Quantitative Researcher - Machine Learning A fully automated algorithmic trading company in London have ambitious plans to grow their machine learning research team. All their researchers have an impressive academic background in mathematics, statistics, and physics and have published numerous academic articles in their respective fields. They enjoy a healthy work-life balance while tackling hard problems in quantitativefinance using AI and ML techniques. As a Quantitative Researcher, you will work with a fantastic team of data scientists and engineers on a wide scope of ML responsibilities to tackle hard problems in quantitativefinance: Build machine learning trading strategies across a range of asset classes Design predictive models with scientific rigor … Explore new projects in neural networks and deep learning Oversee projects focused on finding trading product solutions Requirements for the Quantitative Researcher - Machine Learning position: PhD in a technical or quantitative discipline such as statistics, mathematics, physics, or computer science Intermediate skills in at least one programming language such as C, C++, Java, or Python Understanding of machine More ❯
research alongside a variety of other research services that is marketed to both external and internal clients. In addition, the team is responsible for developing a variety of systematic quantitative investment strategies across a variety of asset classes. Summary of the key purposes of the role This internship role will be based in London and will supporting and learning … from members of the quant team. The role will be highly varied from working on specific quantitative research projects to assisting in the production of research. Summary of responsibilities Maintaining a variety of quantitative models used by the team Assisting in the production of research materials including models, presentations, and publications. Interacting and dealing with internal clients (sales … structuring, engineering) Under supervision, helping to develop new quantitative models and strategies Using a variety of data platforms including Bloomberg and Factset Profile required Competencies The ideal candidate will hold a master's degree or equivalent in QuantitativeFinance A focus on mathematics/statistics at the undergraduate level is essential Any experience in conducting research More ❯
Title: Quantitative Developer Location: London About Us: Founded in 2013, GSR is a leading market-making and programmatic trading company in the fast-evolving world of cryptocurrency trading. With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols and exchanges daily. We build long-term relationships with cryptocurrency communities and traditional … cryptocurrency exchanges worldwide. In volatile markets, we are a trusted partner to crypto-native builders and those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the world's most robust trading platforms designed to navigate issues unique to … developing in Rust; will be tested. Familiarity with core trading strategies (e.g., market-making, arbitrage, execution). Strong understanding of algorithms and data structures, as well as quant finance concepts: limit-order books, market microstructure, pricing. Experience with real-time data processing, IPC/shared-memory architectures, and low-allocation/zero-copy design. A Bachelor's degree More ❯
cryptocurrency exchanges worldwide. In volatile markets, we are a trusted partner to crypto-native builders and those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the world's most robust trading platforms designed to navigate issues unique to … developing in Rust; will be tested. Familiarity with core trading strategies (e.g., market-making, arbitrage, execution). Strong understanding of algorithms and data structures, as well as quant finance concepts: limit-order books, market microstructure, pricing. Experience with real-time data processing, IPC/shared-memory architectures, and low-allocation/zero-copy design. A Bachelor's degree More ❯
cryptocurrency exchanges worldwide. In volatile markets, we are a trusted partner to crypto-native builders and those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the world's most robust trading platforms designed to navigate issues unique to … developing in Rust; will be tested. Familiarity with core trading strategies (e.g., market-making, arbitrage, execution). Strong understanding of algorithms and data structures, as well as quant finance concepts: limit-order books, market microstructure, pricing. Experience with real-time data processing, IPC/shared-memory architectures, and low-allocation/zero-copy design. A Bachelor's degree More ❯
cryptocurrency exchanges worldwide. In volatile markets, we are a trusted partner to crypto-native builders and those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the world’s most robust trading platforms designed to navigate issues unique to … developing in Rust; will be tested. Familiarity with core trading strategies (e.g., market-making, arbitrage, execution). Strong understanding of algorithms and data structures, as well as quant finance concepts: limit-order books, market microstructure, pricing. Experience with real-time data processing, IPC/shared-memory architectures, and low-allocation/zero-copy design. A Bachelor's degree More ❯
London, England, United Kingdom Hybrid / WFH Options
Selby Jennings
About the Client The client is a global quantitative investment firm that develops and implements systematic financial strategies across diverse asset classes and markets. Their mission is to generate high-quality predictive signals (alphas) using a proprietary research platform, targeting inefficiencies in the financial markets. Collaboration is central to their approach, with teams working together to build the foundation … can help shape the future. About the AI Group AI is a specialized division within the client, operating similarly to a B2C fintech venture. Its mission is to democratize quantitativefinance by offering global remote-work opportunities and educational resources in AI, ML, and quant finance. The AI platform enables external contributors to submit signals, data, and … outstanding individuals to join as AI Researchers. This full-time role focuses on cutting-edge research in Artificial Intelligence (AI) and Large Language Models (LLMs), aimed at developing innovative quantitative models for the AI platform. Key Responsibilities: Conduct research in AI and LLMs, exploring advanced architectures such as Transformers, Reinforcement Learning, and Generative AI. Design, train, and fine-tune More ❯
and strategy development. View job & apply Job type: Permanent A high profile investment fund is seeking an experienced investment risk professional to join its team. View job & apply Senior Quantitative Researcher - HFT Location: International Job type: Permanent Sector: Asset Management & Funds Join a globally renowned high-frequency trading firm and a highly respected, multi-strategy hedge fund. View job …/day Contract, 6-12mth (Dir Level) Location: London Job type: Contract Sector: Banking Our client is a Tier 1 Investment Bank seeking a Senior Director Level Quantitative Analyst with expertise in Equity validation. View job & apply Location: London Job type: Permanent Director - Quant Developer, Cross-Asset Analytics Platform Top Investment Bank London Hybrid working model. We are … product control, and traded risks. Analyze and resolve issues in existing models. Proven experience as a Quantitative Analyst with expertise in financial model development. A degree in MathematicalFinance , Science , or Mathematics from a top-tier university. In-depth knowledge of industry-standard pricing models such as Black-Scholes , Bachelier , local and stochastic volatility models, and the More ❯
trading infrastructure of the team Collaborate with the PMs and trading groups in a transparent environment, engaging with the whole investment process Qualifications: Degree in Applied Maths, Physics, Engineering, QuantitativeFinance, Computer Science or similar 5 years' experience in C++ Quantitative Developer or Software Developer experience from a bank or other financial services firm Excellent technical … communication skills Advanced quantitative skills are desirable #J-18808-Ljbffr More ❯
Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. I am seeking an experienced C Python Quant Developer to join my client who is a … leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards. Key Responsibilities: Develop and optimize systems for pricing, risk, and P&L calculations. Partner with Quantitative Modellers … with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in More ❯
Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. I am seeking an experienced C Python Quant Developer to join my client who is a … leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards. Key Responsibilities: Develop and optimize systems for pricing, risk, and P&L calculations. Partner with Quantitative Modellers … with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in More ❯
London, England, United Kingdom Hybrid / WFH Options
ZipRecruiter
+ Bonus + Full Benefits Client: Elite Proprietary Trading Firm Kickstart Your Career Just graduated and eager to dive into the world of high-performance tech and quantitativefinance? Join a leading global trading firm where innovation is key — no legacy systems, no bureaucracy, just a fast-paced, intellectually stimulating environment designed for growth. With unlimited access … impact projects, shaping the future of trading tech. What You’ll Be Doing Develop and enhance state-of-the-art trading systems and infrastructure Design and implement your own quantitative models Collaborate with top engineers, quants, and researchers to tackle complex challenges Learn rapidly and grow within a firm that thrives on initiative What You Bring Degree in Mathematics … stakes environment Why This Role? Work on greenfield projects from day one — your contributions have real impact Collaborate with some of the brightest minds in both tech and finance Access to top-of-the-line tools, systems, and infrastructure Unmatched career growth in a high-performance, meritocratic culture Apply now or reach out directly: obloom@hunterbond.com #J More ❯
indicators. The scenarios cover key . and global macroeconomic indicators, rates, equities, FX and credit markets, real estate markets, etc. Accordingly, a broad knowledge base across economics and finance is essential. The team develops scenarios across a range of potential economic backdrops which are distributed Firmwide. As a Firmwide Economic Scenarios Analyst within the Office of the Chief … hoc requests, with an emphasis on accuracy and timeliness of meeting deliverables on prescribed timelines Develop executive-level presentations for senior management and internal stakeholders Interact with and guide quantitative model development teams for the development and enhancement of macroeconomic forecasting methodologies Lead ad-hoc analysis and conduct economic research as needed Required Qualifications, Skills, and Capabilities: Strong quantitative skills: Bachelor's degree in Economics, Econometrics, QuantitativeFinance, or related field Some work experience in research/forecasting/business analytics for a leading financial institution/central bank/consulting firm or similar, with a strong background/interest in economics Advanced Excel and Microsoft Office skills and experience with at least one programming More ❯
Manager – Climate Risk Analytics My client, a tier 1 global bank are looking for a skilled quant finance professional to play a central role in … shaping how climate-related financial risks are quantified and managed within a global trading business. This role is ideal for someone with a background in climate science and strong quantitative skills who’s ready to apply their expertise in a fast-paced, market-facing environment. As the lead climate risk modeller for the trading book, you’ll be responsible … to non-technical audiences, including trading desks and regulators. Produce clear, comprehensive documentation to support transparency and model governance. What you’ll bring: A degree in a technical or quantitative field such as Climate Science, Mathematics, Physics, Statistics, or Computer Science. Proven experience in developing or applying climate models within a scientific or financial context. Solid understanding of market More ❯
Manager – Climate Risk Analytics My client, a tier 1 global bank are looking for a skilled quant finance professional to play a central role in … shaping how climate-related financial risks are quantified and managed within a global trading business. This role is ideal for someone with a background in climate science and strong quantitative skills who’s ready to apply their expertise in a fast-paced, market-facing environment. As the lead climate risk modeller for the trading book, you’ll be responsible … to non-technical audiences, including trading desks and regulators. Produce clear, comprehensive documentation to support transparency and model governance. What you’ll bring: A degree in a technical or quantitative field such as Climate Science, Mathematics, Physics, Statistics, or Computer Science. Proven experience in developing or applying climate models within a scientific or financial context. Solid understanding of market More ❯
indicators. The scenarios cover key U.S. and global macroeconomic indicators, rates, equities, FX and credit markets, real estate markets, etc. Accordingly, a broad knowledge base across economics and finance is essential. The team develops scenarios across a range of potential economic backdrops which are distributed Firmwide. As a Firmwide Economic Scenarios Analyst within the Office of the Chief … hoc requests, with an emphasis on accuracy and timeliness of meeting deliverables on prescribed timelines Develop executive-level presentations for senior management and internal stakeholders Interact with and guide quantitative model development teams for the development and enhancement of macroeconomic forecasting methodologies Lead ad-hoc analysis and conduct economic research as needed Required Qualifications, Skills, and Capabilities: Strong quantitative skills: Bachelor's degree in Economics, Econometrics, QuantitativeFinance, or related field Some work experience in research/forecasting/business analytics for a leading financial institution/central bank/consulting firm or similar, with a strong background/interest in economics Advanced Excel and Microsoft Office skills and experience with at least one programming More ❯
Social network you want to login/join with: My client, a tier 1 global bank are looking for a skilled quant finance professional to play a central role in … shaping how climate-related financial risks are quantified and managed within a global trading business. This role is ideal for someone with a background in climate science and strong quantitative skills who’s ready to apply their expertise in a fast-paced, market-facing environment. As the lead climate risk modeller for the trading book, you’ll be responsible … to non-technical audiences, including trading desks and regulators. Produce clear, comprehensive documentation to support transparency and model governance. What you’ll bring: A degree in a technical or quantitative field such as Climate Science, Mathematics, Physics, Statistics, or Computer Science. Proven experience in developing or applying climate models within a scientific or financial context. Solid understanding of market More ❯
Summary: My client is a leading quantitative investment management firm trading evolving portfolios across the world's major liquid asset classes. Technology teams work in a stimulating and varied environment, where both cross-team and cross-functional interaction is essential for the firm's continued success. Now looking to expand their Platform Operations team with a highly motivated Python … Developer to contribute to and lead engineering projects for their best-in-class quantitative investment platform. You'll work closely with Strategy Managers and Researchers to develop tools & frameworks that facilitate the day-to-day operation of trading pipelines. They use Amazon S3 for data storage, Python libraries (e.g. Pandas) for data manipulation, Kafka for event-based data transformations … to work in a hybrid technical and operational role at the heart of a dynamic data-centric business Outstanding problem-solving skills and collaborative communication abilities Keen interest in quantitativefinance and proficiency in handling financial data Strong academic background, with minimum Bachelor's degree in Computer Science, Mathematics, Statistics, Physics (or equivalent technical field) Benefits: Competitive More ❯
City of London, London, United Kingdom Hybrid / WFH Options
McGregor Boyall Associates Limited
working on cutting-edge algorithms that minimize market impact while maximising execution quality for institutional clients. This is a chance to work with some of the brightest minds in quantitativefinance on systems that process billions in daily trading volume. What You'll Be Building Low latency algorithmic trading platforms handling real-time market data Smart order … routing systems and execution algorithms for global equity markets Quantitative models and analytical trading signals High-availability trading infrastructure serving institutional clients worldwide Backend systems supporting equities, futures, and listed derivatives trading What They Needs Expert-level Java development with strong object-oriented design principles Degree in Computer Science, Mathematics, or Engineering Hands-on experience building trading systems (execution … algorithms, risk trading, smart routing) Deep understanding of equity market microstructure and institutional trading workflows Proven ability to implement quantitative models and perform statistical analysis Front office collaboration experience - you'll work directly with trading teams Strong focus on performance optimization, testing, and system reliability Highly Valued Experience Trading strategy development (benchmark tracking, liquidity seeking, dark pool algorithms) Low More ❯
London, South East, England, United Kingdom Hybrid / WFH Options
McGregor Boyall
working on cutting-edge algorithms that minimize market impact while maximising execution quality for institutional clients. This is a chance to work with some of the brightest minds in quantitativefinance on systems that process billions in daily trading volume. What You'll Be Building Low latency algorithmic trading platforms handling real-time market data Smart order … routing systems and execution algorithms for global equity markets Quantitative models and analytical trading signals High-availability trading infrastructure serving institutional clients worldwide Backend systems supporting equities, futures, and listed derivatives trading What They Needs Expert-level Java development with strong object-oriented design principles Degree in Computer Science, Mathematics, or Engineering Hands-on experience building trading systems (execution … algorithms, risk trading, smart routing) Deep understanding of equity market microstructure and institutional trading workflows Proven ability to implement quantitative models and perform statistical analysis Front office collaboration experience - you'll work directly with trading teams Strong focus on performance optimization, testing, and system reliability Highly Valued Experience Trading strategy development (benchmark tracking, liquidity seeking, dark pool algorithms) Low More ❯
Social network you want to login/join with: My client is a leading quantitative investment management firm trading evolving portfolios across the world’s major liquid asset classes. Technology teams work in a stimulating and varied environment, where both cross-team and cross-functional interaction is essential for the firm’s continued success. Now looking to expand their … Platform Operations team with a highly motivated Python Developer to contribute to and lead engineering projects for their best-in-class quantitative investment platform. You’ll work closely with Strategy Managers and Researchers to develop tools & frameworks that facilitate the day-to-day operation of trading pipelines. They use Amazon S3 for data storage, Python libraries (e.g. Pandas) for … to work in a hybrid technical and operational role at the heart of a dynamic data-centric business Outstanding problem-solving skills and collaborative communication abilities Keen interest in quantitativefinance and proficiency in handling financial data Strong academic background, with minimum Bachelor’s degree in Computer Science, Mathematics, Statistics, Physics (or equivalent technical field) Competitive salary More ❯
United Kingdom Job Category: Other EU work permit required: Yes Job Reference: 8be0c56e195c Job Views: 5 Posted: 29.06.2025 Expiry Date: 13.08.2025 Job Description: Summary: My client is a leading quantitative investment management firm trading evolving portfolios across the world's major liquid asset classes. Technology teams work in a stimulating and varied environment, where both cross-team and cross … s continued success. Now looking to expand their Platform Operations team with a highly motivated Python Developer to contribute to and lead engineering projects for their best-in-class quantitative investment platform. You'll work closely with Strategy Managers and Researchers to develop tools & frameworks that facilitate the day-to-day operation of trading pipelines. They use Amazon S3 … to work in a hybrid technical and operational role at the heart of a dynamic data-centric business Outstanding problem-solving skills and collaborative communication abilities Keen interest in quantitativefinance and proficiency in handling financial data Strong academic background, with minimum Bachelor's degree in Computer Science, Mathematics, Statistics, Physics (or equivalent technical field) Benefits: Regular More ❯
with wider teams internally and externally to provide meaningful solutions to meet the company goals. What You'll Bring A bachelor's/master's in a technical field, quantitativefinance, finance, economics, or statistics. Advanced coding skills (Python/APIs, SQL, VBA) and a strong understanding of databases. Knowledge of SQL. Knowledge of market … independently and as part of a team in a fast-paced environment. Understanding of Exchange risk and margining models. Desirable Currently hold or working towards a professional risk/quantitative certification (CFA, FRM, CQF). Previous professional experience/exposure relating to Energy Commodity Futures and Options. Knowledge/experience in any of the following tools: Bloomberg, Platts, Reuters More ❯
an eFX quant trading business, with a proven track record in market-making, pricing, risk management, and execution optimization in the electronic foreign exchange space. This role requires strong quantitative, technical, and strategic capabilities to drive revenue growth and enhance the bank’s eFX trading franchise. What You’ll Do: Build and enhance the eFX quant trading business, developing … machine learning and statistical techniques to optimize execution, reduce slippage, and improve fill ratios. Engage with senior FX leaders to define and execute a long-term strategy for eFX quantitative trading. Lead the development of robust transaction cost analysis (TCA) frameworks to optimize trading performance. Ensure compliance with regulatory requirements and best practices in electronic FX trading. What You … ll Bring: Advanced degree (PhD or Master’s) in a STEM field (Mathematics, Physics, Computer Science, Engineering, QuantitativeFinance, or a related discipline). Experience in eFX quantitative research, trading, or technology at a top-tier investment bank, hedge fund, or proprietary trading firm. Deep understanding of eFX market structure, liquidity dynamics, and electronic trading workflows. More ❯
similar) is preferred. Bachelor's degree required, preferably in Finance, Economics, Accounting, or STEM fields. A master's degree in a data-intensive field (e.g., Data Science, QuantitativeFinance, Mathematics, or Engineering) is preferred. Benefits: Discretionary bonus eligibility. Medical, dental, and vision insurance. HSA, FSA, and Dependent Care options. Employer Paid Group Term Life and More ❯