76 to 100 of 238 Quantitative Finance Jobs in the UK

protocols and exchanges daily. We build long-term relationships with cryptocurrency communities and traditional investors by offering exceptional service, expertise, and trading capabilities tailored to their specific needs. 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 … level Seniority levelEntry level Employment type Employment typeFull-time Job function Job functionFinance and Sales Referrals increase your chances of interviewing at GSR by 2x Get notified about new Quantitative Developer jobs in London, England, United Kingdom . QUANT DEVELOPER -Python (TOP HEDGE FUND!) London, England, United Kingdom 1 month ago London, England, United Kingdom 2 weeks ago London … month ago London, England, United Kingdom 1 month ago City Of London, England, United Kingdom 1 week ago London, England, United Kingdom 1 day ago Graduate Software Developer/Quantitative Developer/Quantitative Researcher - Up to £180,000 + Bonus + Package London, England, United Kingdom 3 days ago London, England, United Kingdom 1 day ago London, England More ❯

AGITProp is an AI-driven quantitative research firm that continues to push the boundaries of advanced modelling — from algorithmic trading to factor modelling and other cutting-edge applications. Quant firms have leveraged AI and ML for years, but the increasing complexity and scale of global markets demand a more comprehensive, integrated approach. At AGITProp, we harness the latest insights … novel solutions across multiple modalities. Now in our second year, we have ambitious growth plans and are searching for the best and brightest minds from across tech and finance to help us achieve our aim. Senior Research Engineer We are seeking a highly talented and experienced Senior Research Engineer with a strong background in deep learning, particularly in … with CUDA kernels and GPU profiling is a plus. Excellent communication skills, with the ability to present complex technical ideas to both technical and non-technical audiences. Knowledge of quantitative finance, time series modeling, and trading strategies is highly desirable. Desired Skills Experience with specific LLM architectures (e.g., Transformers, RNNs). Familiarity with time series analysis techniques. More ❯

AGITProp is an AI-driven quantitative research firm that continues to push the boundaries of advanced modelling — from algorithmic trading to factor modelling and other cutting-edge applications. Quant firms have leveraged AI and ML for years, but the increasing complexity and scale of global markets demand a more comprehensive, integrated approach. At AGITProp, we harness the latest insights … novel solutions across multiple modalities. Now in our second year, we have ambitious growth plans and are searching for the best and brightest minds from across tech and finance to help us achieve our aim. Senior Research Engineer We are seeking a highly talented and experienced Senior Research Engineer with a strong background in deep learning, particularly in … with CUDA kernels and GPU profiling is a plus. Excellent communication skills, with the ability to present complex technical ideas to both technical and non-technical audiences. Knowledge of quantitative finance, time series modeling, and trading strategies is highly desirable. Desired Skills Experience with specific LLM architectures (e.g., Transformers, RNNs). Familiarity with time series analysis techniques. More ❯

Social network you want to login/join with: AGITProp is an AI-driven quantitative research firm that continues to push the boundaries of advanced modelling — from algorithmic trading to factor modelling and other cutting-edge applications. Quant firms have leveraged AI and ML for years, but the increasing complexity and scale of global markets demand a more comprehensive … novel solutions across multiple modalities. Now in our second year, we have ambitious growth plans and are searching for the best and brightest minds from across tech and finance to help us achieve our aim. Senior Research Engineer We are seeking a highly talented and experienced Senior Research Engineer with a strong background in deep learning, particularly in … with CUDA kernels and GPU profiling is a plus. Excellent communication skills, with the ability to present complex technical ideas to both technical and non-technical audiences. Knowledge of quantitative finance, time series modeling, and trading strategies is highly desirable. Desired Skills Experience with specific LLM architectures (e.g., Transformers, RNNs). Familiarity with time series analysis techniques. More ❯

Winton is a research-based investment management company with a specialist focus on statistical and mathematical inference in financial markets. The firm researches and trades quantitative investment strategies, which are implemented systematically via thousands of securities, spanning the world's major liquid asset classes. Founded in 1997 by David Harding, Winton today manages assets for some of the world … Winton’s Quant Platform team – a group working at the intersection of Data, Research, Technology and Infrastructure. The team is responsible for delivering and operating a best-in-class quantitative investment platform. In this role, you’ll collaborate directly with Portfolio Managers, Researchers, and Quantitative Developers to deliver the tools, APIs, libraries, and frameworks that power the research … or GitHub Actions, with an increasing shift towards the latter. Responsibilities: Contribute to and lead engineering projects to deliver solutions that combine to create a high-quality platform for quantitative research and trading. The success of these projects will depend on writing and maintaining good quality, well-tested code across data storage, service and delivery/UI layers. Own More ❯

scientists, analysts, and engineers who are responsible for discovering, maintaining, and analyzing sources of alpha for our portfolio managers. This is an opportunity for individuals who are passionate about quantitative investing. The role builds on individual’s knowledge and skills in four key areas of quantitative investing: data, statistics, technology, and financial markets. Given the growing success of … options platform for reference data, pricing data, data analysis, and data research. Work closely with data scientists/analysts for the end-to-end life cycle of data. Support quantitative researchers/portfolio managers on data used for signal generation, back testing, and trading. Qualifications Strong technical skills with experience in production coding on Linux. At least 5 years … of experience in finance, finance technology, or comparable industry – buyside experience preferred. Master's degree or higher in fields such as quantitative finance, engineering, computer science or equivalent. Proficient in computer science fundamentals and object-oriented programming using Python, C++, or Java. Self-driven, eager to learn about technology and financial markets, and More ❯

with a leading & global asset management client who is seeking a Senior Risk Analyst to support across multi-strategy, multi-asset portfolios. The nature of the role demands a quantitative mindset, programming ability, and good knowledge of factor models and derivatives. You will possess good communication and interpersonal skills, a good understanding of risk models and different investment processes … on funds. Collaborate with Technology and external vendors in streamlining systems and workflows and drive efficiency Must have skills: Experience: Degree educated or equivalent in a relevant subject e.g. Quantitative Finance, Statistics Background is investment risk, quantitative finance, or front-office risk management Technical: Experience across multiple asset classes (e.g. equities, commodities, fixed income … quickly become proficient in others as required. Strong knowledge of derivatives (types, valuation and pricing, and risks) Strong knowledge of risk models, with a focus on factor models Strong quantitative skills, including Excel, Python, and SQL for risk analytics and data processing Strong understanding of risk concepts, stress testing and scenario analysis More ❯

with a leading & global asset management client who is seeking a Senior Risk Analyst to support across multi-strategy, multi-asset portfolios. The nature of the role demands a quantitative mindset, programming ability, and good knowledge of factor models and derivatives. You will possess good communication and interpersonal skills, a good understanding of risk models and different investment processes … on funds. Collaborate with Technology and external vendors in streamlining systems and workflows and drive efficiency Must have skills: Experience: Degree educated or equivalent in a relevant subject e.g. Quantitative Finance, Statistics Background is investment risk, quantitative finance, or front-office risk management Technical: Experience across multiple asset classes (e.g. equities, commodities, fixed income … quickly become proficient in others as required. Strong knowledge of derivatives (types, valuation and pricing, and risks) Strong knowledge of risk models, with a focus on factor models Strong quantitative skills, including Excel, Python, and SQL for risk analytics and data processing Strong understanding of risk concepts, stress testing and scenario analysis More ❯

with a leading & global asset management client who is seeking a Senior Risk Analyst to support across multi-strategy, multi-asset portfolios. The nature of the role demands a quantitative mindset, programming ability, and good knowledge of factor models and derivatives. You will possess good communication and interpersonal skills, a good understanding of risk models and different investment processes … on funds. Collaborate with Technology and external vendors in streamlining systems and workflows and drive efficiency Must have skills: Experience: Degree educated or equivalent in a relevant subject e.g. Quantitative Finance, Statistics Background is investment risk, quantitative finance, or front-office risk management Technical: Experience across multiple asset classes (e.g. equities, commodities, fixed income … quickly become proficient in others as required. Strong knowledge of derivatives (types, valuation and pricing, and risks) Strong knowledge of risk models, with a focus on factor models Strong quantitative skills, including Excel, Python, and SQL for risk analytics and data processing Strong understanding of risk concepts, stress testing and scenario analysis Seniority level Seniority level Mid-Senior level More ❯

asset manager seeking a Senior Investment Risk Analyst to join their multi-asset, multi-strategy investment risk function. This role sits at the intersection of risk, portfolio management, and quantitative analysis — ideal for someone who blends technical rigour with strong communication and commercial insight. You’ll work directly with portfolio managers, heads of desks, and senior leadership to provide … improving existing risk modelling Collaborate with technology teams and third-party vendors to streamline processes and drive analytical efficiency Ideal Candidate Profile: Experience & Background: Degree (or equivalent) in a quantitative or financial field (e.g., Quantitative Finance, Statistics, Engineering) Previous experience in investment risk, quantitative research, or front-office risk within an asset management environment Technical … right move. To apply or find out more, contact: harry@paritasrecruitment.com Seniority level Seniority level Mid-Senior level Employment type Employment type Full-time Job function Job function Finance, Analyst, and Information Technology Industries Investment Management, Investment Banking, and Financial Services Referrals increase your chances of interviewing at Paritas Recruitment by 2x Get notified about new Risk Analyst More ❯

About the Role Are you a strategic leader with a passion for quantitative finance? Do you thrive in a dynamic, fast-paced environment and enjoy working across multiple cultures? We're looking for someone like that who can: Lead and manage the QIS Platform Team, ensuring effective collaboration across all relevant functions. Oversee the development and maintenance … of Secondary Implementations of Quantitative Investment Strategies and Indices to ensure independence and accuracy. Coordinate with Structuring, Trading, Quants, and other stakeholders to ensure accurate development and implementation of new Dynamic Strategies. Manage Index Platform Governance topics such as restatement policy, standardization of index/strategy rulebooks and methodologies, managing conflicts of interest and escalation processes, and driving other … indices and strategies, resolving real-time calculation issues, and improving platform robustness. Your Expertise Advanced degree in Finance, Mathematics, Computer Science, or related field. Extensive experience in quantitative finance and dynamic strategy development. Strong leadership and cross-functional team management skills. Deep understanding of financial regulations and compliance. Excellent analytical, problem-solving, and communication skills. More ❯

Job Reference # 315030BR City London Job Type Full Time Your role Are you a strategic leader with a passion for quantitative finance? Do you thrive in a dynamic, fast-paced environment and enjoy working across multiple cultures? We're looking for someone like that who can: • Lead and manage the QIS Platform Team, ensuring effective collaboration … across all relevant functions. • Oversee the development and maintenance of Secondary Implementations of Quantitative Investment Strategies and Indices to ensure independence and accuracy. • Coordinate with Structuring, Trading, Quants, and other stakeholders to ensure accurate development and implementation of new Dynamic Strategies. • Manage Index Platform Governance topics such as restatement policy, standardization of index/strategy rulebooks and methodologies, managing … time calculation issues, and improving the robustness of our QIS Platform . Your expertise • Advanced degree in Finance, Mathematics, Computer Science, or related field. • Extensive experience in quantitative finance and dynamic strategy development. • Strong leadership and cross-functional team management skills. • Deep understanding of financial regulations and compliance. • Excellent analytical, problem-solving, and communication skills. More ❯

CIB clients through sophisticated trading strategies. As an Analyst/Associate, you will gain hands-on experience in the lifecycle of commodity systematic trading strategies, with a focus on quantitative analysis and market research. You will play a key role in supporting our team by collaborating with JPM Sales and Trading teams, as well as business support and control … and development of new strategies in commodities, assisting in the origination and marketing efforts (in partnership with Sales), and contributing to the delivery of strategies (in partnership with Trading, Quantitative Research, Legal, and Compliance teams). Job Responsibilities Assist in the design and analysis of commodity trading strategies and propose innovative solutions for clients. Apply your quantitative skills … by the group. Collaborate with multiple internal stakeholders such as Structuring, Trading, Technology, Legal, and Compliance. Required Qualifications, Capabilities, and Skills Strong interest and foundational knowledge in derivatives and quantitative finance. Strong quantitative and communication skills. Experience with data analysis (preferably using Python or similar tools). Obtained a postgraduate university degree in Engineering, Mathematics, Computer Science, Physics More ❯

shape the architecture, tooling, and models that will drive alpha generation and risk management for years to come. As a Quant Developer, you will work at the intersection of quantitative research, machine learning, and software engineering. You'll collaborate with quants, data scientists, and portfolio managers to design and implement scalable systems for data ingestion, model training, and real … time signal deployment. Key Responsibilities Design and develop robust, high-performance systems for AI/ML model development and deployment. Collaborate with quantitative researchers to translate trading strategies into production-ready code. Build and maintain data pipelines for structured and unstructured financial data. Implement backtesting frameworks and simulation environments. Optimise model inference and execution latency for real-time trading. … platform. Required Skills & Experience Strong programming skills in Python, with experience in production-grade systems. Solid understanding of machine learning workflows, including model training, validation, and deployment. Experience with quantitative finance, including time series analysis, alpha modelling, or risk analytics. Familiarity with cloud infrastructure (e.g., AWS, GCP) and containerisation (Docker, Kubernetes). Proficiency with data engineering tools More ❯

CMC Markets are looking for a Quantitative Developer to join our Quants ’ team . Within the role, you will work directly with Quantitative Developers as well as our Trading function within the Derivatives pillar. You will participate in the integration of our partner’s solutions into our infrastructure and support the desk in the development of internal and … existing code stack and develop new scripts if required . Ensure appropriate monitoring is in place for all b usiness- a s- us ual processes owned by the Derivatives Quantitative team. Analysis, specification, implementation, maintenance, and development of tests. Document and maintain software functionality . Understand current models and produce innovative improvements. Facilitate the integration of third-party solutions … the firm's market-making business, working across multiple asset classes ranging across Options , Equities, FX, Commodities, and other derivatives . Partner with other key groups: financial engineering and quantitative teams from other business unit , business operations, product development and the other IT teams; to ensure products are implemented efficiently and meet the demands both internally (dealing) and externally More ❯

hoc market research on relevant risk topics Set examples to a team of risk analysts to foster a strong risk culture Knowledge and Experience Master's Degree in Mathematical Finance or equivalent degree Attention to detail and strong problem-solving skills with the ability to balance trade-offs Must have demonstratable experience in a role of the same More ❯

development responsibilities with financial domain expertise, supporting and developing the systems and methodologies behind margin and capital requirement calculations. You will work closely with cross-functional teams in finance, risk, and engineering to ensure the accuracy, scalability, and transparency of capital requirement calculations. Responsibilities: Understand and support the implementation and/or replication of margin methodologies for various … precision. Support capital efficiency initiatives by designing and implementing margin optimization processes and analyses. Requirements: Bachelor's or master's degree in a technical field (e.g., Computer Science, Engineering, Quantitative Finance, or similar) Strong programming and scripting skills in Python and SQL Solid understanding of financial markets, preferably derivatives or capital requirement concepts Experience working with margin More ❯

Graduate Software Developer/Quantitative Developer/Quantitative Researcher 📍 Location: London (Hybrid) 💷 Salary: Up to £180,000 + Bonus + Full Benefits 🏢 Client: Elite Hedge Fund 🚀 Kickstart Your Career Just graduated and eager to dive into the world of high-performance tech and quantitative finance? Join a leading global trading firm where innovation is key … impact projects, shaping the future of trading tech. What You’ll Be Doing 🧠 Develop and enhance state-of-the-art trading systems and infrastructure 📊 Design and implement your own quantitative models 🤝 Collaborate with top engineers, quants, and researchers to tackle complex challenges 🚀 Learn rapidly and grow within a firm that thrives on initiative What You Bring 🎓 Degree in Mathematics … stakes environment Why This Role? 🌍 Work on greenfield projects from day one — your contributions have real impact 🧠 Collaborate with some of the brightest minds in both tech and finance 🛠 Access to top-of-the-line tools, systems, and infrastructure 📈 Unmatched career growth in a high-performance, meritocratic culture Apply now or reach out directly: obloom@hunterbond.com More ❯

Graduate Software Developer/Quantitative Developer/Quantitative Researcher 📍 Location: London (Hybrid) 💷 Salary: Up to £180,000 + Bonus + Full Benefits 🏢 Client: Elite Hedge Fund 🚀 Kickstart Your Career Just graduated and eager to dive into the world of high-performance tech and quantitative finance? Join a leading global trading firm where innovation is key … impact projects, shaping the future of trading tech. What You’ll Be Doing 🧠 Develop and enhance state-of-the-art trading systems and infrastructure 📊 Design and implement your own quantitative models 🤝 Collaborate with top engineers, quants, and researchers to tackle complex challenges 🚀 Learn rapidly and grow within a firm that thrives on initiative What You Bring 🎓 Degree in Mathematics … stakes environment Why This Role? 🌍 Work on greenfield projects from day one — your contributions have real impact 🧠 Collaborate with some of the brightest minds in both tech and finance 🛠 Access to top-of-the-line tools, systems, and infrastructure 📈 Unmatched career growth in a high-performance, meritocratic culture Apply now or reach out directly: obloom@hunterbond.com More ❯

Graduate Software Developer/Quantitative Developer/Quantitative Researcher - Up to £180,000 + Bonus + Package Direct message the job poster from Hunter Bond Principal Consultant/Team Lead at Hunter Bond Graduate Software Developer/Quantitative Developer/Quantitative Researcher Salary: Up to £180,000 + Bonus + Full Benefits Just graduated and eager … to dive into the world of high-performance tech and quantitative finance? Join a leading global trading firm where innovation is key — no legacy systems, no bureaucracy, just a fast-paced, intellectually stimulating environment designed for growth. With unlimited access to cutting-edge technology and mentorship from top-tier engineers and quants, you’ll have the opportunity … impact projects, shaping the future of trading tech. What You’ll Be Doing Develop and enhance state-of-the-art trading systems and infrastructure Design and implement your own quantitative models Collaborate with top engineers, quants, and researchers to tackle complex challenges Learn rapidly and grow within a firm that thrives on initiative What You Bring Degree in Mathematics More ❯

level C++ Quant Developer (suitable for a candidate in the 4-6 YOE range) will be responsible for designing, developing, and optimizing high-performance, low-latency trading infrastructure and quantitative models within a hedgefund in London. This role focuses on implementing models related to Stochastic Processes & Probabilistic Modeling, ensuring their efficient execution within a real-time trading environment. The … developer will work closely with quantitative researchers and traders to translate mathematical concepts into robust and highly optimized C++ code. Key Responsibilities Infrastructure Development: Build and maintain critical low-latency trading infrastructure components using modern C++ standards (C++17/20). Quantitative Model Implementation: Translate quantitative models, particularly those involving stochastic processes (e.g., Brownian motion, jump-diffusion … architectural design of distributed, scalable, and resilient trading systems. Testing and Validation: Develop comprehensive unit, integration, and performance tests for all implemented components and models. Collaboration: Work effectively with quantitative researchers, traders, and other technology teams to ensure solutions meet business requirements and technical standards. Code Quality: Adhere to best practices in software development, including code reviews, documentation, and More ❯

level C++ Quant Developer (suitable for a candidate in the 4-6 YOE range) will be responsible for designing, developing, and optimizing high-performance, low-latency trading infrastructure and quantitative models within a hedgefund in London. This role focuses on implementing models related to Stochastic Processes & Probabilistic Modeling, ensuring their efficient execution within a real-time trading environment. The … developer will work closely with quantitative researchers and traders to translate mathematical concepts into robust and highly optimized C++ code. Key Responsibilities Infrastructure Development: Build and maintain critical low-latency trading infrastructure components using modern C++ standards (C++17/20). Quantitative Model Implementation: Translate quantitative models, particularly those involving stochastic processes (e.g., Brownian motion, jump-diffusion … architectural design of distributed, scalable, and resilient trading systems. Testing and Validation: Develop comprehensive unit, integration, and performance tests for all implemented components and models. Collaboration: Work effectively with quantitative researchers, traders, and other technology teams to ensure solutions meet business requirements and technical standards. Code Quality: Adhere to best practices in software development, including code reviews, documentation, and More ❯

Quantitative Developer - Python Read the overview of this opportunity to understand what skills, including and relevant soft skills and software package proficiencies, are required. Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. Risk Technology team is looking for a Quantitative … AWS), and scientific frameworks to provide data-driven, risk management solutions to Risk Managers, Portfolio Managers, Business Management. Responsibilities: · Work in the intersection of Portfolio Management, Risk Management and Quantitative Research to develop risk analytics solutions for Equity Derivatives businesses. · Collaborate with risk management for rapid prototyping and delivery of solutions to enhancement risk metrics. · Develop data ingestion pipelines … and data modeling, with the ability to architect scalable and efficient solutions for trading, risk management or similar functions. · Strong analytical and mathematical skills, with interest and exposure to quantitative finance and equity derivative products (desirable) · Relational database development experience, with a focus on designing efficient schemas and optimizing queries. · Unix/Linux command-line experience. · Ability More ❯

and promote advanced electronic solutions to our clients worldwide. If you are passionate, curious and ready to make an impact, we are looking for you. Job summary: As a Quantitative Developer in Quantitative Research Rates team, you will beproviding modelling solutions to the Rates business. Your work will combine classical quant finance with solid software engineering … to deliver best-in-class models to the trading desk. Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and More ❯

and promote advanced electronic solutions to our clients worldwide. If you are passionate, curious and ready to make an impact, we are looking for you. Job summary: As a Quantitative Developer in Quantitative Research Rates team, you will beproviding modelling solutions to the Rates business. Your work will combine classical quant finance with solid software engineering … to deliver best-in-class models to the trading desk. Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and More ❯