51 to 57 of 57 Quantitative Investing Jobs in London

working with a leading systematic hedge fund that is seeking an experienced C#/.NET Software Developer to join its Quantitative Development team in London. This is a highly technical backend engineering role focused on building the firm's next-generation platform for calibrating, publishing and distributing live … infrastructure. You'll be responsible for extending the platform's modular architecture, improving system reliability and helping deliver high-quality market data and quantitative models to investment teams across the business. The role is heavily focused on software engineering excellence rather than quantitative modelling, making ...

leading quantitative investment firm in Greater London seeks a Quantitative Developer to design and implement proprietary systems. The ideal candidate has 5+ years in high-impact software engineering, strong Python skills, and a concise coding style. This role involves collaboration with researchers and managing deliverables ...

senior structuring opportunity within Citi's Strategic Equity Derivatives business in London. The role sits at the intersection of product innovation, quantitative design, and client origination — working directly alongside sales and trading to develop bespoke equity derivative solutions for strategic equity clients globally. Operating at Director level … structured solutions to institutional clients — including asset managers, private banks, insurance companies, and corporates — and converting ideas into executable transactions. Develop and pitch Quantitative Investment Strategies (QIS) and systematic payoff structures, tailoring strategy parameters (volatility budgets, sector tilts, asset class overlays) to specific client mandates. Identify and execute ...

research-based investment management company with a specialist focus on statistical and mathematical inference in financial markets. The firm researches and trades quantitative investment strategies, which are implemented systematically via thousands of securities, spanning the world's major liquid asset classes. Founded in 1997 by David Harding, Winton … exciting opportunity to be a key player in the expansion of our cloud environment, contributing to the development of our execution systems, quantitative research platform, data ingestion pipelines, and post-trade applications. This hands-on role offers a unique chance to work with the latest cloud technologies ...

working with a well-established UK investment and wealth management business that is investing in the development of its portfolio risk capability. This is a senior, hands-on appointment sitting close to the investment function. The successful candidate will take ownership of developing a more sophisticated and consistent approach … understanding risk across a large and diverse range of client portfolios. The position combines quantitative portfolio analysis, framework development and senior stakeholder engagement. It would suit someone who enjoys getting into the detail of portfolio data and risk models but is equally comfortable turning that analysis into useful ...

investment firm in London to hire an experienced Data Engineer who can help build and scale a high-performance data platform that supports quantitative investment teams. The role focuses on large-scale data infrastructure, backtesting and research workloads, handling petabyte-scale datasets, and collaborating with quantitative ...

Citigroup Inc. in London seeks an Equity Quantitative Research Analyst to develop and deliver differentiated quantitative investment insights across global equity markets. You will own the full research pipeline—from alpha model development to client-facing publications—collaborating with senior analysts and strategists to generate near ...