard pricing models used in the investment banking industry for derivative products. Sound experience of main instruments used … in FX, Fixed Income, or Credit. Experience working as a Quantitative Analyst developing front office models in quantitativefinance, IT development, or a trading environment required. C++ experience required (preferably using Visual Studio 2022). Experience in developing, maintaining or integrating quant libraries with Murex (MX3.1) Flex API for IR and FX option products. This role More ❯
I am working on behalf of a systematic hedge-fund who are seeking to hire a junior candidate who combines strong technical and quantitative skills with a passion for the markets. The role will involve working with quants on projects to help build and optimise the performance of algorithmic trading strategies. The role will involve working with a complex … tier university and will have a detailed proficiency in programming in a major langauge. An interest in both financial markets and how this relates to the world of mathematicalfinance and systematic trading is also important but prior work experience in finance is not necessary. More ❯
not just when you join us, but continually throughout your career here. Just like we invest in our products, we invest in our people. It gives us the edge. Quantitative investment funds have grown exponentially over the last decade and Bloomberg is uniquely positioned at the forefront of this financial revolution. The Solutions Engineering Team works closely with Bloomberg … clients to assist them to implement quantitative investment strategies and research using our new Python Quant development platform. Powered by JupyterLab, the quant platform combines world-class open source Python libraries with the world's leading financial database, allowing our clients to generate unique research in quantitativefinance and help them to capture alpha in a … Kong, Singapore, Tokyo and Sydney, and work collaboratively with our Account Management teams, Product Development and R&D teams. The role: This role will see you engaging with top quantitativefinance experts to turn their investment ideas into reality. Do you want to get exposure to the latest technology and coolest programming packages, and to be part More ❯
high expectations, integrity, innovation and a willingness to challenge consensus. As a Research Engineer , you will be an integral member of a systematic research team comprised of experienced technologists, quantitative researchers, and traders. Your team will work closely to solve challenging technological problems and contribute to our full tech stack, including software design, data engineering, distributed computing, and quantitative … Computer Engineering, or related field. Excellent software development skills in modern C++ and Python. A strong understanding of object oriented design, data structures and algorithms. A strong understanding of quantitativefinance mathematics. A solid foundation in programming with the ability to think, communicate, and code clearly. A solid understanding of computer systems at every level of abstraction More ❯
performance pricing and risk systems. As Lead Quant Developer , you'll drive this transformation-leading a team to deliver scalable, production-grade solutions at the intersection of quant finance and advanced engineering. Responsibilities Architect and build a next-gen macro analytics platform in modern C++, optimised for performance and scale. Develop distributed systems and Monte Carlo engines for … front-end tools like Excel. Requirements Strong technical foundation: Expert in modern C++ (17/20), solid Python skills, and experience with Excel integration. Quant & systems expertise: Background in quantitative disciplines, with hands-on experience in distributed computing, performance optimisation, and cloud-native deployment (Docker/Kubernetes). Leadership & domain knowledge: Proven team leadership, strong grasp of derivatives and More ❯
similar) is preferred Bachelor's degree required, preferably in Finance, Economics, Accounting, or STEM fields A master's degree in a data-intensive field (e.g., Data Science, QuantitativeFinance, Mathematics, or Engineering) is preferred. Discretionary bonus eligibility Medical, dental, and vision insurance HSA, FSA, and Dependent Care options Employer Paid Group Term Life and AD More ❯
Associate Director, Quantitative Modeller/Analyst, Equity Derivatives Brand: HSBC Area of Interest: Investment Banking, Markets, and Research Location: London, GB, E14 5HQ Work style: Hybrid Worker Date: 5 Feb 2025 If you're looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a career that could take you … desk in London. In this role, you will: Design, develop, test and document the models developed to HSBC standards. Develop technical solutions for the users as required. Develop the Quantitative tooling required to support the platform. Analyze and provide support to any issues identified in the models. Engage in day-to-day interactions with the trading desk, other quants … the Risk and Finance departments, and technology teams. To be successful in this role you should meet the following: Education background in QuantitativeFinance (calculus, partial differential equations, no-arbitrage valuation, numerical analysis). Proven working knowledge of main instruments used in Structured Equity Derivatives Products. Strong Python/C++ skills. Knowledge of RUST would More ❯
Quantitative Researcher - Execution Services The Central Liquidity Strategies (CLS) business manages a number of portfolios and products designed to optimize the firm's trading and execution approach by providing internal liquidity solutions for portfolio managers on both a risk and agency basis. We are seeking an Alpha Researcher with experience in return/toxicity forecasting as it relates to … decide the overall direction, design, and architecture of the platform, and collaborate with key stakeholders across the business. Qualifications/Skills Required Required Experience: 5+ years of experience in QuantitativeFinance setting, with a proven track record of developing robust alpha models, preferably in an Equities context. Education: PhD or Master's degree in Statistics, or a More ❯
Join a high-performing Front Office Quant team within a leading global investment bank, where you'll work at the intersection of finance, advanced mathematics, and software engineering to support pricing, risk, and model integration across FX, Rates, Credit, and Equities. An interesting role that will suit somebody with quite distinct experience covering curve calibration and classical pricing … offers a flexible working environment with up to 3 days in the London office. Salary range is £140k - £170k base + bonus. What you’ll do: Build and enhance quantitative models using C++ , with a focus on interest rate curve construction and the modernization of FX and rates libraries Partner closely with Trading, Risk, and Finance to … a high-quality codebase and testing framework What we’re looking for: Strong front office quant background, with expertise in interest rates and yield curve calibration Solid background in quantitativefinance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis , with knowledge of the main instruments used in FICC business Advanced coding skills in C++11+ , with More ❯
Join a high-performing Front Office Quant team within a leading global investment bank, where you'll work at the intersection of finance, advanced mathematics, and software engineering to support pricing, risk, and model integration across FX, Rates, Credit, and Equities. An interesting role that will suit somebody with quite distinct experience covering curve calibration and classical pricing … offers a flexible working environment with up to 3 days in the London office. Salary range is £140k - £170k base + bonus. What you’ll do: Build and enhance quantitative models using C++ , with a focus on interest rate curve construction and the modernization of FX and rates libraries Partner closely with Trading, Risk, and Finance to … a high-quality codebase and testing framework What we’re looking for: Strong front office quant background, with expertise in interest rates and yield curve calibration Solid background in quantitativefinance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis , with knowledge of the main instruments used in FICC business Advanced coding skills in C++11+ , with More ❯
Join a high-performing Front Office Quant team within a leading global investment bank, where you'll work at the intersection of finance, advanced mathematics, and software engineering to support pricing, risk, and model integration across FX, Rates, Credit, and Equities. An interesting role that will suit somebody with quite distinct experience covering curve calibration and classical pricing … offers a flexible working environment with up to 3 days in the London office. Salary range is £140k - £170k base + bonus. What you’ll do: Build and enhance quantitative models using C++ , with a focus on interest rate curve construction and the modernization of FX and rates libraries Partner closely with Trading, Risk, and Finance to … a high-quality codebase and testing framework What we’re looking for: Strong front office quant background, with expertise in interest rates and yield curve calibration Solid background in quantitativefinance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis , with knowledge of the main instruments used in FICC business Advanced coding skills in C++11+ , with More ❯
needs can be addressed by Quantifi's solutions •Manage proposals and RFIs •Manage or mentor one sales consultant Required Qualifications and Skills: •BS/BA degree preferably in a quantitative subject such as finance, economics, engineering, computer science, mathematics, physics •At least five years of experience selling enterprise software solutions to financial institutions. •An understanding of quantitativefinance sufficient to engage senior professionals on the buy and sell side in discussions about trading and risk management •A proven track record of consistently exceeding quota in enterprise software sales. •Experience selling complex, high-value solutions to C-level executives •Self-motivated with a strong work ethic and commitment to continuous improvement •Excellent communication and presentation … be and work with people who support you on your journey. •Work in a collaborative and supportive culture with direct access to senior leadership and seasoned experts in finance and technology. More ❯
equity trading. Analyze market trends and performance metrics to inform trading decisions. Contribute to the continuous improvement of trading strategies through research and data analysis. Qualifications: Strong background in quantitativefinance, statistics, or a related field. Experience with statistical arbitrage and systematic trading strategies. Proficiency in programming languages commonly used in quantitative research (e.g., Python, R More ❯
equity trading. Analyze market trends and performance metrics to inform trading decisions. Contribute to the continuous improvement of trading strategies through research and data analysis. Qualifications: Strong background in quantitativefinance, statistics, or a related field. Experience with statistical arbitrage and systematic trading strategies. Proficiency in programming languages commonly used in quantitative research (e.g., Python, R More ❯
across discretionary and systematic strategies. As Lead Quant Developer , you'll drive this transformation-leading a team to deliver scalable, production-grade solutions at the intersection of quant finance and advanced engineering. Responsibilities Architect and build a next-gen macro analytics platform in modern C++, optimised for performance and scale. Develop distributed systems and Monte Carlo engines for … front-end tools like Excel. Requirements Strong technical foundation: Expert in modern C++ (17/20), solid Python skills, and experience with Excel integration. Quant & systems expertise: Background in quantitative disciplines, with hands-on experience in distributed computing, performance optimisation, and cloud-native deployment (Docker/Kubernetes). Leadership & domain knowledge: Proven team leadership, strong grasp of derivatives and More ❯
funds on the market. Potential for bonus buyout or sign-on - Relocation support for overseas applicants - Modern tech stack deployed alongside some of the best talent in quant finance Requirements: - Excellent C++ programming skills, ideally using a modern version - Expertise with low latency/high throughput systems - Some level of experience with Python - Experience working with systems processing More ❯
Do you want to tackle the biggest questions in finance with near infinite compute power at your fingertips? G-Research is a leading quantitative research and technology firm, with offices in London and Dallas. We are proud to employ some of the best people in their field and to nurture their talent in a dynamic, flexible and … and home to our Research Lab. The role Engineering underpins our continued growth and success, and we are committed to recruiting and developing the world's best Engineers. Our Quantitative Developers are the enablers of our success. They work side-by-side with our researchers to realise their ideas in global financial markets. They work at the bleeding-edge … architecture and engineering best practices Experience of end-to-end ownership of solutions, from articulation through to delivery Good understanding of fundamental algorithms and data structures An interest in quantitativefinance and an understanding of the role engineering plays within the space The ability to prioritise, plan and deliver to demonstrably drive business results The ability to More ❯
Are you a detail-oriented professional with a passion for QuantitativeFinance and Advanced Engineering? Have you excelled in building financial models or developing algorithmic trading systems? If so, we have a remarkable opportunity for you! Based in the vibrant city of London, but with the flexibility of a global reach, our client is a leading entity … specialized in FinTech solutions and pioneering technology. We are seeking a highly skilled Quantitative Financial Engineer to join our dynamic team. This specialist will play a critical role in developing, optimizing, and scaling pricing models, execution algorithms, and API-based financial integrations across an extensive range of instruments, including Spot FX, Derivatives, Structured Products, and Futures. Key Responsibilities Spearhead … liquidity providers into the platform to support diverse product portfolios. Collaborate with trading desks and senior leadership to refine market offerings and optimize risk management. Serve as the lead quantitative expert, troubleshooting execution and pricing anomalies in real-time. Enhance trading infrastructure and oversee the automation of execution algorithms in cooperation with developers. Build and backtest proprietary models, ensuring More ❯
Software Developer (Research Infrastructure) Quantitative Trading £350-500k How many opportunities will you get to develop a greenfield platform that directly shapes the future of a multi-billion-dollar prop trading business? I'd imagine this is one of few. Here, you'll develop a proprietary Python-based research platform from scratch for one of the leading Quantitative … working directly with researchers to understand their methodology, tooling, and pain points. The system you help design will either accelerate the productivity of some of the smartest minds in quantitativefinance - or get in their way. There's no single background that guarantees success here, but mastery of Python, a deep understanding of system design, and a More ❯
the Role? We are looking for a Sales Specialist to join our team, responsible for driving revenue across Bloomberg's Enterprise Data product suite, with a specific focus on Quantitative Research and Data Science workflows. Quantitative investing is undergoing a rapid transformation. Once the domain of the most sophisticated hedge funds, data science and quant techniques are now … ll Trust You To: Link market trends and client workflows to clearly articulate the value of Bloomberg's Enterprise and Research data products Serve as a consultative partner to quantitative researchers, data scientists, and portfolio managers, helping them discover and integrate Bloomberg data into alpha-generating workflows Partner with internal product and engineering teams to represent client feedback and … models and data needs across research, quant, and trading functions A track record of managing and developing relationships at a senior level, including with CxO stakeholders Demonstrable knowledge of quantitativefinance, research workflows, and the data science ecosystem Familiarity with alpha modeling, signal construction, portfolio analytics, and modern investment strategies Exposure to modern programming languages (e.g. Python 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 ❯
Kingdom (Northern Ireland) Type: Permanent Graduate recruitment consultant - Financial services Anson McCade is a specialist executive search and consultancy firm specializing in the Technology and Capital Markets (Quant Finance) we work with a variety of companies from innovative start-ups to global household names. Our Capital Markets team work exclusively with global Trading Houses, Fin-Techs, and Crypto More ❯
About Algo Capital Algo Capital is a premier global search firm focused on fundamental and systematic Quantitative Trading, Machine Learning, and Deep Tech. We partner with the world’s most sophisticated hedge funds and systematic trading groups to build elite teams across research, trading, and technology. About the Role We’re looking for a driven and intellectually curious Senior … our Fundamental or Systematic Trading team. This is an opportunity to work at the intersection of finance and technology, supporting top-tier hedge funds in hiring exceptional quantitative and technical talent. You’ll collaborate closely with both clients and candidates, driving end-to-end recruitment processes while further developing deep market knowledge in quant trading and research. … multiple verticals Stay ahead of industry trends and innovations in quant finance and data science What We’re Looking For 2+ years of experience in technical or quantitative recruiting Exceptional communication, research, and organizational skills A relationship builder with a consultative mindset and a strong sense of ownership Comfortable managing global mandates across time zones Entrepreneurial and More ❯
