South East London, England, United Kingdom Hybrid / WFH Options
Barclay Simpson
An exciting opportunity to join a Global Investment bank in London as a key member of the FICC Quantitative team. This role will ideally suit a model-building quant with strong coding skills —someone who can: Develop mathematical pricing models Implement them in production code Support integration with trading systems (Murex) Interface with traders and risk/product control … a fast-paced environment. You will 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 MathematicalFinance, 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 ❯
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 quantitativefinance, 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 quantitativefinance, 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 quantitativefinance, econometrics, or asset pricing is 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 quantitativefinance 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 QuantitativeFinance 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 ❯
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 quantitativefinance 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 QuantitativeFinance 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 ❯
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 quantitativefinance 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 QuantitativeFinance 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 ❯
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 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. Excellent risk management and portfolio optimization skills. Ability to work independently and in a collaborative More ❯
Acord (association For Cooperative Operations Research And Development)
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, MathematicalFinance, 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, MathematicalFinance, 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 ❯
Associate Director, Quantitative Analyst (FX Options Desk) Brand: HSBC Area of Interest: Investment Banking, Markets, and Research Location: London, GB, E14 5HQ Work style: Office Worker Date: 16 Apr 2025 Some careers shine brighter than others. If you're looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a … with integration of the quant library into the Primary Trading Systems (Murex) and via the Flex API. To be successful you should meet the following requirements: Education in MathematicalFinance, Science or Mathematics, Engineering or Physics. Proven knowledge of the standard pricing models used in the investment banking industry for derivative products. Sound experience of main instruments used … in FX, Fixed Income, or Credit. Experience working as a Quantitative Analyst developing front office models in quantitativefinance, IT development, or a trading environment required. C++ experience required (preferably using Visual Studio 2022). Experience in developing, maintaining or integrating quant libraries with Murex (MX3.1) Flex API for IR and FX option products. This role More ❯
I am working on behalf of a systematic hedge-fund who are seeking to hire a junior candidate who combines strong technical and quantitative skills with a passion for the markets. The role will involve working with quants on projects to help build and optimise the performance of algorithmic trading strategies. The role will involve working with a complex … tier university and will have a detailed proficiency in programming in a major langauge. An interest in both financial markets and how this relates to the world of mathematicalfinance and systematic trading is also important but prior work experience in finance is not necessary. More ❯
not just when you join us, but continually throughout your career here. Just like we invest in our products, we invest in our people. It gives us the edge. Quantitative investment funds have grown exponentially over the last decade and Bloomberg is uniquely positioned at the forefront of this financial revolution. The Solutions Engineering Team works closely with Bloomberg … clients to assist them to implement quantitative investment strategies and research using our new Python Quant development platform. Powered by JupyterLab, the quant platform combines world-class open source Python libraries with the world's leading financial database, allowing our clients to generate unique research in quantitativefinance and help them to capture alpha in a … Kong, Singapore, Tokyo and Sydney, and work collaboratively with our Account Management teams, Product Development and R&D teams. The role: This role will see you engaging with top quantitativefinance experts to turn their investment ideas into reality. Do you want to get exposure to the latest technology and coolest programming packages, and to be part More ❯
high expectations, integrity, innovation and a willingness to challenge consensus. As a Research Engineer , you will be an integral member of a systematic research 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 quantitativefinance 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 ❯
performance pricing and risk systems. 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 ❯
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. Discretionary bonus eligibility Medical, dental, and vision insurance HSA, FSA, and Dependent Care options Employer Paid Group Term Life and AD More ❯
strategies, generate ML deliverables to 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-Office product focused AI/… and/or technologies. 5+ 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 knowledge in one asset class … FX). Strong level of 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&D projects and taken through 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 potential. Whether you want a career that could take you … desk in London. In this 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 trading desk, other quants … 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 Products. Strong Python/C++ skills. Knowledge of RUST would More ❯
Quantitative Researcher - Execution Services The Central Liquidity Strategies (CLS) business manages a number of portfolios and products designed to optimize the firm's trading and execution approach by providing internal liquidity solutions for portfolio managers on both a risk and agency basis. We are seeking an Alpha Researcher with experience in return/toxicity forecasting as it relates to … decide the overall direction, design, and architecture of the platform, and collaborate with key stakeholders across the business. Qualifications/Skills Required Required Experience: 5+ years of experience in QuantitativeFinance setting, with a proven track record of developing robust alpha models, preferably in an Equities context. Education: PhD or Master's degree in Statistics, or a More ❯
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. An interesting role that will suit somebody with quite distinct experience covering curve calibration and classical pricing … 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 quantitativefinance: 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 ❯
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. An interesting role that will suit somebody with quite distinct experience covering curve calibration and classical pricing … 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 quantitativefinance: 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 ❯
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. An interesting role that will suit somebody with quite distinct experience covering curve calibration and classical pricing … 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 quantitativefinance: 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 ❯
needs can be addressed by Quantifi's solutions •Manage proposals and RFIs •Manage or mentor one sales consultant Required Qualifications and Skills: •BS/BA degree preferably in a quantitative subject such as finance, economics, engineering, computer science, mathematics, physics •At least five years of experience selling enterprise software solutions to financial institutions. •An understanding of quantitativefinance sufficient to engage senior professionals on the buy and sell side in discussions about trading and risk management •A proven track record of consistently exceeding quota in enterprise software sales. •Experience selling complex, high-value solutions to C-level executives •Self-motivated with a strong work ethic and commitment to continuous improvement •Excellent communication and presentation … be and work with people who support you on your journey. •Work in a collaborative and supportive culture with direct access to senior leadership and seasoned experts in finance and technology. More ❯
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 quantitativefinance, 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 ❯
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 quantitativefinance, 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 ❯
