We're seeking a Quant to join a specialist Rates/e-trading team in London. You will work between quant research, market-making strategy, and automated trading platform development. You'll be part of a small, high-impact team that collaborates with traders to deliver measurable results in PnL performance, without carrying individual book risk. This … is a hands-on role working directly to influence trading and market-making capabilities in rates products across multiple currencies. Key Responsibilities Partner with the swaps desk to design and implement short-medium term trading signals across products such as Eurodollar, Scandinavian, Swiss, and select G3 currencies Create alpha-generating market-making metrics and … trading signals, ideally within Rates Proficiency in Python; Java knowledge a strong plus Strong background in tick-data analysis and implementation of trading models Understanding of market-making analytics and the design of trading performance metrics Familiarity with interest rate markets (highly advantageous and accelerates interview process) Ability to work closely with traders, engineers, and quants in More ❯
with leadership, delivering innovation in a fast-paced trading environment. Youll work closely with traders, quants, and global technology teams to develop and refine low-latency market-making platforms for Cash FX, Spot FX, NDFs, and Precious Metals, while guiding a skilled global team of developers. This role is offering a base of £160,000 to … + strong bonus and some flexible working. What youll bring: Proven track record in FX marketmaking Expertise in low-latency pricing platforms (ideally C# or Java) Leadership experience managing and mentoring technical teams Strong C#/.NET skills (C++ a plus) with experience in multithreading, optimisation, and networking performance tuning Familiarity with trading connectivity protocols (e.g. More ❯
GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client, a leading proprietary trading and marketmaking firm with a strong high-frequency trading (HFT) presence, is seeking a Quantitative Researcher to join their London office. This is a unique opportunity to work alongside world-class traders, technologists, and researchers … machine learning techniques, and mathematical modeling to large, complex datasets. Collaborate closely with trading and technology teams to implement and optimize models in live trading environments. Continuously research market microstructure and dynamics to refine and improve current approaches. Requirements: Completed PhD in a highly quantitative field (e.g., Mathematics, Physics, Computer Science, Engineering, Statistics). Strong programming skills in … ability to work effectively in a collaborative, fast-paced environment. Why Join: Opportunity to work on high-impact research with immediate application in high-frequency and marketmaking strategies. Collaborate with top-tier professionals in a stimulating and intellectually challenging environment. Competitive compensation package with performance-based rewards. Access to state-of-the-art technology and infrastructure More ❯
Rates products Build robust low-latency Java systems and trading infrastructure Collaborate with traders, quants, and technologists to translate ideas into production-ready solutions Monitor and refine strategy performance, making real-time adjustments when required Conduct research into trading opportunities, market inefficiencies, and performance improvements Drive continuous improvement of platform resilience, usability, and efficiency Develop and maintain … directly with user feedback to improve systems and strategies Key Requirements Strong Java development skills, ideally in low-latency/high-performance systems Solid understanding of systems design, market microstructure, and electronic execution Degree in Computer Science, Mathematics, Physics, or related quantitative field Direct exposure to Rates or Fixed Income markets (cash and/or derivatives) Strong problem … with multiple asset classes beyond Rates (FX, futures, options, equities) Knowledge of distributed systems, cloud platforms, or KDB/time-series databases Familiarity with risk management, market-making, or financial regulations (e.g., MiFID II) Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates More ❯
McGregor Boyall are partnered with a market-leading, quant-driven tech hedge fund looking for C++ talent across multiple teams within trading and market execution. The roles involve building high-performance components for their systematic trading platform, working with advanced concurrency patterns and lock-free data structures. You'll be optimizing critical paths where microseconds matter … implementing sophisticated order execution algorithms, and collaborating with quants to deploy new trading strategies. Their stack leverages cutting-edge HPC techniques for market data processing and order management. They are using highly modern C++: custom allocators, zero-copy messaging, and SIMD optimization. You'll work directly with quants to translate mathematical models into production trading systems and see … of experience with Python - Experience working with systems processing high volumes of data (terra or petabyte-scale) - Extensive expertise with at least ONE of: fixed income, marketmaking, algo/eTrading, connectivity, execution, high frequency trading Nice to have: - Prior experience working for a leading systematic trading company - Excellent academics at the post-grad level McGregor Boyall More ❯
You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading marketmaking 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 efforts to improve signals … and optimise parameters through back testing, across a wide range of trading products and technologies. Proactively identify market microstructure patterns and trading opportunities by analysing vast quantities of tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python More ❯
You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading marketmaking 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 efforts to improve signals … and optimise parameters through back testing, across a wide range of trading products and technologies. Proactively identify market microstructure patterns and trading opportunities by analysing vast quantities of tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python More ❯
You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading marketmaking 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 efforts to improve signals … and optimise parameters through back testing, across a wide range of trading products and technologies. Proactively identify market microstructure patterns and trading opportunities by analysing vast quantities of tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python More ❯
You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading marketmaking 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 efforts to improve signals … and optimise parameters through back testing, across a wide range of trading products and technologies. Proactively identify market microstructure patterns and trading opportunities by analysing vast quantities of tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python More ❯
london (city of london), south east england, united kingdom
Durlston Partners
You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading marketmaking 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 efforts to improve signals … and optimise parameters through back testing, across a wide range of trading products and technologies. Proactively identify market microstructure patterns and trading opportunities by analysing vast quantities of tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in 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. 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. 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. More ❯
london (city of london), south east england, united kingdom
Thurn Partners
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. 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. More ❯
in mathematics, statistics, engineering, computer science, or related quantitative analytical field. 5+ profitable trading experience on a leading trading desk in a bank, proprietary trading, or marketmaking environment in any asset class. Demonstrable experience in successfully building and managing trades. Familiar with Python and have a keen interest in expanding your technical skillset. Think critically and More ❯
Flowdesk mission is to build a global financial institution for digital assets, one designed from the ground up for market integrity and efficiency. To achieve this in a rapidly evolving market, we apply a disciplined, first-principles approach to everything we do. This approach is embedded in our core services, from institutional liquidity provision, trading solutions … hand with the Markets team and the Sales team, you'll take part in the construction of Flowdesk's products and support the growth of our market-making infrastructure with the latest cloud and deployment technologies. In a team of 8 developers, your mission will be to Improve the infrastructure's reliability and performance Enhance our data More ❯
Marex Group plc (NASDAQ: MRX) is a diversified global financial services platform providing essential liquidity, market access and infrastructure … services to clients across energy, commodities and financial markets. The group provides comprehensive breadth and depth of coverage across four core services: clearing, agency and execution, marketmaking, and hedging and investment solutions. It has a leading franchise in many major metals, energy and agricultural products, with access to 60 exchanges. The group provides access to the … any of their deliverables. Solution Delivery Working closely with key stakeholders you will take the lead on end-to-end sourcing activities, which will include defining requirements, providing market analysis, launching new competitive sourcing events, negotiating supplier rate-cards on preferential rates and implementing procedures to consolidate supplier spend. Process Alignment & Optimization. Identify ongoing opportunities to improve current More ❯
systematic or high-frequency context. Hands-on programming experience in at least one of: Python, SQL, C++, Java, or C# . Proven track record of systematic marketmaking , ideally at higher frequencies. To hear more details please apply to this position or contact Ben Mortimore at Anson McCade. Job Reference: AMC/BMO/CRB01 Reference: AMC More ❯
a Global Financial Broking firm in London. Client Onboarding KYC Associate 5 days a week in London. Administration Assistant - Financial Services Our client is a Financial Marketmaking company in London. Wealth and Asset Management Firm Location: London Date: 24 Oct 2023 Sector: IT Type: Permanent Salary: £40,000 - 50,000 per annum Contact: Ref: BT45 Technology More ❯
client is a Global Financial Broking firm in London. Client Onboarding KYC Associate : 5 days a week in London. Positions available: Administration Assistant - Financial Services Financial MarketMaking Company Wealth and Asset Management Firm Details: Date: 28 May 2024 Sector: IT Type: Permanent Location: London Salary: £32,000 - 38,000 per annum Email: Ref: BT454 Trainee Technology More ❯
In a world that is constantly changing, organisations need to adapt quickly, this is your opportunity to join Deloitte's market-proven Non-financial Risk team and help our clients to better manage their risks on a day-to-day basis across the enterprise. You will develop an impressive range of commercial skills that will multiply your career … our team and our Future of Risk proposition. Your responsibilities will include: Working closely with Future of Risk sponsoring partners to accelerate the proposition development and go to market efforts, bring credibility in the domain. Strategic level visioning around Future of Risk to take compelling propositions to our clients. Being part of the leadership forour CRO eminence programme … relationships that will fuel your career and prioritiseyour wellbeing. Please check with your recruiter for the specific working requirements that may apply for your role. Our commitment to you Making an impact is more than just what we do: it's why we're here. So we work hard to create an environment where you can experience a purpose More ❯
