Opportunity to develop and upskill in a financial organization 5 days on site in London are essential About Our Client Quantitativeinvestment firm Job Description The job provides exposure to: A large, Linux-centric, multi-tenant public cloud environment Configuration management tools Heavy use of cloud-managed services (DBaaS, IaaS, etc.) to offload undifferentiated maintenance work from the More ❯
Troubleshoot and resolve hardware, software, network issues and trade-floor specific applications. Client Details Quantitativeinvestment firm Description The job provides exposure to: A large, Linux-centric, multi-tenant public cloud environment Configuration management tools Heavy use of cloud-managed services (DBaaS, IaaS, etc.) to offload undifferentiated maintenance work from the team Databases of various shapes and sizes More ❯
Troubleshoot and resolve hardware, software, network issues and trade-floor specific applications. Client Details Quantitativeinvestment firm Description The job provides exposure to: A large, Linux-centric, multi-tenant public cloud environment Configuration management tools Heavy use of cloud-managed services (DBaaS, IaaS, etc.) to offload undifferentiated maintenance work from the team Databases of various shapes and sizes More ❯
Our client is expanding with a new office in London and is seeking the first C++ developers to join this exciting venture. Founded in 2014, they are a quantitativeinvestment firm that has assembled a team of researchers, portfolio managers, and technologists. By leveraging quantitative analysis and insights in financial markets, they excel in some of More ❯
driving growth through change. Part of building brave futures is making a concerted effort to develop and challenge our employees to achieve their goals through internal job mobility. QuantitativeInvestment Management (QIM) team manages over 50 equity strategies across a variety of geographies, investment styles and risk/return profiles. The team is experiencing strong asset and account … growth, requiring further investment into people, data, and tools. Quantitative Developer, Investment Management Unit, QuantitativeInvestment Management, London SEI is seeking to hire a Quantitative Developer to develop, enhance and support platforms and tools that facilitate signal research, portfolio construction, performance attribution and reporting. What you will do: Infrastructure (40%): Design, develop, and maintain More ❯
pension funds, endowments, foundations, governments and other investors based in the U.S. and abroad. Position Overview: As a member of the Trading Desk, you will work directly with Quantitative Developers, Researchers, and the Systematic Credit Portfolio Managers. In addition to trading for Acadian's credit portfolios, you will be researching, developing, deploying, and monitoring cutting edge pricing models … and credit derivatives; experience trading other fixed income securities a plus Firm understanding of credit market structure and familiarity with a wide range of implementation strategies Experience with quantitative/systematic strategies within Credit Markets Strong Python programming Working expertise with OMS/EMS platforms (Charles River, TSImagine, MarketAxess, TradeWeb, etc) World-class analytical skills and the ability … and ability to work in a collegial, results-oriented environment - must be a strong team player Interest in following financial markets and a strong quantitative orientation for investing Drive to deliver on high value projects and a roll up your sleeves attitude Act as a facilitator for the placement of cash and synthetic trades for the suite More ❯
London, England, United Kingdom Hybrid / WFH Options
Selby Jennings
About the Client The client is a global quantitativeinvestment firm that develops and implements systematic financial strategies across diverse asset classes and markets. Their mission is to generate high-quality predictive signals (alphas) using a proprietary research platform, targeting inefficiencies in the financial markets. Collaboration is central to their approach, with teams working together to build the … help shape the future. About the AI Group AI is a specialized division within the client, operating similarly to a B2C fintech venture. Its mission is to democratize quantitative finance by offering global remote-work opportunities and educational resources in AI, ML, and quant finance. The AI platform enables external contributors to submit signals, data, and other resources … individuals to join as AI Researchers. This full-time role focuses on cutting-edge research in Artificial Intelligence (AI) and Large Language Models (LLMs), aimed at developing innovative quantitative models for the AI platform. Key Responsibilities: Conduct research in AI and LLMs, exploring advanced architectures such as Transformers, Reinforcement Learning, and Generative AI. Design, train, and fine-tune More ❯
I'm working on behalf of a leading global quantitativeinvestment firm that’s seeking a Senior Storage Engineer to join their world-class infrastructure team. This role sits at the core of their high-performance research and trading operations, supporting one of the most advanced compute environments in finance. You’ll play a pivotal role in engineering … a firm that treats infrastructure as a first-class citizen. If you thrive in high-performance environments and want to work alongside some of the brightest minds in quantitative finance and research, let’s connect. More ❯
I'm working on behalf of a leading global quantitativeinvestment firm that’s seeking a Senior Storage Engineer to join their world-class infrastructure team. This role sits at the core of their high-performance research and trading operations, supporting one of the most advanced compute environments in finance. You’ll play a pivotal role in engineering … a firm that treats infrastructure as a first-class citizen. If you thrive in high-performance environments and want to work alongside some of the brightest minds in quantitative finance and research, let’s connect. More ❯
driving growth through change. Part of building brave futures is making a concerted effort to develop and challenge our employees to achieve their goals through internal job mobility. QuantitativeInvestment Management (QIM) team manages over 50 equity strategies across a variety of geographies, investment styles and risk/return profiles. The team is experiencing strong asset and account … growth, requiring further investment into people, data, and tools. Senior Quantitative Equity Researcher, Investment Management Unit, QuantitativeInvestment Management, London SEI is seeking to hire a Quantitative Equity Researcher to develop stock selection signals, maintain and enhance proprietary models, and assist in managing assigned portfolios What you will do: Research (30%): Undertake research, validation … fund management duties Communication (20%): produce client- and publication-worthy research papers; assist in creating, and maintaining sales and service materials What we need from you: Expertise in quantitative analysis and dealing with large data sets Expertise in a high-level programming language such as Python or R Strong communication skills: able to argue a point concisely and More ❯
Working for one of the world's premier quantitativeinvestment firms. This firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data … sources. Role: Quantitative Developer for a portfolio team based in Dubai. Responsibilities: Building components for both live trading and simulation Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components Maintaining and updating the platform, ensuring its stability, robustness, and security Developing robust data checking and storage procedures Troubleshooting and … resolving any systems related issues and handle the release of code fixes and enhancements Requirements: Masters or PhD i n computer science or other quantitative discipline 5+ years of experience designing and developing research and live trading infrastructure at a financial institution , including experience in futures and FX Experience handling connections to execution/order management systems Strong More ❯
Senior Low Latency Developer, C++ - Crypto Quantitative Hedge Fund London, UK Our client are a global quantitativeinvestment management firm that leverages advanced data analysis, research, and technology to develop and implement diverse investment strategies. Their team consists of experts from various fields, including engineering, computer science, and finance, working collaboratively to optimise trading and investmentMore ❯
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. Quantitativeinvestment 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 quantitativeinvestment 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 quantitative finance and help them to capture alpha in a … 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 quantitative finance 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 of shaping 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 QuantitativeInvestment 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 … QIS 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. Self-starter More ❯
SQL are a plus.Acadian supports a hybrid work environment; employees are onsite in the Boston office 3 days/week. What You'll Do: Complete complex, performance-related, quantitative analyses under tight deadlines for internal and external clients Monitor return data and processes to verify accuracy; collaborate with IT and fund accounting personnel to resolve issues Partner with … relationship management and marketing personnel to field ad hoc inquiries from clients and prospects Generate and analyze attribution using both third-party and proprietary systems; provide qualitative and quantitative insights from Brinson-style attribution to internal and external parties as requested Identify enhancements to processes and policies to boost efficiency; assist with internal projects in pursuit of this … oriented environment Ability to multi-task and work well under pressure in a fast-paced environment Ability to meet or exceed deadlines Why Work Here: Acadian is a quantitativeinvestment firm where ideas are empowered by technology. Our team is made up of a diverse mix of professionals who thrive in a culture that fosters ingenuity through collaboration More ❯
institutional database efforts.Acadian supports a hybrid work environment; employees are on-site in the Boston office 3 days a week. What You'll Do: Provide ongoing qualitative and quantitative data maintenance to third-party institutional databases Retrieve, analyze, and validate data to complete the quantitative components of RFPs/RFIs, ensuring accuracy and relevance Assist with … environment and partner with client/consultant/prospect-facing staff, as well as a number of other groups throughout the firm Why Work Here: Acadian is a quantitativeinvestment firm where ideas are empowered by technology. Our team is made up of a diverse mix of professionals who thrive in a culture that fosters ingenuity through collaboration More ❯
root cause analysis, and navigating complex stakeholder relationships, conversation and expectations Ability to build and sustain relationships in challenging project environments Strong interest in global capital markets and quantitative investments Strong analytical and organizational skills Ability to work in a fast-paced, globally structured, and team-based environment, as well as the ability to work independently Experience in More ❯
firm that works with some of the most forward thinking companies in tech and finance. The focus is on fast growing, high value markets like technology, FinTech and quantitative investment. These sectors reward recruiters who are smart, consistent and genuinely interested in the space. You don’t need to have experience in these markets already. If you’re More ❯