126 to 150 of 238 Quantitative Finance Jobs in the UK

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 quantitative finance 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 quantitative finance 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 quantitative finance 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, quantitative finance, 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, Quantitative Finance, 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, Quantitative Finance, 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 ❯

visualisations that improve model explainability and effectively communicate value to stakeholders. Qualifications: Experience: Minimum of 5 years in a related field such as risk/catastrophe modelling, actuarial science, quantitative finance, or data science. Statistical Modelling Expertise: Real-world commercial experience in statistical modelling and probability. Programming Skills: Proficiency in scientific Python (essential), Spark, CUDA, and SQL. More ❯

visualisations that improve model explainability and effectively communicate value to stakeholders. Qualifications: Experience: Minimum of 5 years in a related field such as risk/catastrophe modelling, actuarial science, quantitative finance, or data science. Statistical Modelling Expertise: Real-world commercial experience in statistical modelling and probability. Programming Skills: Proficiency in scientific Python (essential), Spark, CUDA, and SQL. More ❯

visualisations that improve model explainability and effectively communicate value to stakeholders. Qualifications: Experience: Minimum of 5 years in a related field such as risk/catastrophe modelling, actuarial science, quantitative finance, or data science. Statistical Modelling Expertise: Real-world commercial experience in statistical modelling and probability. Programming Skills: Proficiency in scientific Python (essential), Spark, CUDA, and SQL. More ❯

CEO) was an early stage VC for 3 years (La Famiglia & Global Founders Capital) and previous to that an operator at Rocket Internet. Greg (CTO) has both a finance software and machine learning background, as an ex-Tech Lead at Commerzbank for their web apps and former co-founder of a DevOps ML startup. He’s scaled early More ❯

Quantitative Trader – Fast-Growing Investment Firm | London Quantitative Trader – Fast-Growing Investment Firm | London Get AI-powered advice on this job and more exclusive features. Sign in to access AI-powered advices Continue with Google Continue with Google Continue with Google Continue with Google Continue with Google Continue with Google Continue with Google Continue with Google Continue with … Google Continue with Google Continue with Google Continue with Google Direct message the job poster from Brock & Decker Job title: Quantitative Trader | Systematic Strategies | London Location: London We’re partnering with a growing and well-backed investment firm to hire a Quantitative Trader into their London-based team. The firm is focused on deploying data-driven, systematic strategies … across global markets and offers a collaborative, intellectually rigorous environment. The role: As a Quantitative Trader, you’ll take ownership of developing and managing systematic trading strategies across liquid asset classes. You’ll work closely with researchers, engineers, and risk professionals to identify opportunities, implement models, and refine execution. The role is well-suited for candidates who are passionate More ❯

Profectus Fintech is working with a leading global multi-strategy hedge fund to identify a high-performing Portfolio Manager or Senior Quantitative Researcher focused on systematic equities strategies, with an emphasis on intraday to mid-frequency trading horizons. This is an opportunity to join a collaborative and dynamic investment team, operating within a highly sophisticated and well-capitalized platform. … deploy predictive models using both traditional and alternative datasets. Collaborate closely with the Senior PM and broader investment team on portfolio construction, execution, and risk management. Ideal Profile; Proven quantitative research and programming skills. Bachelor’s, Master’s, or PhD in a quantitative field Proficient in Python or C++. Strong abstract reasoning and independent problem-solving capability. Experience … Track Record; 5+ years of experience in a quantitative research or portfolio management role focused on systematic equities. Demonstrated ability to independently research, develop, and manage live trading strategies. A Sharpe ratio of 1.5+ (inception-to-date) is highly desirable. Experience leveraging diverse datasets for alpha generation. Background in quantitative finance, econometrics, or asset pricing is More ❯

Profectus Fintech is working with a leading global multi-strategy hedge fund to identify a high-performing Portfolio Manager or Senior Quantitative Researcher focused on systematic equities strategies, with an emphasis on intraday to mid-frequency trading horizons. This is an opportunity to join a collaborative and dynamic investment team, operating within a highly sophisticated and well-capitalized platform. … deploy predictive models using both traditional and alternative datasets. Collaborate closely with the Senior PM and broader investment team on portfolio construction, execution, and risk management. Ideal Profile; Proven quantitative research and programming skills. Bachelor’s, Master’s, or PhD in a quantitative field Proficient in Python or C++. Strong abstract reasoning and independent problem-solving capability. Experience … Track Record; 5+ years of experience in a quantitative research or portfolio management role focused on systematic equities. Demonstrated ability to independently research, develop, and manage live trading strategies. A Sharpe ratio of 1.5+ (inception-to-date) is highly desirable. Experience leveraging diverse datasets for alpha generation. Background in quantitative finance, econometrics, or asset pricing is More ❯

seeking a Portfolio Manager specializing in Mid-Frequency Trading to join their elite team of market professionals. About Them: They are a global trading firm that uses cutting-edge quantitative research, advanced proprietary technology, and sophisticated strategies to actively trade in financial markets. Their mission is to exploit market inefficiencies through data-driven decision-making, advanced algorithmic trading, and … critical role in managing and optimizing proprietary trading strategies across global markets. You'll be responsible for developing, refining, and executing mid-frequency market-neutral strategies. Working closely with quantitative research and development teams, you'll contribute to model enhancements and drive trading performance. Key responsibilities include: Develop and manage market-neutral trading strategies with mid-frequency time horizons. … Continuously monitor portfolio performance and adapt strategies based on market dynamics. Collaborate with quantitative researchers and software engineers to enhance trading models and technology. Manage portfolio risks and ensure alignment with established risk parameters and drawdown limits. Explore and assess new markets and asset classes to expand trading strategies. Optimize execution processes to improve efficiency and profitability. Requirements: Sharpe More ❯

conduct thorough testing and debugging to ensure stability and reliability. They are seeking someone experienced in Python algorithmic development who is looking to elevate their career in the finance space. Requirements for the Senior Python Software … Engineer position: MSc/PhD in a STEM discipline Strong Python development proficiency Experience with Python libraries such as NumPy, Pandas, Polars, etc. Bonus: Knowledge of financial markets or quantitative finance concepts If you are a Senior Python Software Engineer interested in joining an extremely talented development team, please apply to learn more! If you are interested More ❯

hypotheses about market participants and dynamics. You'll also design & implement new research tools to meet requirements and extend existing tools. The successful Research Engineer will be a strong quantitative problem-solver, skilled at implementing performant code and in their element when designing user-friendly tools for colleagues. If you do your best work in a highly collaborative working … valued and knowledge is shared, this role would be perfect for you! Requirements Bachelor's degree in Computer Science, Mathematics, Physics (or related), with strong familiarity with statistics and quantitative problem-solving Self-starter, with ability to implement statistical ideas in code Strong proficiency in Python and C++ (or equivalent) preferred Interest in financial markets or learning more about … financial markets Previous experience in quantitative finance or trading is a plus, but is not required Benefits Competitive base salaries + discretionary performance bonus Hybrid working opportunities Catered meals and bountiful snacks Generous budget for home office set-up Health & Dental insurance, pension provision, plus fitness & wellness benefits Contact If you feel you are suitable for this More ❯

building and scaling B2B SaaS platforms to $50M+ ARR Financial services experience - trading systems, risk management, or regulatory compliance AI/ML expertise - LLMs, real-time ML systems, or quantitative finance applications Technical Expertise Deep knowledge of distributed systems, microservices, and cloud architecture Experience with real-time data processing and high-frequency trading systems Strong background in … Excellent communication skills for enterprise client interactions Preferred Qualifications Previous co-founder or C-level experience at a successful fintech/AI startup PhD in Computer Science, Mathematics, or Quantitative Finance Experience with UK financial regulations (FCA, MiFID II, GDPR) Background at tier-1 investment banks, hedge funds, or financial data providers Why Join Us Exceptional Opportunity … The City Technical Excellence Cutting-edge technology - Latest LLMs, real-time ML, cloud-native architecture Unlimited learning budget for conferences, courses, and certifications World-class team of AI researchers, quantitative analysts, and senior engineers Direct impact on product direction and company strategy Next Steps Ready to build the future of financial AI? We're looking for our technical co More ❯

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped QRT's collaborative mindset which enables us to solve the most complex challenges. QRT's … successful leveraging of data at the firm. Your future role within QRT This team is integral to the firm's success. As such, your responsibilities will include: Collaborating with Quantitative Researchers and Traders to design datasets that drive systematic strategies and to inform discretionary trading decisions Prototyping and designing code to extract, clean, and aggregate data from a wide … extraction methods to enhance the firm's data onboarding toolkit Your present skillset 3+ years of experience as a Data Scientist (or similar position); experience in a buy-side quantitative finance role is advantageous Postgraduate degree in a quantitative discipline such as Mathematics, Physics or Engineering. Advanced programming experience in Python, including proficiency with data handling More ❯

hypotheses about market participants and dynamics. You’ll also design & implement new research tools to meet requirements and extend existing tools. The successful Research Engineer will be a strong quantitative problem-solver, skilled at implementing performant code and in their element when designing user-friendly tools for colleagues. If you do your best work in a highly collaborative working … valued and knowledge is shared, this role would be perfect for you! Requirements Bachelor’s degree in Computer Science, Mathematics, Physics (or related), with strong familiarity with statistics and quantitative problem-solving Self-starter, with ability to implement statistical ideas in code Strong proficiency in Python and C++ (or equivalent) preferred Interest in financial markets or learning more about … financial markets Previous experience in quantitative finance or trading is a plus, but is not required Competitive base salaries + discretionary performance bonus Hybrid working opportunities Catered meals and bountiful snacks Generous budget for home office set-up Health & Dental insurance, pension provision, plus fitness & wellness benefits #J-18808-Ljbffr More ❯

of strategy performance, including risk metrics and profitability. Maintain and enhance proprietary trading infrastructure, including AI models and algorithmic frameworks. Stay updated on the latest trends and technologies in quantitative finance, algorithmic trading, and AI applications. Qualifications : Minimum of 5 years of experience in running algorithmic and AI-based trading strategies with a strong, verifiable performance track … record. Expertise in quantitative analysis, statistics, and financial modeling. Proficiency in programming languages such as Python, R, or C++. In-depth knowledge of market microstructure, trading algorithms, and high-frequency trading (HFT). Strong analytical skills and experience with back-testing and simulation frameworks. Excellent risk management and portfolio optimization skills. Ability to work independently and in a collaborative More ❯

high expectations, integrity, innovation and a willingness to challenge consensus. As a Research Engineer , you will be an integral member of an algorithmic trading 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 … Computer Engineering, or related field Excellent software development skills in modern C++ and Python A strong understanding of object oriented design, data structures and algorithms A strong understanding of quantitative finance mathematics A solid foundation in programming with the ability to think, communicate, and code clearly A solid understanding of computer systems at every level of abstraction More ❯

Fund is Quant Research/Python Developer This individual will work on the build-out of risk management processes and analysis, then transition into the front office trading technology quantitative development team.The ideal candidate will have a strong background in quantitative finance, data analysis, and econometrics/statistics, as well as programming skills in Python and More ❯

scale, and gaining a unique chance to learn from some of the most talented individuals in the industry. Required Qualifications : Degree in Computer Science, Computer Engineering, Applied Math, Physics, Quantitative Finance, or Financial Engineering/MFE Up to 4 years experience in a relevant role such as software or quant development, or similar Experience with Python, git More ❯

multiple projects in parallel. Strong problem solving/analytical skills. Education & Preferred Qualifications Four (4) year degree in a business or technical field such as Finance, Mathematical Finance, Economics, Engineering, or Computer Science. An advanced degree or industry certification such as the CFA is a strong plus. 5+ years of experience. Additional Requirements The ability to More ❯

ability to manage multiple projects in parallel. Strong problem solving/analytical skills. Education & Preferred Qualifications Degree in a business or technical field such as Finance, Mathematical Finance, Economics, Engineering, or Computer Science. An advanced degree or industry certification such as the CFA is a strong plus. 3 to 5+ years of experience Travel as required More ❯