Quantitative Research Jobs in London

101 to 125 of 324 Quantitative Research Jobs in London

Quantitative Developer (Python)

London Area, United Kingdom
Hybrid / WFH Options
Radley James
Hiring on behalf of a systematic hedge fund with an office in London looking to add a Quantitative Developer proficient in Python to their team. As a member of their Quantitative Development team you will work directly with Quantitative Researchers to design, implement, deploy and use software for research and trading. There will be opportunity to … drive cross-team initiatives with technologists and researchers across all asset classes to achieve the firms objectives. Responsibilities - Work with quantitative researchers to design and build efficient and scalable workflows for research and trading Collaborate closely with team members and peers in technology to ensure global consistency and maximize re-use of software components Assume strong ownership of More ❯
Posted:

Quantitative Developer (Python)

City of London, London, United Kingdom
Hybrid / WFH Options
Radley James
Hiring on behalf of a systematic hedge fund with an office in London looking to add a Quantitative Developer proficient in Python to their team. As a member of their Quantitative Development team you will work directly with Quantitative Researchers to design, implement, deploy and use software for research and trading. There will be opportunity to … drive cross-team initiatives with technologists and researchers across all asset classes to achieve the firms objectives. Responsibilities - Work with quantitative researchers to design and build efficient and scalable workflows for research and trading Collaborate closely with team members and peers in technology to ensure global consistency and maximize re-use of software components Assume strong ownership of More ❯
Posted:

Quantitative Developer (Python)

South East London, England, United Kingdom
Hybrid / WFH Options
Radley James
Hiring on behalf of a systematic hedge fund with an office in London looking to add a Quantitative Developer proficient in Python to their team. As a member of their Quantitative Development team you will work directly with Quantitative Researchers to design, implement, deploy and use software for research and trading. There will be opportunity to … drive cross-team initiatives with technologists and researchers across all asset classes to achieve the firms objectives. Responsibilities - Work with quantitative researchers to design and build efficient and scalable workflows for research and trading Collaborate closely with team members and peers in technology to ensure global consistency and maximize re-use of software components Assume strong ownership of More ❯
Posted:

Quantitative Developer

London Area, United Kingdom
Avenir Group
Role Overview As a quantitative developer, you will play a pivotal role in building and optimising our quant trading systems, backtesting infrastructure, and research tools. You will collaborate closely with quantitative researchers, traders, and engineers to translate complex financial models into scalable, low-latency trading solutions. Key Responsibilities: Develop and optimise high-performance trading systems in C++ … and Python for algorithmic trading and execution. Implement, test, and deploy trading strategies based on research-driven insights. Enhance and maintain the research and backtesting framework to support strategy development. Work closely with quantitative researchers to understand their needs and develop efficient tools for data analysis, simulation, and strategy optimisation. Optimise market data pipelines and trade execution … based incentives. A fast-paced, innovation-driven environment in the crypto and digital asset space. Opportunities to work on cutting-edge trading strategies and technology. A highly collaborative and research-orientated culture. More ❯
Posted:

Quantitative Developer

City of London, London, United Kingdom
Avenir Group
Role Overview As a quantitative developer, you will play a pivotal role in building and optimising our quant trading systems, backtesting infrastructure, and research tools. You will collaborate closely with quantitative researchers, traders, and engineers to translate complex financial models into scalable, low-latency trading solutions. Key Responsibilities: Develop and optimise high-performance trading systems in C++ … and Python for algorithmic trading and execution. Implement, test, and deploy trading strategies based on research-driven insights. Enhance and maintain the research and backtesting framework to support strategy development. Work closely with quantitative researchers to understand their needs and develop efficient tools for data analysis, simulation, and strategy optimisation. Optimise market data pipelines and trade execution … based incentives. A fast-paced, innovation-driven environment in the crypto and digital asset space. Opportunities to work on cutting-edge trading strategies and technology. A highly collaborative and research-orientated culture. More ❯
Posted:

Product Manager - Trading Research & Analytics

London, United Kingdom
Avature
the world. We provide our users with real-time market data and analytics and connect them with trading counterparties and the wider community of Bloomberg Terminal subscribers. Our Trading Research & Analytics team is composed of experts in Equities, Fixed Income, and FX trading and quantitative research. We are focused on transforming the financial industry by creating cutting-edge … into actionable product roadmaps while aligning cross-functional teams-including engineering, marketing, and sales-around a shared vision. What's the role? As a Product Manager on the Trading Research & Analytics team, you will define product requirements and drive initiatives across a variety of trading-focused solutions, including pre- and post-trade analytics, trading pricing and benchmarks, Broker-Algorithm … selection and other quantitative trading decision tools. You'll work closely with clients, quantitative researchers, developers, and commercial stakeholders to deliver products that are data-driven, differentiated, and valuable to our customers. We'll trust you to: - Define product requirements based on market research, customer feedback, and internal analysis - Research and prototype quantitative models and More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:

Head of Quantitative Risk Analytics

City Of London, England, United Kingdom
Cornwallis Elt
Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider Risk Analytics group. In … helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well as undertaking quantitative research to keep models up to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for … the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate: Minimum of a Master’s degree in the quantitative field, preferably having achieved a PhD A strong background in Quantitative Analysis and Model Development, with an in-depth understanding or pricing and risk calculations, particularly for Counterparty More ❯
Posted:

Research Engineer

London, United Kingdom
DRW Holdings, LLC
just what we do that matters-it's how we do it. DRW is a place of 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 modeling. You will be surrounded by cutting edge technology, mentored by industry-leading engineers, offered training and continuing education opportunities, and given immediate responsibility. We are looking for quantitatively minded people who are creative technologists, natural programmers, and disciplined engineers … eager to develop new technologies that directly impact our business. How you will make an impact: Work with researchers to implement research studies, simulate trading strategies, and develop algorithms to compete in financial markets. Design trading strategy simulation software optimized for distributed computation. Develop software for large scale data acquisition, storage, accessibility, and visualization. Create user interfaces for data More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:

Systematic Macro Quantitative Researcher

City of London, London, United Kingdom
Undisclosed
Systematic Macro Quant Researcher to join a newly created team within their business. In this dynamic and collaborative role, you will be responsible for developing and implementing cutting-edge quantitative models and strategies across global macro markets and asset classes. You will work closely with world-class researchers, portfolio managers, and technologists to identify and capitalize on inefficiencies in … including equity indexes, fixed income, rates, commodities and FX. You will also help to systematise processes across teams, and build out the systematic infrastructure within the business. Key Responsibilities: Quantitative Research & Strategy Development: Conduct rigorous quantitative research to identify market inefficiencies and develop systematic trading strategies. Utilize statistical, econometric, and machine learning techniques to model macroeconomic … predictive signals. Employ advanced data science methodologies to enhance the robustness and accuracy of models. Model Implementation & Optimization: Collaborate with the technology and trading teams to build and implement quantitative infrastructure, models and strategies in a live trading environment. Continuously optimize and refine models to adapt to changing market conditions. Risk Management: Work closely with risk management teams to More ❯
Posted:

Systematic Macro Quantitative Researcher

London Area, United Kingdom
Undisclosed
Systematic Macro Quant Researcher to join a newly created team within their business. In this dynamic and collaborative role, you will be responsible for developing and implementing cutting-edge quantitative models and strategies across global macro markets and asset classes. You will work closely with world-class researchers, portfolio managers, and technologists to identify and capitalize on inefficiencies in … including equity indexes, fixed income, rates, commodities and FX. You will also help to systematise processes across teams, and build out the systematic infrastructure within the business. Key Responsibilities: Quantitative Research & Strategy Development: Conduct rigorous quantitative research to identify market inefficiencies and develop systematic trading strategies. Utilize statistical, econometric, and machine learning techniques to model macroeconomic … predictive signals. Employ advanced data science methodologies to enhance the robustness and accuracy of models. Model Implementation & Optimization: Collaborate with the technology and trading teams to build and implement quantitative infrastructure, models and strategies in a live trading environment. Continuously optimize and refine models to adapt to changing market conditions. Risk Management: Work closely with risk management teams to More ❯
Posted:

Systematic Macro Quantitative Researcher

South East London, England, United Kingdom
Undisclosed
Systematic Macro Quant Researcher to join a newly created team within their business. In this dynamic and collaborative role, you will be responsible for developing and implementing cutting-edge quantitative models and strategies across global macro markets and asset classes. You will work closely with world-class researchers, portfolio managers, and technologists to identify and capitalize on inefficiencies in … including equity indexes, fixed income, rates, commodities and FX. You will also help to systematise processes across teams, and build out the systematic infrastructure within the business. Key Responsibilities: Quantitative Research & Strategy Development: Conduct rigorous quantitative research to identify market inefficiencies and develop systematic trading strategies. Utilize statistical, econometric, and machine learning techniques to model macroeconomic … predictive signals. Employ advanced data science methodologies to enhance the robustness and accuracy of models. Model Implementation & Optimization: Collaborate with the technology and trading teams to build and implement quantitative infrastructure, models and strategies in a live trading environment. Continuously optimize and refine models to adapt to changing market conditions. Risk Management: Work closely with risk management teams to More ❯
Posted:

Quantitative Researcher

London Area, United Kingdom
Anson McCade
quant modelling and technology. Their trades are facilitated by state-of-the-art infrastructure which handles their larger trading volumes easily. Role: • Using the firms automated trading framework to research and apply strategies • Using progressive statistical approaches to analyse data and ascertain opportunities for trading • To build upon and develop strong understanding of market structures of the various exchanges … and asset classes. • Pre market – checking that all required data and processes are ready. • During market – sporadically monitoring behaviour and performance of strategies. Ideal Candidate: • Quantitative background - including Master/PhD’s in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics from a top University. • Programming proficiency with at least one major programming or scripting More ❯
Posted:

Quantitative Researcher

City of London, London, United Kingdom
Anson McCade
quant modelling and technology. Their trades are facilitated by state-of-the-art infrastructure which handles their larger trading volumes easily. Role: • Using the firms automated trading framework to research and apply strategies • Using progressive statistical approaches to analyse data and ascertain opportunities for trading • To build upon and develop strong understanding of market structures of the various exchanges … and asset classes. • Pre market – checking that all required data and processes are ready. • During market – sporadically monitoring behaviour and performance of strategies. Ideal Candidate: • Quantitative background - including Master/PhD’s in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics from a top University. • Programming proficiency with at least one major programming or scripting More ❯
Posted:

Head of Quantitative Trading

City of London, London, United Kingdom
Marks Sattin
Role Overview: My client is a FTSE250 firm seeking a visionary and results-driven Head of Quantitative Trading to lead and scale our quantitative trading division. This is a high-impact leadership role responsible for developing and executing systematic and electronic trading strategies across global markets. The ideal candidate will combine deep quantitative expertise, a strong software … development background, and proven leadership capabilities to drive innovation and performance. Key Responsibilities: Strategic Leadership: Define and execute the quantitative and electronic trading strategy in alignment with the firm’s investment objectives. Lead a multidisciplinary team of quantitative researchers, developers, and traders. Alpha Generation & Strategy Development: Oversee the research, development, and deployment of systematic and high-frequency … hands-on development background to guide architecture decisions and code reviews. Champion best practices in software engineering, including version control, testing, and continuous integration. Key Requirements 10+ years in quantitative and electronic trading, with at least 5 years in a senior leadership role. Proven track record of building and managing profitable systematic and electronic trading strategies. Technical & Development Skills More ❯
Posted:

Head of Quantitative Trading

London Area, United Kingdom
Marks Sattin
Role Overview: My client is a FTSE250 firm seeking a visionary and results-driven Head of Quantitative Trading to lead and scale our quantitative trading division. This is a high-impact leadership role responsible for developing and executing systematic and electronic trading strategies across global markets. The ideal candidate will combine deep quantitative expertise, a strong software … development background, and proven leadership capabilities to drive innovation and performance. Key Responsibilities: Strategic Leadership: Define and execute the quantitative and electronic trading strategy in alignment with the firm’s investment objectives. Lead a multidisciplinary team of quantitative researchers, developers, and traders. Alpha Generation & Strategy Development: Oversee the research, development, and deployment of systematic and high-frequency … hands-on development background to guide architecture decisions and code reviews. Champion best practices in software engineering, including version control, testing, and continuous integration. Key Requirements 10+ years in quantitative and electronic trading, with at least 5 years in a senior leadership role. Proven track record of building and managing profitable systematic and electronic trading strategies. Technical & Development Skills More ❯
Posted:

Head of Quantitative Trading

South East London, England, United Kingdom
Marks Sattin
Role Overview: My client is a FTSE250 firm seeking a visionary and results-driven Head of Quantitative Trading to lead and scale our quantitative trading division. This is a high-impact leadership role responsible for developing and executing systematic and electronic trading strategies across global markets. The ideal candidate will combine deep quantitative expertise, a strong software … development background, and proven leadership capabilities to drive innovation and performance. Key Responsibilities: Strategic Leadership: Define and execute the quantitative and electronic trading strategy in alignment with the firm’s investment objectives. Lead a multidisciplinary team of quantitative researchers, developers, and traders. Alpha Generation & Strategy Development: Oversee the research, development, and deployment of systematic and high-frequency … hands-on development background to guide architecture decisions and code reviews. Champion best practices in software engineering, including version control, testing, and continuous integration. Key Requirements 10+ years in quantitative and electronic trading, with at least 5 years in a senior leadership role. Proven track record of building and managing profitable systematic and electronic trading strategies. Technical & Development Skills More ❯
Posted:

User Research & Design Specialist

London, United Kingdom
Experis UK
Our client, a global organisation urgently require a User Research & Design specialist to join their team on a permanent basis. In order to be successful, you will have the following experience: Proven experience in conducting user research studies, employing a variety of research methods and tools Worked either within Government, or Government customers Proficient in using research … software Experience working in cross-functional teams and collaborating with designers, product managers, and developers. DV Cleared Within this role, you will be responsible for: Planning and executing user research studies, employing a range of qualitative and quantitative research methods, such as interviews, usability testing, surveys, and ethnographic research. Collecting and analysing user data, employing appropriate research tools and techniques, to derive actionable insights and recommendations. Develop user archetypes, journey maps, and other user-centred design and research artifacts to effectively communicate user insights and facilitate decision-making. Collaborating with designers, product managers, and developers to translate research findings into well-designed products and services that meet user and business. Advocating for the user More ❯
Employment Type: Permanent
Salary: £90,000
Posted:

NLP/LLM Systematic Quantitative Researcher

London Area, United Kingdom
Hybrid / WFH Options
Thurn Partners
They are at the forefront of developing advanced hardware and software, utilizing proprietary prediction algorithms for autonomous trading of the markets. This firm has established a world class global research team and combines an academic yet scientific approach with an emphasis on scalability and risk management. About The Role: Researchers are responsible for applying, adapting, and extending existing results … in the broad field of machine learning. You will be apart of a highly unique research group across Natural Language Processing, Large Learning Models, deep learning, Bayesian & Signal Optimization with the exciting transition to the world of financial predication through the prism of machine learning. The most exceptional team members combine strong technical skills and a passion for problem … with an intense curiosity about financial markets and human behaviour. About You: PhD or PhD candidate in machine learning, computer science, statistics, or a related field. Superb analytical and quantitative skills, along with a healthy streak of creativity. Demonstrated ability to conduct independent research utilizing large data sets. Curiosity about financial markets. Strong scientific programming in Python, R More ❯
Posted:

NLP/LLM Systematic Quantitative Researcher

City of London, London, United Kingdom
Hybrid / WFH Options
Thurn Partners
They are at the forefront of developing advanced hardware and software, utilizing proprietary prediction algorithms for autonomous trading of the markets. This firm has established a world class global research team and combines an academic yet scientific approach with an emphasis on scalability and risk management. About The Role: Researchers are responsible for applying, adapting, and extending existing results … in the broad field of machine learning. You will be apart of a highly unique research group across Natural Language Processing, Large Learning Models, deep learning, Bayesian & Signal Optimization with the exciting transition to the world of financial predication through the prism of machine learning. The most exceptional team members combine strong technical skills and a passion for problem … with an intense curiosity about financial markets and human behaviour. About You: PhD or PhD candidate in machine learning, computer science, statistics, or a related field. Superb analytical and quantitative skills, along with a healthy streak of creativity. Demonstrated ability to conduct independent research utilizing large data sets. Curiosity about financial markets. Strong scientific programming in Python, R More ❯
Posted:

Senior Research Engineer

London Area, United Kingdom
AGITProp
AGITProp is an AI-driven quantitative research firm that continues to push the boundaries of advanced modelling — from algorithmic trading to factor modelling and other cutting-edge applications. Quant firms have leveraged AI and ML for years, but the increasing complexity and scale of global markets demand a more comprehensive, integrated approach. At AGITProp, we harness the latest … our second year, we have ambitious growth plans and are searching for the best and brightest minds from across tech and finance to help us achieve our aim. Senior Research Engineer We are seeking a highly talented and experienced Senior Research Engineer with a strong background in deep learning, particularly in the development and application of Large Language … Models (LLMs), to join our growing team. This role blends research and engineering expertise, requiring a deep understanding of AI/ML principles, strong programming skills, and the ability to contribute to cutting-edge research while also building and deploying practical solutions. Experience in the financial services industry is highly desirable. The successful candidate will collaborate with team More ❯
Posted:

Senior Research Engineer

City of London, London, United Kingdom
AGITProp
AGITProp is an AI-driven quantitative research firm that continues to push the boundaries of advanced modelling — from algorithmic trading to factor modelling and other cutting-edge applications. Quant firms have leveraged AI and ML for years, but the increasing complexity and scale of global markets demand a more comprehensive, integrated approach. At AGITProp, we harness the latest … our second year, we have ambitious growth plans and are searching for the best and brightest minds from across tech and finance to help us achieve our aim. Senior Research Engineer We are seeking a highly talented and experienced Senior Research Engineer with a strong background in deep learning, particularly in the development and application of Large Language … Models (LLMs), to join our growing team. This role blends research and engineering expertise, requiring a deep understanding of AI/ML principles, strong programming skills, and the ability to contribute to cutting-edge research while also building and deploying practical solutions. Experience in the financial services industry is highly desirable. The successful candidate will collaborate with team More ❯
Posted:

C++ Quantitative Developer

London Area, United Kingdom
NJF Global Holdings Ltd
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 ❯
Posted:

C++ Quantitative Developer

City of London, London, United Kingdom
NJF Global Holdings Ltd
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 ❯
Posted:

C++ Quantitative Developer

South East London, England, United Kingdom
NJF Global Holdings Ltd
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 ❯
Posted:

Commodity Trader

City of London, London, United Kingdom
Marks Sattin
Company Overview: My client is a leading quantitative trading and investment firm that researches, develops, and deploys algorithmic trading strategies across global markets. Their team leverages advanced mathematical models, statistical techniques, and cutting-edge technology to trade across all asset classes on multiple exchanges worldwide. Role Overview: They are seeking a highly analytical and driven Commodity Trader to join … their global trading team. The ideal candidate will have a strong quantitative background, deep understanding of commodity markets, and experience in developing and executing algorithmic trading strategies. You will collaborate with researchers, engineers, and data scientists to identify opportunities, optimize strategies, and manage risk in real-time. Key Responsibilities: Research, design, and implement algorithmic trading strategies in commodity … markets (e.g., energy, metals, agriculture) including Futures, spot and options. Analyse large datasets to identify market inefficiencies and trading opportunities. Collaborate with quantitative researchers and software engineers to back test and optimize strategies. Monitor and manage live trading performance, ensuring strategies operate within defined risk parameters. Contribute to the development of proprietary tools and infrastructure for strategy research More ❯
Posted:
Quantitative Research
London
10th Percentile
£58,612
25th Percentile
£75,625
Median
£110,000
75th Percentile
£128,750
90th Percentile
£171,375