Senior Product Security Engineer Location: London Salary: £200,000+ A leading global quantitativeinvestment firm is seeking a Senior Product Security Engineer to strengthen the security of its trading systems, cloud infrastructure, and business applications. This is a hands-on, high-impact role working across a modern tech More ❯
Senior Product Security Engineer Location: London Salary: £200,000+ A leading global quantitativeinvestment firm is seeking a Senior Product Security Engineer to strengthen the security of its trading systems, cloud infrastructure, and business applications. This is a hands-on, high-impact role working across a modern tech More ❯
Senior Business Analyst – Front Office/Quantitative Development London Contract - inside IR35 £800-£900 per day We’re looking for a Senior Business Analyst with a strong technical background and experience working closely with quants in a front office environment. You'll join a high-performing front office … analysis and implementation. Ideal Candidate: Proven experience as a Business Analyst in investment management or investment banking - MUST have exposure to quantitativeinvesting/trading Strong technical background — able to engage with developers and understand system architecture, data models, and APIs. Familiarity with front-office investment systems More ❯
Senior Business Analyst – Front Office/Quantitative Development London Contract - inside IR35 £800-£900 per day We’re looking for a Senior Business Analyst with a strong technical background and experience working closely with quants in a front office environment. You'll join a high-performing front office … analysis and implementation. Ideal Candidate: Proven experience as a Business Analyst in investment management or investment banking - MUST have exposure to quantitativeinvesting/trading Strong technical background — able to engage with developers and understand system architecture, data models, and APIs. Familiarity with front-office investment systems More ❯
Coopman Search and Selection are delighted to partner exclusively with a leading quantitativeinvestment firm focussed on systematic trading strategies in global markets. The role will report in directly into the Operations Manager who is based in London. This role is a newly created role and will play More ❯
Coopman Search and Selection are delighted to partner exclusively with a leading quantitativeinvestment firm focussed on systematic trading strategies in global markets. The role will report in directly into the Operations Manager who is based in London. This role is a newly created role and will play More ❯
help you succeed in this role: Deep client engagement and expectation management across project life cycles Strong interest in global capital markets and quantitative investments Strong analytical and organizational skills Ability to work in a fast-paced, globally structured, and team-based environment, as well as the ability More ❯
Quantitative Developer, Investment Management Unit, QuantitativeInvestment Management, London SEI is seeking to hire a Quantitative Developer to develop, enhance and support platforms and tools that facilitate signal research, portfolio construction, performance attribution and reporting. What you will do: Infrastructure (40%): Design, develop, and More ❯
been retained by a global investment management firm to recruit a Software Developer for their Data Infrastructure team. This technology driven firm develops quantitativeinvestment strategies to achieve high quality returns across global financial markets. The Data Infrastructure team manages the service-oriented data storage infrastructure for the … and maintaining the data infrastructure components that support the data processing and analytics pipelines. You will work closely with data engineers, data scientists, quantitative researchers and other stakeholders to ensure efficient and reliable data retrieval, processing and storage. Position Overview: Design, develop, and maintain data infrastructure microservices using More ❯
been retained by a global investment management firm to recruit a Software Developer for their Data Infrastructure team. This technology driven firm develops quantitativeinvestment strategies to achieve high quality returns across global financial markets. The Data Infrastructure team manages the service-oriented data storage infrastructure for the … and maintaining the data infrastructure components that support the data processing and analytics pipelines. You will work closely with data engineers, data scientists, quantitative researchers and other stakeholders to ensure efficient and reliable data retrieval, processing and storage. Position Overview: Design, develop, and maintain data infrastructure microservices using More ❯
This successful quantitativeinvestment firm harnesses cutting-edge machine learning and statistical techniques to navigate global financial markets. We are seeking a PhD Quantitative Researcher with up to 2 years of experience in machine learning to join our dynamic research team. This role is perfect for … strategy development. Effectively communicate intricate concepts, presenting alpha-generating strategies to senior traders and portfolio managers with clarity and impact. Collaborate closely with quantitative researchers, traders, and engineers to integrate models into high-performance production systems. Technical Skills and Experience PhD in a quantitative discipline (e.g. More ❯
This successful quantitativeinvestment firm harnesses cutting-edge machine learning and statistical techniques to navigate global financial markets. We are seeking a PhD Quantitative Researcher with up to 2 years of experience in machine learning to join our dynamic research team. This role is perfect for … strategy development. Effectively communicate intricate concepts, presenting alpha-generating strategies to senior traders and portfolio managers with clarity and impact. Collaborate closely with quantitative researchers, traders, and engineers to integrate models into high-performance production systems. Technical Skills and Experience PhD in a quantitative discipline (e.g. More ❯
hybrid work environment. Employees are on-site in the Boston office 3 days a week. What You'll Do: Support the Director of Responsible Investing and members of the Responsible Investing team in aspects of research, oversight, and preparation of external communications, presentations and materials. Write clear, concise … 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 … Strong SQL skills, a good understanding of Linux, parallel computing tools, and experience with Git, 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 quantitativeinvestmentMore ❯
in distributed systems, network programming, C++ template metaprogramming (TMP), low latency, multithreading, and concurrency. This role is offered by a world-leading boutique quantitativeinvestment company to join a small, highly skilled international engineering team building bespoke core systematic trading systems at the forefront of systematic trading. This … is a chance for a recent graduate/associate-level engineer to join a world-leading boutique quantitativeinvestment company and work in a collaborative team on cutting-edge trading systems with entrepreneurial and problem-solving mindsets. The team is based in central London (hybrid role: 4 days … markets, hedge funds, or quant would be advantageous. Strong problem-solving skills. Interest in scientific and mathematical methods. Interest in where technology and quantitative analysis intersect. Combined with a strong interest in the domain or commercial interest in the financial markets/trading systems/quant. Key aspects More ❯
a new office in London and is seeking the first C++ developers to join this exciting venture. Founded in 2014, they are a quantitativeinvestment firm that has assembled a team of researchers, portfolio managers, and technologists. By leveraging quantitative analysis and insights in financial markets More ❯
a new office in London and is seeking the first C++ developers to join this exciting venture. Founded in 2014, they are a quantitativeinvestment firm that has assembled a team of researchers, portfolio managers, and technologists. By leveraging quantitative analysis and insights in financial markets More ❯
Quantitative Research Analyst, Smart Beta (Mandarin Speaker) Job details Location: London Date Posted: 25 August 2018 Category: Investment Job Type: Permanent Job ID: J16611 Description Our client is a well-known Investment Management firm. This is a great opportunity to join their growing Smart Beta team. The Smart … within multi-asset portfolios and standalone investments. This role will primarily involve researching, constructing, and supporting systematic Smart Beta strategies. Main Responsibilities: Build quantitativeinvestment models to analyse the data sets. Generate trading ideas through analysis of the data and conducting empirical tests. Develop quantitative and … Analysts to support existing strategies and client requirements. Requirements: Master's degree or higher in Finance, Computer Science, Economics, Mathematics, Engineering, or a Quantitative field. Relevant experience in a quantitative research role on the buy-side or sell-side. Advanced programming skills, such as Matlab, R More ❯
Senior Low Latency Developer, C++ - Crypto Quantitative Hedge Fund London, UK Our client are a global quantitativeinvestment management firm that leverages advanced data analysis, research, and technology to develop and implement diverse investment strategies. Their team consists of experts from various fields, including engineering, computer More ❯
Senior Low Latency Developer, C++ - Crypto Quantitative Hedge Fund London, UK Our client are a global quantitativeinvestment management firm that leverages advanced data analysis, research, and technology to develop and implement diverse investment strategies. Their team consists of experts from various fields, including engineering, computer More ❯
Fasanara Digital is a quantitativeinvestment team applying a scientific, high frequency investment style in digital assets, seeking to achieve exceptional risk-adjusted returns for our investors. We were founded in 2018 and have grown to a 19-person strong team, managing over $280m USD in a basket … are only as good as our team. Thus, we are building the firm around exceptional talent. The role We are looking for a Quantitative Researcher specialising in market-making within crypto centralized exchanges. Leveraging your expertise in statistical modelling and quantitative analysis of our trading, you … business. Responsibilities Experience, with market-making or crypto preferred Strong market-oriented mindset with the desire to conduct thorough scientific research Experience using quantitative techniques to solve complex data-intensive problems Strong skills in Python, SQL and working knowledge of C++/Java Hands on experience with large More ❯
Working for one of the world's premier quantitativeinvestment firms. This firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our … unparalleled access to a wide range of publicly available data sources. Role: Quantitative Developer for a portfolio team based in Dubai. Responsibilities: Building components for both live trading and simulation Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components … resolving any systems related issues and handle the release of code fixes and enhancements Requirements: Masters or PhD in computer science or other quantitative discipline 5+ years of experience designing and developing research and live trading infrastructure at a financial institution, including experience in futures and FX Experience More ❯
banks. STS Equity Volatility team specializes in applying equity derivatives (index and single-name options, OTC instruments) to solve complex investment challenges in quantitativeinvestment space. The team is seeking a skilled professional in Product Development/Structuring to contribute to the research, development, and implementation of systematic … equity volatility strategies. This role requires a blend of quantitative expertise, practical coding skills, and the ability to collaborate effectively with sales, trading, quantitative strategists, and legal teams. RESPONSIBILITIES Research and develop new systematic trading strategy ideas focused on equity volatility, leveraging options and other derivatives. … with sales and clients to design customized investment solutions tailored to their specific needs and objectives. Implement developed strategies, working closely with trading, quantitative strategy, and legal teams to ensure accurate and efficient execution. Document and maintain systematic strategies and indices for investors, with a focus on equity More ❯
banks. STS Equity Volatility team specializes in applying equity derivatives (index and single-name options, OTC instruments) to solve complex investment challenges in quantitativeinvestment space. The team is seeking a skilled professional in Product Development/Structuring to contribute to the research, development, and implementation of systematic … equity volatility strategies. This role requires a blend of quantitative expertise, practical coding skills, and the ability to collaborate effectively with sales, trading, quantitative strategists, and legal teams. RESPONSIBILITIES Research and develop new systematic trading strategy ideas focused on equity volatility, leveraging options and other derivatives. … with sales and clients to design customized investment solutions tailored to their specific needs and objectives. Implement developed strategies, working closely with trading, quantitative strategy, and legal teams to ensure accurate and efficient execution. Document and maintain systematic strategies and indices for investors, with a focus on equity More ❯
a research-based investment management company with a specialist focus on statistical and mathematical inference in financial markets. The firm researches and trades quantitativeinvestment strategies, which are implemented systematically via thousands of securities, spanning the world's major liquid asset classes. Founded in 1997 by David Harding … world's largest institutional investors. We employ ambitious professionals who want to work collaboratively at the leading edge of investment management. Winton leverages quantitative analysis and cutting-edge technology to identify and capitalize on opportunities across global financial markets. We foster a collaborative and intellectually stimulating environment, bringing … is heavily linked to the acquisition, processing, and analysis of vast datasets. High-quality, well-managed data forms the critical foundation for our quantitative research, strategy development, and automated trading systems. As a Data Engineer within our Quantitative Platform team, you will play a pivotal role More ❯
investment analysis capabilities. Working alongside the investment research, trading and portfolio management teams, this individual will form a key part of the investing process. The role will focus on: Development of quantitativeinvestment tools used for the screening of global securities and derivatives Use quantitative … on the buy side working with hedge fund strategies Detailed knowledge of bonds, indices, options, volatility, tranches, etc. The role will suit a quantitativeinvestment analyst - anywhere from VP to Director-level upwards - and the successful candidate will join an expanding, top-performing and ambitious hedge fund. More ❯
