176 to 191 of 191 Quantitative Research Jobs in London

selling a sophisticated front office investment analytics proposition? Our client is a high growth investment analytics fintech, with a unique solution with very little competition in their area of quantitative analytics to analyse, validate and benchmark investment strategies. It's a front office sell to asset managers, pension funds, asset allocators etc, they already have some leading buy side … and reap the benefits of an untapped market to go after! Appropriate applicants will have: Experience selling buy side investment analysis/portfolio analytics/market risk management/quantitative/index/investment research type solutions. Ideally this experience will have been gained working for either a technology, financial information, or investment research provider. A proven … sales performers, plus benefits & stock options. Location: London or Paris (office or hybrid). Excelsior Search, the trusted international executive search & recruitment partner for capital markets & investment technology, data & research providers. If this particular role isn't right for yourself, please check out our other open roles on our website here: Americas EMEA APAC Key words: sales, sales executive More ❯

presentation and communication skills with the ability to influence stakeholders at all levels. You have a portfolio demonstrating systems thinking and scalable design solutions. You contributed to or conducted quantitative and qualitative user research in the past. You enjoy working cross-functionally, bringing new ideas to the table, and never being afraid to challenge the status quo. You More ❯

asset market and are taking a leadership position in building an innovative and compliant market. You can read more here . Working at Wintermute We are looking for a Quantitative Researcher with strong modelling and coding skills (Python). At Wintermute, you will be responsible for scaling and bringing our quantitative business to the next level. You will … away, and you'll learn at an unprecedented speed! No legacy systems, no corporate bureaucracy, it is up to you to make an impact. Responsibilities: Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research … historical market data across many markets Run simulations and model market for both liquid and illiquid assets Improve and maintain supporting infrastructure in Python and C++. Hard Skills Requirements: Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Advanced Python coding skills Experience and More ❯

major pension funds, endowments, foundations, governments and other investors based in the U.S. and abroad. Position Overview: As a member of the Trading Desk, you will work directly with Quantitative Developers, Researchers, and the Systematic Credit Portfolio Managers. In addition to trading for Acadian's credit portfolios, you will be researching, developing, deploying, and monitoring cutting edge pricing models … international) and credit derivatives; experience trading other fixed income securities a plus Firm understanding of credit market structure and familiarity with a wide range of implementation strategies Experience with quantitative/systematic strategies within Credit Markets Strong Python programming Working expertise with OMS/EMS platforms (Charles River, TSImagine, MarketAxess, TradeWeb, etc) World-class analytical skills and the ability … graphical and written form Willingness and ability to work in a collegial, results-oriented environment - must be a strong team player Interest in following financial markets and a strong quantitative orientation for investing Drive to deliver on high value projects and a roll up your sleeves attitude Act as a facilitator for the placement of cash and synthetic trades More ❯

full control of their visual storytelling, powered by some of the most advanced generative models in the industry. With a suite of top-ranked apps, an in-house AI research team, and a newly open-sourced visual generation model, this team is redefining how content gets made and distributed. From creators and artists to marketers and media companies, their … decisions Collaborate with PMs, engineers, and business leads to uncover opportunities and shape roadmap priorities Lead experimentation strategy, setting up A/B testing foundations and measuring impact Combine quantitative data and qualitative research to validate ideas and identify opportunities Partner with data engineers to ensure accurate tracking and scalable analytics Turn complex data into clear, compelling narratives More ❯

full control of their visual storytelling, powered by some of the most advanced generative models in the industry. With a suite of top-ranked apps, an in-house AI research team, and a newly open-sourced visual generation model, this team is redefining how content gets made and distributed. From creators and artists to marketers and media companies, their … decisions Collaborate with PMs, engineers, and business leads to uncover opportunities and shape roadmap priorities Lead experimentation strategy, setting up A/B testing foundations and measuring impact Combine quantitative data and qualitative research to validate ideas and identify opportunities Partner with data engineers to ensure accurate tracking and scalable analytics Turn complex data into clear, compelling narratives More ❯

Contribute to the development and refinement of design patterns-or create new ones where neededScale and evolve solutions across teams and product areasMaintain positive relationships across teams and functions. Research and Insight-Driven Design: Partner with researchers and contribute to qualitative and quantitative research. Uncover deep insights into customer behaviour and emerging usage patterns. Collaborate on ethical, safe … caregivers, an Employee Share Plan, beautiful offices, flexible working, and many other benefits that reflect our human value, you'll do the best work of your life at Xero. Research has shown that women and underrepresented groups are less likely to apply to jobs unless they meet every single competency or experience . If you are excited about this More ❯

Join the Pinnacle of Quantitative Trading: C++ Developer Opportunity at a Global Hedge Fund! Are you an accomplished C++ Developer with a background in mid-frequency execution platforms? Here's an exceptional chance to play a pivotal role within one of the world's leading Hedge Funds! We are actively seeking a skilled individual to join an esteemed Cross … edge algorithms for seamless trade execution. Develop and implement robust, high-performance C++ code, specifically tailored for mid-frequency execution platforms, to enhance our trading strategies. Work closely with quantitative researchers and traders to optimise algorithmic performance across diverse asset classes. Qualifications: Profound expertise in C++ development, showcasing a solid grasp of data structures and algorithms. Proven track record … in algorithmic execution, particularly on mid-frequency platforms within a financial context. Familiarity with Cross-Asset trading and an enthusiasm for staying at the forefront of quantitative trading technologies. Exceptional problem-solving skills and the ability to thrive in a fast-paced, collaborative environment. Benefits: Competitive base salary Bonus buyout option Guaranteed bonus Benefits More ❯

Quant Developer - C++ - Execution Algo's - Hedge Fund Contact email: Job ref: qcpp/hh/09 Startdate: ASAP Join the Pinnacle of Quantitative Trading: C++ Developer Opportunity at a Global Hedge Fund! Are you an accomplished C++ Developer with a background in mid-frequency execution platforms? Here's an exceptional chance to play a pivotal role within one … edge algorithms for seamless trade execution. Develop and implement robust, high-performance C++ code, specifically tailored for mid-frequency execution platforms, to enhance our trading strategies. Work closely with quantitative researchers and traders to optimise algorithmic performance across diverse asset classes. Qualifications: Profound expertise in C++ development, showcasing a solid grasp of data structures and algorithms. Proven track record … in algorithmic execution, particularly on mid-frequency platforms within a financial context. Familiarity with Cross-Asset trading and an enthusiasm for staying at the forefront of quantitative trading technologies. Exceptional problem-solving skills and the ability to thrive in a fast-paced, collaborative environment. By submitting your details you agree to our T&Cs More ❯

premier investment firms. The 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. Responsibilities: Perform rigorous and innovative research to … intraday to a few days. Help improve existing strategies and portfolio optimization. Analyze tick-level data for execution enhancements. Be a core contributor to growing the investment process and research infrastructure of the team. Requirements: Strong quantitative education. Masters or PhD preferred. 3+ years of work experience in systematic alpha research, portfolio construction and optimization in futures … markets. Experience developing short term alpha signals (intraday or a few days) Commodities specific knowledge is a plus. Experience managing and running risk. Collaborative mindset with strong independent research abilities. Previous experience with Java and Linux is a plus. Commitment to the highest ethical standards. More ❯

Company: Globally leading market-making proprietary trading firm. Location: London, United Kingdom. Responsibilities: Research, design, and implement high-frequency trading strategies in FICC markets. Extract signals from large scale market data to find alpha opportunities. Work closely with developers and traders to deploy models into production. Continuously optimise models for performance and robustness once live. Requirements: Bachelor’s or … Master’s degree in Mathematics, Computer Science, Engineering, or a related field. PhD is a plus. Extensive experience in quantitative trading, preferably within a high-frequency or intraday trading environment. Proven track record of successful trading strategies across multiple asset classes (e.g., equities, futures, options, FX). Experience with Eurex/CME is an advantage. Strong programming skills (Python More ❯

Company: Globally leading market-making proprietary trading firm. Location: London, United Kingdom. Responsibilities: Research, design, and implement high-frequency trading strategies in FICC markets. Extract signals from large scale market data to find alpha opportunities. Work closely with developers and traders to deploy models into production. Continuously optimise models for performance and robustness once live. Requirements: Bachelor’s or … Master’s degree in Mathematics, Computer Science, Engineering, or a related field. PhD is a plus. Extensive experience in quantitative trading, preferably within a high-frequency or intraday trading environment. Proven track record of successful trading strategies across multiple asset classes (e.g., equities, futures, options, FX). Experience with Eurex/CME is an advantage. Strong programming skills (Python More ❯

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. We are seeking a Quantitative Researcher to join our Commodities Weather Team. The successful candidate will: Apply statistical and machine learning (ML) techniques to model commodity fundamentals. Support the maintenance and expansion of our … in-house suite of models. Collaborate with engineers to deploy new models in a production environment. Formulate trading ideas by analyzing fundamental and weather datasets. Research and develop predictive signals for use in systematic trading strategies. Qualifications: Master's or PhD in a technical discipline, preferably Physics, Mathematics, or Statistics. Strong proficiency in probability and statistics, including time series More ❯

Greenfield segment Meet or exceed quarterly revenue targets. Hire, Manage and Develop a world class sales Team Develop and execute against a strategic sales plan. Lead internal projects involving quantitative analysis, industry research and strategic development. Accelerate customer adoption. Maintain a robust sales pipeline. Work with partners to extend reach & drive adoption. Lead and coach the team in More ❯

language models uniquely suited to capital markets while advancing the state-of-the-art.We are a venture backed company founded by professionals with experience spanning machine learning, trading, and quantitative research. As an experienced ML expert in the Data Science team, you will part of an innovative team of machine learning researchers, engineers, and domain experts. Here you will … you might work on: Automated flagging of cases where model predictions might be incorrect. Building more efficient data annotation strategies to fine-tune an LLM. Requirements: MSc with enough research experience (industry or academia) or PhD in a relevant subject. Extensive background in using and developing deep learning methods. Substantial understanding of deep learning methods and breadth of knowledge More ❯

Join a lean, highly effective engineering team powering one of the most advanced digital-asset trading infrastructures. Our client marries the high-performance engineering standards of traditional quantitative trading with the agility and innovation typical of a tech startup. Their digital-asset platform isn't just another asset class, they're building what’s next in compliant, scalable trading … and reporting. Develop the front-end interface used daily by traders. Automate settlement workflows with direct liquidity partners (beyond centralised exchanges). Support tooling and storage systems used by quantitative researchers for machine-learning features. Skills & Experience You’re a pragmatic, passionate engineer who writes clean, efficient code. You thrive in flat, collaborative environments and work well alongside cross More ❯