26 to 50 of 53 Quantitative Finance Jobs in the UK

spearhead the development of next-generation sustainability and financial metrics. This is a unique opportunity to leverage cutting-edge language models and insights at the intersection of empirical finance and … natural language processing to create decision-relevant metrics that address critical investor needs and enhance our index and data offerings. In partnership with Scientific Beta’s established team in quantitative finance research and its product design teams, you will be instrumental in driving the research, development, validation and product implementation of novel metrics by extracting valuable information … skills. • Experience working with large text datasets in financial applications would be an advantage. • Advanced degree (MSc. or Ph.D.) in Data Science, Computer Science, Computational Linguistics or a related quantitative field with a focus on NLP/ML techniques. More ❯

analysis of trading strategies and algo performance Work with trading developers to improve our pricing/execution/booking logic Job Requirements Master's degree in computer science, Mathematics, Quantitative Finance or related disciplines 5+ years of trading experience is preferred Think critically and strive for continuous improvement Excellent organizational and interpersonal skills, with high attention to More ❯

EXPERIENCE REQUIRED: Some demonstrable commercial experience coding in Rust Understanding of trading strategies such as arbitrage, market-making, or execution flow Solid grasp of algorithm design, data structures, and quantitative finance fundamentals including concepts like limit order books, price discovery, and microstructure dynamics Exposure to performance-critical systems: real-time data flows, shared memory communication, and techniques 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 ❯

in working in investment technology and have the following attributes, we are interested in hearing from you: Keen interest in either (or a mix of) computer science, engineering, mathematics, quantitative finance, financial modelling or related disciplines A passion for coding (particularly Python, although experiences with R or Matlab are also relevant) Enjoy navigating complex data sets and More ❯

to the business and R&D projects. We look for candidates like you Recent graduates or final year students from disciplines relating to Mathematics, Physics, Statistics, Econometrics or other Quantitative fields. Postgraduate studies and/or specialized courses are an asset, especially in Data Science, Quantitative Finance or similar. Should desirably have knowledge of modeling techniques More ❯

to the business and R&D projects. We look for candidates like you Recent graduates or final year students from disciplines relating to Mathematics, Physics, Statistics, Econometrics or other Quantitative fields. Postgraduate studies and/or specialized courses are an asset, especially in Data Science, Quantitative Finance or similar. Should desirably have knowledge of modeling techniques More ❯

focusing on one or more of these currencies (CHF, SEK, NOK, CAD, AUD, NZD and JPY). Graduate from a Top-Tier university, preferably in Engineering, Mathematics, Computer Science, Quantitative Finance, Economics, or related fields. Solid experience in building analytical models using both Python and Excel. Strong communication and interpersonal skills and a self-starter. Strong collaborative More ❯

Press Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Create Alert AVP/VP, Quantitative Strategist, Fixed Income & Multi Asset Location: London, GB Job Function: Fixed Income & Multi Asset Job Type: Permanent GIC is one of the world's largest sovereign wealth funds. With over 2,000 employees across … the Point of Impact for Singapore's financial future, and the communities we invest in worldwide. Investment Insights Group The Investment Insights Group (IIG) comprises of a team of quantitative researchers and data scientists residing in each asset department to harness alternative data and advanced quantitative methods to generate superior investment performance for GIC. While quantitative researchers … reside within specific asset departments alongside investment teams, they are also part of the broader IIG community, which provides ongoing capability development in quantitative techniques, functional mentorship, and exposure to cross-asset projects. What impact can you make in this role? We are seeking a highly skilled and motivated Quantitative Strategist to join our Alternative Credit Group (ACG More ❯

systematic reasoning. Deep experience with Q/KDB working in a similar environment, experience with TorQ framework for KDB advantageous. Have front office knowledge of the FI business or quantitative finance. UNIX/Linux OS knowledge. Knowledge about software delivery processes and methodologies and test strategies. Familiarity with qspec and qunit frameworks useful. Knowledge of Altair Panopticon would be More ❯

systematic reasoning. Deep experience with Q/KDB+ working in a similar environment, experience with TorQ framework for KDB+ advantageous. Have Front Office knowledge of the FI business or quantitative finance. UNIX/Linux OS knowledge. Knowledge about software delivery processes and methodologies and test strategies. Familiarity with qspec and qunit frameworks useful. Knowledge of Altair Panopticon would be More ❯

RESPONSIBILITIES Our quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with bankers, traders and portfolio managers across the firm, their invaluable quantitative perspectives on complex financial and technical challenges power our business decisions. As a member of our team, you will use … your advanced training in mathematics, programming and logical thinking to construct quantitative models that drive our success in global financial markets. Your talents for research, analysis and aptitude for innovation will define your contributions and enable you to find solutions to a broad range of problems, in a dynamic, fast-paced environment. Whatever your background, you will bring a … our business. In return, you will be trained by our experts across the firm to navigate the complexities of the financial markets and state-of-the-art methods in quantitative finance. An ordinary day is anything but. You may work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and More ❯

Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quant developer, you will work closely with the business to analyse data and … Python and/or C# (other OO languages are a plus) Solid understanding of software architecture, algorithms, data structures and computer science fundamentals Interest or experience in quant finance Advanced knowledge of the python data science stack (Pandas, NumPy, SciPy) is a plus Strong academic background from a top tier university a major plus If this sounds of More ❯

Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quant developer, you will work closely with the business to analyse data and … Python and/or C# (other OO languages are a plus) Solid understanding of software architecture, algorithms, data structures and computer science fundamentals Interest or experience in quant finance Advanced knowledge of the python data science stack (Pandas, NumPy, SciPy) is a plus Strong academic background from a top tier university a major plus If this sounds of More ❯

to join a market-leading team on a long-term contract basis. What you'll need to succeed Strong C++ programming experience within Financial Services - Mandatory Good understanding of quantitative finance Strong architectural experience Strong experience across a range of frameworks and cloud technologies, ideally Azure Strong risk control and risk awareness skills What you'll get More ❯

to join a market-leading team on a long-term contract basis. What you'll need to succeed Strong C++ programming experience within Financial Services - Mandatory Good understanding of quantitative finance Strong architectural experience Strong experience across a range of frameworks and cloud technologies, ideally Azure Strong risk control and risk awareness skills What you'll get More ❯

to probation. You will have expertise in statistics (to be interpreted in the widest sense and to include both applied and methodological statistics, probability, probabilistic operational research and mathematical finance together with interdisciplinary topics involving one or more of these areas) and you will help shape research and teaching leadership in this fast-developing discipline. Applicants for senior More ❯

Direct message the job poster from AAA Global Industry: Quantitative Finance/Machine Learning Experience: Strong technical background in ML engineering Employment Terms: Full-time Compensation: Very Competitive The Role Machine Learning Engineer A leading global trading and research firm is hiring a Machine Learning Engineer to join its growing ML function. This team plays a central More ❯

February). You will have expertise in statistics (to be interpreted in the widest sense and to include both applied and methodological statistics, probability, probabilistic operational research and mathematical finance together with interdisciplinary topics involving one or more of these areas) and you will help shape research and teaching leadership in this fast-developing discipline. Informal enquires can More ❯

skilled Contract C++ Quant Developer to join our Equity Derivatives Quant team within Global Banking and Markets. This role is focused on the design and implementation of the core quantitative pricing library architecture , supporting structured equity derivatives. The successful candidate will play a pivotal role in building robust, scalable, and high-performance infrastructure for pricing, risk, and P&L … analytics. This is a C++ development role , requiring deep expertise in modern C++ and quantitative finance. You will work closely with Quantitative Modellers, Traders, Risk, Finance, and Technology teams to deliver mission-critical components of our quant platform. Key Responsibilities Architect and implement the core quant pricing library in C++ for structured equity derivatives. Design and … 5+ years) for tooling and integration. Deep understanding of standard pricing models in investment banking. Experience with test-driven development and CI/CD pipelines . Degree in Mathematical Finance, Mathematics, Physics, Computer Science, or related field from a top-tier university. Desirable Skills Knowledge of: Equity and Equity Derivatives instruments Risk measures: VaR, ES, P&L explain 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 ❯

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 ❯

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 ❯

An exciting opportunity to join a Global Investment bank in London as a key member of the FICC Quantitative team. You'll play a critical role in the development and support of mathematical models and analytical tools used by the FX trading desk. You'll be part of a core development and support team responsible for integrating in-house … front office role and you'll work closely with traders, risk managers, and IT to ensure models behave as expected under changing market conditions. Key Responsibilities: Develop and support quantitative models and analytical tools used by the FX trading desk. Investigate and resolve ad hoc model issues , including unexpected behaviour or discrepancies in risk and pricing outputs. Diagnose whether … risk, product control, and IT. Contribute to the proof-of-concept and delivery phases of new risk systems replacing existing third-party tools. Required Qualifications & Skills: Education in Mathematical Finance, Mathematics, Physics, Engineering, or a related quantitative discipline (PhD preferred). Strong knowledge of derivative pricing models, ideally across FX and exotics (experience with linear products also More ❯