176 to 200 of 238 Quantitative Finance Jobs in the UK

equity trading. Analyze market trends and performance metrics to inform trading decisions. Contribute to the continuous improvement of trading strategies through research and data analysis. Qualifications: Strong background in quantitative finance, statistics, or a related field. Experience with statistical arbitrage and systematic trading strategies. Proficiency in programming languages commonly used in quantitative research (e.g., Python, R More ❯

across discretionary and systematic strategies. As Lead Quant Developer , you'll drive this transformation-leading a team to deliver scalable, production-grade solutions at the intersection of quant finance and advanced engineering. Responsibilities Architect and build a next-gen macro analytics platform in modern C++, optimised for performance and scale. Develop distributed systems and Monte Carlo engines for … front-end tools like Excel. Requirements Strong technical foundation: Expert in modern C++ (17/20), solid Python skills, and experience with Excel integration. Quant & systems expertise: Background in quantitative disciplines, with hands-on experience in distributed computing, performance optimisation, and cloud-native deployment (Docker/Kubernetes). Leadership & domain knowledge: Proven team leadership, strong grasp of derivatives and More ❯

across discretionary and systematic strategies. As Lead Quant Developer , you'll drive this transformation—leading a team to deliver scalable, production-grade solutions at the intersection of quant finance and advanced engineering. Responsibilities Architect and build a next-gen macro analytics platform in modern C++, optimized for performance and scale. Develop distributed systems and Monte Carlo engines for … front-end tools like Excel. Requirements Strong technical foundation: Expert in modern C++ (17/20), solid Python skills, and experience with Excel integration. Quant & systems expertise: Background in quantitative disciplines, with hands-on experience in distributed computing, performance optimization, and cloud-native deployment (Docker/Kubernetes). Leadership & domain knowledge: Proven team leadership, strong grasp of derivatives and More ❯

a range of supporting projects in order to develop team tools, process or support for Implementation and Consultant initiatives. You should have Degree in Computer Science, Math, Physics, Engineering, Quantitative Finance, Economics or another similar field Highly motivated, self-starter attitude Excellent communication (written and oral) skills Ability to multi-task Ability to learn complex procedures and … tasks quickly A broad-based understanding of finance and trading including equity derivatives, trading practices and associated risk strategies Strong customer orientation Basic understanding of Programming Languages Why TS Imagine/Benefits Annual leave and Personal days Annual bonus and salary review Salary sacrifice pension scheme About TS Imagine Created out of the combination of two best-in More ❯

funds on the market. Potential for bonus buyout or sign-on - Relocation support for overseas applicants - Modern tech stack deployed alongside some of the best talent in quant finance Requirements: - Excellent C++ programming skills, ideally using a modern version - Expertise with low latency/high throughput systems - Some level of experience with Python - Experience working with systems processing More ❯

funds on the market. Potential for bonus buyout or sign-on - Relocation support for overseas applicants - Modern tech stack deployed alongside some of the best talent in quant finance Requirements: - Excellent C++ programming skills, ideally using a modern version - Expertise with low latency/high throughput systems - Some level of experience with Python - Experience working with systems processing More ❯

and message bus/queue expertise Terraform and GitHub Actions skills Open Telemetry (OTEL) implementation Proficiency with NumPy and Pandas Systems integration experience Background in commodity trading (gas & power) Quantitative finance knowledge Understanding of compliance and regulation, particularly Sarbanes-Oxley (SOx) Role Responsibilities: Collaborate with both technical and business stakeholders to understand and define requirements Work with … listed on a Euronext Stock Exchange, who have been operating for 25 years in the European market and working alongside some of the biggest names in the Banking, Finance, Insurance, Energy, IT/Digital, Manufacturing, Transport and Telecoms sectors. With over 7,800 employees across 7 countries and 16 offices in England, France, Belgium, Luxembourg, Italy, Spain, and More ❯

unstructured datasets, and apply advanced machine learning techniques to surface insights that drive portfolio construction. What experience you’ll need to apply: PhD (or equivalent experience) in Computer Science, Quantitative Finance, or related fields Deep experience with machine learning, NLP, and data mining (especially from unstructured or alternative sources) Strong coding ability in Python; familiarity with cloud More ❯

and message bus/queue expertise Terraform and GitHub Actions skills Open Telemetry (OTEL) implementation Proficiency with NumPy and Pandas Systems integration experience Background in commodity trading (gas & power) Quantitative finance knowledge Understanding of compliance and regulation, particularly Sarbanes-Oxley (SOx) Role Responsibilities: Collaborate with both technical and business stakeholders to understand and define requirements Work with … listed on a Euronext Stock Exchange, who have been operating for 25 years in the European market and working alongside some of the biggest names in the Banking, Finance, Insurance, Energy, IT/Digital, Manufacturing, Transport and Telecoms sectors. With over 7,800 employees across 7 countries and 16 offices in England, France, Belgium, Luxembourg, Italy, Spain, and More ❯

funds on the market. Potential for bonus buyout or sign-on - Relocation support for overseas applicants - Modern tech stack deployed alongside some of the best talent in quant finance Requirements: - Excellent C++ programming skills, ideally using a modern version - Expertise with low latency/high throughput systems - Some level of experience with Python - Experience working with systems processing More ❯

pipelines, cloud-based KDB+ deployments, and distributed computing. Ability to lead projects, optimize system architecture, and mentor junior developers. Preferred Qualifications (for all levels): Experience with high-frequency trading, quantitative finance, or IoT applications. Knowledge of DevOps practices, CI/CD pipelines, and containerization (Docker, Kubernetes). Familiarity with monitoring tools (Splunk, Grafana, Prometheus, etc.). Background More ❯

first 25 applicants Get AI-powered advice on this job and more exclusive features. Direct message the job poster from Morgan McKinley Associate Director- Credit, Risk and Quant Finance at Morgan McKinley The Risk IT division manages and mitigates risks within financial markets, focusing on Market Risk, Credit Risk, and Market Data. Market Risk involves assessing and managing … Management and Development: o Lead and develop a high-performing Credit Risk IT team. o Manage resource allocation and project prioritization. Stakeholder Collaboration: o Collaborate with Risk Management, Finance, and Operations. o Act as a liaison between IT and business stakeholders. Budget and Resource Management: o Manage the Credit Risk IT budget. o Oversee vendor relationships and contracts. … Monitor industry trends and best practices. Required Skills, Knowledge, Experience and Values: Education: o Bachelor degree in Computer Science, IT, Finance, Risk Management, or related field. o Master degree or MBA is highly desirable. Certifications: o CFA, FRM, PRM, PMP, ITIL certifications are advantageous. Industry Experience: o Minimum of 10 years in credit risk management with a focus More ❯

Social network you want to login/join with: QRT-Imperial Fellowship in Quantitative Finance, London Client: Imperial College London Location: London, United Kingdom Job Category: Other EU work permit required: Yes Job Reference: 5dcdb3299d57 Job Views: 13 Posted: 22.06.2025 Expiry Date: 06.08.2025 Job Description: Applications are invited for a QRT-Imperial Postdoctoral Fellowship in Quantitative … and will have the opportunity to engage with Imperial’s new interdisciplinary research hub. Hold or be near completion of a PhD in Mathematics or Statistics Research expertise in Quantitative Finance Ability to conduct original, independent research and publish high-quality papers Ability to develop and apply new concepts, techniques, and methods Work on cutting-edge research … at the interface of theory and practice Build your research profile within a vibrant ecosystem for Quantitative Finance Leverage research funding to showcase your work at international conferences #J-18808-Ljbffr More ❯

Do you want to tackle the biggest questions in finance with near infinite compute power at your fingertips? G-Research is a leading quantitative research and technology firm, with offices in London and Dallas. We are proud to employ some of the best people in their field and to nurture their talent in a dynamic, flexible and … and home to our Research Lab. The role Engineering underpins our continued growth and success, and we are committed to recruiting and developing the world's best Engineers. Our Quantitative Developers are the enablers of our success. They work side-by-side with our researchers to realise their ideas in global financial markets. They work at the bleeding-edge … architecture and engineering best practices Experience of end-to-end ownership of solutions, from articulation through to delivery Good understanding of fundamental algorithms and data structures An interest in quantitative finance and an understanding of the role engineering plays within the space The ability to prioritise, plan and deliver to demonstrably drive business results The ability to More ❯

Do you want to tackle the biggest questions in finance with near infinite compute power at your fingertips? G-Research is a leading quantitative research and technology firm, with offices in London and Dallas. We are proud to employ some of the best people in their field and to nurture their talent in a dynamic, flexible and … and home to our Research Lab. The role Engineering underpins our continued growth and success, and we are committed to recruiting and developing the world’s best Engineers. Our Quantitative Developers are the enablers of our success. They work side-by-side with our researchers to realise their ideas in global financial markets. They work at the bleeding-edge … architecture and engineering best practices Experience of end-to-end ownership of solutions, from articulation through to delivery Good understanding of fundamental algorithms and data structures An interest in quantitative finance and an understanding of the role engineering plays within the space The ability to prioritise, plan and deliver to demonstrably drive business results The ability to More ❯

Are you a detail-oriented professional with a passion for Quantitative Finance and Advanced Engineering? Have you excelled in building financial models or developing algorithmic trading systems? If so, we have a remarkable opportunity for you! Based in the vibrant city of London, but with the flexibility of a global reach, our client is a leading entity … specialized in FinTech solutions and pioneering technology. We are seeking a highly skilled Quantitative Financial Engineer to join our dynamic team. This specialist will play a critical role in developing, optimizing, and scaling pricing models, execution algorithms, and API-based financial integrations across an extensive range of instruments, including Spot FX, Derivatives, Structured Products, and Futures. Key Responsibilities Spearhead … liquidity providers into the platform to support diverse product portfolios. Collaborate with trading desks and senior leadership to refine market offerings and optimize risk management. Serve as the lead quantitative expert, troubleshooting execution and pricing anomalies in real-time. Enhance trading infrastructure and oversee the automation of execution algorithms in cooperation with developers. Build and backtest proprietary models, ensuring More ❯

Software Developer (Research Infrastructure) Quantitative Trading £350-500k How many opportunities will you get to develop a greenfield platform that directly shapes the future of a multi-billion-dollar prop trading business? I'd imagine this is one of few. Here, you'll develop a proprietary Python-based research platform from scratch for one of the leading Quantitative … working directly with researchers to understand their methodology, tooling, and pain points. The system you help design will either accelerate the productivity of some of the smartest minds in quantitative finance - or get in their way. There's no single background that guarantees success here, but mastery of Python, a deep understanding of system design, and a More ❯

Are you a detail-oriented professional with a passion for Quantitative Finance and Advanced Engineering? Have you excelled in building financial models or developing algorithmic trading systems? If so, we have a remarkable opportunity for you! Based in the vibrant city of London, but with the flexibility of a global reach, our client is a leading entity … specialized in FinTech solutions and pioneering technology. We are seeking a highly skilled Quantitative Financial Engineer to join our dynamic team. This specialist will play a critical role in developing, optimizing, and scaling pricing models, execution algorithms, and API-based financial integrations across an extensive range of instruments, including Spot FX, Derivatives, Structured Products, and Futures. Key Responsibilities Spearhead … liquidity providers into the platform to support diverse product portfolios. Collaborate with trading desks and senior leadership to refine market offerings and optimize risk management. Serve as the lead quantitative expert, troubleshooting execution and pricing anomalies in real-time. Enhance trading infrastructure and oversee the automation of execution algorithms in cooperation with developers. Build and backtest proprietary models, ensuring More ❯

29.06.2025 Expiry Date: 13.08.2025 col-wide Job Description: I am working on behalf of a systematic hedge fund seeking to hire a junior candidate who combines strong technical and quantitative skills with a passion for markets. The role involves working with quants on projects to build and optimize algorithmic trading strategies. It requires working with a complex codebase and … top-tier university in Maths, Physics, Engineering, or Computer Science, with proficiency in programming in a major language. An interest in financial markets and how they relate to mathematical finance and systematic trading is important. Prior internship experience, either in or outside of finance, will be advantageous. #J-18808-Ljbffr More ❯

reference: TG43526 Apply for this job Join a high-performing Front Office Quant team within a leading global investment bank, where you’ll work at the intersection of finance, advanced mathematics, and software engineering to support pricing, risk, and model integration across FX, Rates, Credit, and Equities. The role … offers a flexible working environment with up to 3 days in the London office. Salary range is £140k – £170k base + bonus. What you’ll do: Build and enhance quantitative models using C++ , with a focus on interest rate curve construction and the modernization of FX and rates libraries Partner closely with Trading, Risk, and Finance to … a high-quality codebase and testing framework What we’re looking for: Strong front office quant background, with expertise in interest rates and yield curve calibration Solid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis , with knowledge of the main instruments used in FICC business Advanced coding skills in C++11+ , with More ❯

Lead Desk Strategist to join the London office of one of our long-standing clients, a large public investment manager. In this role, you will lead the development of quantitative trading and portfolio management applications, working closely with traders, portfolio managers, and risk teams to deliver cutting-edge solutions in private credit and insurance. This is a high-impact … role at the intersection of quantitative finance, trading technology, and software engineering, where you will develop pricing models, risk analytics, and trading tools that drive real business decisions. The team operates with a startup mindset, offering the agility to innovate within a global financial powerhouse. If you're excited about solving real-world trading and portfolio challenges … through technology, data, and quantitative methods, we'd love to hear from you. Requirements Experience in private credit, hedge funds, or investment management, building trading tools, risk models, or portfolio management and portfolio construction applications Significant quantitative skills. Hands-on experience coding in Python and JavaScript, with a deep understanding of financial data pipelines and modeling Strong background More ❯

Location: slough, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 3 Posted: 31.05.2025 Expiry Date: 15.07.2025 col-wide Job Description: Elite electronic quantitative finance fintech business seek a Front End React/TypeScript software expert to join their growing team. Our client is a top end and leading global trading More ❯

for production-critical systems Outstanding communication and prioritization skills Bonus points for experience with any of the following: Python, x86 hardware, performance engineering, AWS (or similar) 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 More ❯

trading and research systems. Reporting directly to the Head of Low Latency Trading, you'll work within a small team of researchers, developers, and traders at the forefront of quantitative finance. This role is ideal for someone who thrives in a fast-paced technical environment and enjoys collaborative work to achieve critical business goals. Requirements Minimum 4+ years of … Phone: +44 (0) 203 475 7193 LinkedIn: linkedin.com/in/dom-copsey-586478143/Welcome to Oxford Knight! We are dedicated international recruiters assisting leading technologists and finance professionals into high-end roles. Boost your career Find thousands of job opportunities by signing up to eFinancialCareers today. #J-18808-Ljbffr More ❯

design and debugging skills Outstanding communication and prioritization skills Bonus points for experience with any of the following: Python, x86 hardware, performance engineering, AWS (or similar) 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 More ❯