for client-driven investment solutions, help build predictive models and design interactive data applications. We're Looking for Teammates With: Bachelor's degree in QuantitativeFinance, Computer Science, Mathematics, Statistics, or a related STEM field, with 2+ years of experience on the buy-side or sell-side. … interest in sustainability, systematic investing and a willingness to undertake self-study towards the CFA Sustainable Investing Certificate. Why Work Here: Acadian is a quantitative investment firm where ideas are empowered by technology. Our team is made up of a diverse mix of professionals who thrive in a culture More ❯
Investor Relations & Reporting Analyst London, UK Job Description: We are currently recruiting for an exciting opportunity with a global quantitative multi-strategy asset management firm. They are seeking a Data Analyst to support investor reporting and data analysis efforts. This role is ideal for someone with strong experience in … automating risk and performance reporting and a keen interest in working at the intersection of quantitativefinance and investor communication. Key Responsibilities: Automate and maintain risk and performance reporting for investors and internal teams. Develop dashboards and visualizations using Power BI or similar tools. Extract, process, and … analyses. Required Qualifications: At least 3 years of experience in a data-driven role within finance (hedge funds, asset management, or similar quantitative environments). Proven experience in automating investor and internal reporting. Strong proficiency in Power BI or other data visualization tools. Advanced Python skills for More ❯
Investor Relations & Reporting Analyst London, UK Job Description: We are currently recruiting for an exciting opportunity with a global quantitative multi-strategy asset management firm. They are seeking a Data Analyst to support investor reporting and data analysis efforts. This role is ideal for someone with strong experience in … automating risk and performance reporting and a keen interest in working at the intersection of quantitativefinance and investor communication. Key Responsibilities: Automate and maintain risk and performance reporting for investors and internal teams. Develop dashboards and visualizations using Power BI or similar tools. Extract, process, and … analyses. Required Qualifications: At least 3 years of experience in a data-driven role within finance (hedge funds, asset management, or similar quantitative environments). Proven experience in automating investor and internal reporting. Strong proficiency in Power BI or other data visualization tools. Advanced Python skills for More ❯
with expertise in python and react to join its Front Office Core Strats team in London. The team plays a vital role in driving quantitative deliveries across all of the banks Global Markets businesses managing the core data and analytics platform, including Data, AI/ML, and Governance & Core … initiatives. This role offers significant exposure to stakeholders and users, and strong communication skills are essential. What we’re looking for: Advanced degree in QuantitativeFinance, Applied Mathematics, Operations Research, Statistics, Computer Science or similar At least 5 years of experience in a front office development role More ❯
with expertise in python and react to join its Front Office Core Strats team in London. The team plays a vital role in driving quantitative deliveries across all of the banks Global Markets businesses managing the core data and analytics platform, including Data, AI/ML, and Governance & Core … initiatives. This role offers significant exposure to stakeholders and users, and strong communication skills are essential. What we’re looking for: Advanced degree in QuantitativeFinance, Applied Mathematics, Operations Research, Statistics, Computer Science or similar At least 5 years of experience in a front office development role More ❯
department, and senior leadership in sales and trading. Clearly articulate complex technical issues and requirements to all stakeholders. Qualifications: PhD or Master's in QuantitativeFinance, Applied Mathematics, Operations Research, Statistics, Computer Science, or a related field. Minimum 8 years of experience in a front office development More ❯
department, and senior leadership in sales and trading. Clearly articulate complex technical issues and requirements to all stakeholders. Qualifications: PhD or Master's in QuantitativeFinance, Applied Mathematics, Operations Research, Statistics, Computer Science, or a related field. Minimum 8 years of experience in a front office development More ❯
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 … 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 … Experience of end-to-end ownership of solutions, from articulation through to delivery Good understanding of fundamental algorithms and data structures An interest in quantitativefinance and an understanding of the role engineering plays within the space The ability to prioritise, plan and deliver to demonstrably drive More ❯
Associate Director, Quantitative Modeller/Analyst, Equity Derivatives Brand: HSBC Area of Interest: Investment Banking, Markets, and Research Location: London, GB, E14 5HQ Work style: Hybrid Worker Date: 5 Feb 2025 If you're looking for a career that will help you stand out, join HSBC and fulfil your … role, you will: Design, develop, test and document the models developed to HSBC standards. Develop technical solutions for the users as required. Develop the Quantitative tooling required to support the platform. Analyze and provide support to any issues identified in the models. Engage in day-to-day interactions with … the Risk and Finance departments, and technology teams. To be successful in this role you should meet the following: Education background in QuantitativeFinance (calculus, partial differential equations, no-arbitrage valuation, numerical analysis). Proven working knowledge of main instruments used in Structured Equity Derivatives 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 Traders globally. The challenge isn’t just performance or raw throughput - though both matter. It’s building a flexible, robust system capable of supporting a wide range of research workflows, each with its own quirks, data dependencies, and computational demands. … understand their methodology, tooling, and pain points. The system you help design will either accelerate the productivity of some of the smartest minds in quantitativefinance - or get in their way. There’s no single background that guarantees success here, but mastery of Python, a deep understanding 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 Traders globally. The challenge isn’t just performance or raw throughput - though both matter. It’s building a flexible, robust system capable of supporting a wide range of research workflows, each with its own quirks, data dependencies, and computational demands. … understand their methodology, tooling, and pain points. The system you help design will either accelerate the productivity of some of the smartest minds in quantitativefinance - or get in their way. There’s no single background that guarantees success here, but mastery of Python, a deep understanding More ❯
Are you a detail-oriented professional with a passion for QuantitativeFinance 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 … 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 More ❯
Are you a detail-oriented professional with a passion for QuantitativeFinance 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 … 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 More ❯
Impact Role A mid-sized, globally recognised macro hedge fund managing $11 billion in AUM is seeking an experienced Software Engineer to join their Quantitative Analytics team in London . The firm combines macroeconomic research with quantitative strategies, trading across FX, credit, interest rates, and commodities. This is … across the software development lifecycle Greenfield infrastructure and automation build opportunity Direct access to decision-makers in a flat, collaborative environment Broad exposure to quantitativefinance, front-office analytics, and infrastructure Key contributor to improvements in release cycles, API management, and overall development processes Requirements More ❯
Impact Role A mid-sized, globally recognised macro hedge fund managing $11 billion in AUM is seeking an experienced Software Engineer to join their Quantitative Analytics team in London . The firm combines macroeconomic research with quantitative strategies, trading across FX, credit, interest rates, and commodities. This is … across the software development lifecycle Greenfield infrastructure and automation build opportunity Direct access to decision-makers in a flat, collaborative environment Broad exposure to quantitativefinance, front-office analytics, and infrastructure Key contributor to improvements in release cycles, API management, and overall development processes Requirements More ❯
PMP a plus. Derivatives knowledge from FX, Rates, Commodities and/or Credit encompassing trade life cycle, pricing, risk analytics and market data. Finance degree or certifications (FRM/CFA/PRM etc) or market and credit risk understanding a plus Functional expertise in one or more of … FX Derivatives, Credit, Structured Products. Substantial technology delivery and management experience (minimum 10 years), at least part of this in the financial markets domain Quantitativefinance understanding, experience working with analytics libraries and pricing models. Knowledge and previous experience of large-scale financial markets platforms such Sales More ❯
london, south east england, United Kingdom Hybrid / WFH Options
Allegis Global Solutions
PMP a plus. Derivatives knowledge from FX, Rates, Commodities and/or Credit encompassing trade life cycle, pricing, risk analytics and market data. Finance degree or certifications (FRM/CFA/PRM etc) or market and credit risk understanding a plus Functional expertise in one or more of … FX Derivatives, Credit, Structured Products. Substantial technology delivery and management experience (minimum 10 years), at least part of this in the financial markets domain Quantitativefinance understanding, experience working with analytics libraries and pricing models. Knowledge and previous experience of large-scale financial markets platforms such Sales More ❯
required level of documentation to follow internal procedures and standards. Skills and Experience Essential University degree in a highly analytical discipline (data science, mathematics, quantitativefinance, economics, etc.). Proficiency in statistical data modelling techniques in python. Experience with working with raw datasets and perform data wrangling … We help people move forward with credit and help our colleagues to move their careers forward too. Through innovative consumer credit and embedded finance products powered by groundbreaking technology, we deliver over 300 million transactions every year. Our brands include Aqua, Marbles, Fluid, Bip and NewPay. We partner More ❯
Capable of moving fluidly between high-level design and low-level implementation details. Desirable Domain Knowledge: Experience in commodity trading (gas and power) and quantitative finance. Knowledge of industry compliance and regulations, such as Sarbanes-Oxley (SOx). If you're passionate about cutting-edge technology and thrive in More ❯
Capable of moving fluidly between high-level design and low-level implementation details. Desirable Domain Knowledge: Experience in commodity trading (gas and power) and quantitative finance. Knowledge of industry compliance and regulations, such as Sarbanes-Oxley (SOx). If you're passionate about cutting-edge technology and thrive in More ❯
metrics and profitability. Maintain and enhance proprietary trading infrastructure, including AI models and algorithmic frameworks. Stay updated on the latest trends and technologies in quantitativefinance, 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. More ❯
ensure business impact, and provide FICC markets expertise across our Company. Our team is growing and we are looking for a world-class new Quantitative Researcher to join our team. Why is this a great opportunity for a highly talented professional? Opportunity to be part of a leading Front … years of Front-Office exposure to market-making/client analytics or pricing models (preferably in an Investment Bank). In-depth knowledge of quantitativefinance e.g. stochastic calculus, volatility modelling, price/risk attribution, client strategies. Extensive knowledge of FICC markets and maths including strong trading … coding experience in python and knowledge of ML tools/libraries like tensorflow/pytorch or pymc3. What You'll Do Write production level quantitative strategy in at least 1 business domain that impacts the positive revenue of a trading desk. Originate innovative hypotheses which are developed into R More ❯
machine learning techniques to surface insights that drive portfolio construction. What experience you’ll need to apply: PhD (or equivalent experience) in Computer Science, QuantitativeFinance, or related fields Deep experience with machine learning, NLP, and data mining (especially from unstructured or alternative sources) Strong coding ability More ❯
machine learning techniques to surface insights that drive portfolio construction. What experience you’ll need to apply: PhD (or equivalent experience) in Computer Science, QuantitativeFinance, or related fields Deep experience with machine learning, NLP, and data mining (especially from unstructured or alternative sources) Strong coding ability More ❯
Join a premier investment bank that sits at the forefront of quantitative finance. We're looking for a highly skilled Credit Derivatives Quant to design and implement cutting-edge pricing models for complex credit products. This is your opportunity to work in a world-class quant team, where deep … and enhancement of model libraries in C++ Collaborate with trading, risk, and technology teams on real-time pricing and analytics Push the limits of quantitativefinance with robust mathematical modeling You should bring: Expert-level C++ programming skills Strong experience building pricing models for credit derivatives (CDS More ❯
