226 to 250 of 287 Quantitative Research Jobs in the UK

A leading global investment firm is looking for a Data Support Engineer to join a high-impact team supporting quantitative researchers and traders. This is a fantastic opportunity to work in a fast-paced, data-driven environment where technology and research are at the heart of the business. You'll play a key role in ensuring the smooth … skills and a proactive, problem-solving mindset. Attention to detail and a passion for delivering high-quality support in a fast-moving environment. Why Join? Work in a collaborative, research-driven environment where data and technology are central to decision-making. Be part of a team that directly supports the firm's trading and investment strategies. Gain exposure to More ❯

A leading global investment firm is looking for a Data Support Engineer to join a high-impact team supporting quantitative researchers and traders. This is a fantastic opportunity to work in a fast-paced, data-driven environment where technology and research are at the heart of the business. You'll play a key role in ensuring the smooth … skills and a proactive, problem-solving mindset. Attention to detail and a passion for delivering high-quality support in a fast-moving environment. Why Join? Work in a collaborative, research-driven environment where data and technology are central to decision-making. Be part of a team that directly supports the firm's trading and investment strategies. Gain exposure to More ❯

pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep … fundamentally change how we identify and execute on investment opportunities. Role Responsibilities Engineer, enhance, and maintain the firm's core AI and Machine Learning platform Partner with stakeholders in research, trading, technology, and operations to design, build, and deploy bespoke AI/ML applications and agents Manage the full lifecycle of domain-specific models, including training, fine-tuning, validation … ability to effectively manage time across multiple projects and with competing business demands and priorities Excellent interpersonal skills; able to establish and maintain a close working relationship with traders, quantitative researchers, and senior business people alike Confident communicator; able to argue a point concisely and deal positively with conflicting views. Inclusion, Work-Life Balance and Benefits Man Group champions More ❯

Implement real-time data ingestion and processing pipelines for market data Ensure data integrity, latency minimization, and fault tolerance in streaming environments using q and kdb+ capabilities. Collaborate with quantitative researchers to develop research tools, backtesting frameworks, and analytics in q. Provide fast-access APIs and utilities to extract and manipulate data for strategy testing and signal generation. More ❯

Implement real-time data ingestion and processing pipelines for market data Ensure data integrity, latency minimization, and fault tolerance in streaming environments using q and kdb+ capabilities. Collaborate with quantitative researchers to develop research tools, backtesting frameworks, and analytics in q. Provide fast-access APIs and utilities to extract and manipulate data for strategy testing and signal generation. More ❯

Implement real-time data ingestion and processing pipelines for market data Ensure data integrity, latency minimization, and fault tolerance in streaming environments using q and kdb+ capabilities. Collaborate with quantitative researchers to develop research tools, backtesting frameworks, and analytics in q. Provide fast-access APIs and utilities to extract and manipulate data for strategy testing and signal generation. More ❯

Implement real-time data ingestion and processing pipelines for market data Ensure data integrity, latency minimization, and fault tolerance in streaming environments using q and kdb+ capabilities. Collaborate with quantitative researchers to develop research tools, backtesting frameworks, and analytics in q. Provide fast-access APIs and utilities to extract and manipulate data for strategy testing and signal generation. More ❯

Implement real-time data ingestion and processing pipelines for market data Ensure data integrity, latency minimization, and fault tolerance in streaming environments using q and kdb+ capabilities. Collaborate with quantitative researchers to develop research tools, backtesting frameworks, and analytics in q. Provide fast-access APIs and utilities to extract and manipulate data for strategy testing and signal generation. More ❯

Implement real-time data ingestion and processing pipelines for market data Ensure data integrity, latency minimization, and fault tolerance in streaming environments using q and kdb+ capabilities. Collaborate with quantitative researchers to develop research tools, backtesting frameworks, and analytics in q. Provide fast-access APIs and utilities to extract and manipulate data for strategy testing and signal generation. More ❯

Implement real-time data ingestion and processing pipelines for market data Ensure data integrity, latency minimization, and fault tolerance in streaming environments using q and kdb+ capabilities. Collaborate with quantitative researchers to develop research tools, backtesting frameworks, and analytics in q. Provide fast-access APIs and utilities to extract and manipulate data for strategy testing and signal generation. More ❯

Junior Quantitative Researcher £120,000 GBP + £70,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Our client has an extensive and impressive track record of successfully running Quant trading strategies for over a decade, they spun out as a hedge fund and now operate globally. They are a highly interdisciplinary firm, operating around the … quant modelling and technology. Their trades are facilitated by state-of-the-art infrastructure which handles their larger trading volumes easily. Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of the various exchanges … and asset classes. Pre market - checking that all required data and processes are ready. During market - sporadically monitoring behaviour and performance of strategies. Ideal Candidate: Quantitative background - including Master/PhD's in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics from a top University. Programming proficiency with at least one major programming or scripting More ❯

Technical Quantitative Developer/Software Engineer with deep Computer Science expertise applied to Python, its libraries and ecosystem as well as professional experience with SDLC tooling, Linux, Docker, and SQL sought to join a specialist London Headquartered Quantitative Hedge Fund. You will join as a more junior member, as part of a small team designing and implementing a … platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio Managers to design and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data … Docker environments as well as SDLC tooling such as GitLab CI/CD are also required. In return for your Computer Science and Engineer nous, full training on the Quantitative Finance, Hedge Funds and Systematic Investing will be provided. Essential Skills & Experience: Undergraduate degree in Computer Science, Computing, Software Engineering or similar with top grades from a reputable institution. More ❯

Technical Quantitative Developer/Software Engineer with deep Computer Science expertise applied to Python, its libraries and ecosystem as well as professional experience with SDLC tooling, Linux, Docker, and SQL sought to join a specialist London Headquartered Quantitative Hedge Fund. You will join as a more junior member, as part of a small team designing and implementing a … platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio Managers to design and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data … Docker environments as well as SDLC tooling such as GitLab CI/CD are also required. In return for your Computer Science and Engineer nous, full training on the Quantitative Finance, Hedge Funds and Systematic Investing will be provided. Essential Skills & Experience: Undergraduate degree in Computer Science, Computing, Software Engineering or similar with top grades from a reputable institution. More ❯

Technical Quantitative Developer/Software Engineer with deep Computer Science expertise applied to Python, its libraries and ecosystem as well as professional experience with SDLC tooling, Linux, Docker, and SQL sought to join a specialist London Headquartered Quantitative Hedge Fund. You will join as a more junior member, as part of a small team designing and implementing a … platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio Managers to design and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data … Docker environments as well as SDLC tooling such as GitLab CI/CD are also required. In return for your Computer Science and Engineer nous, full training on the Quantitative Finance, Hedge Funds and Systematic Investing will be provided. Essential Skills & Experience: Undergraduate degree in Computer Science, Computing, Software Engineering or similar with top grades from a reputable institution. More ❯

Technical Quantitative Developer/Software Engineer with deep Computer Science expertise applied to Python, its libraries and ecosystem as well as professional experience with SDLC tooling, Linux, Docker, and SQL sought to join a specialist London Headquartered Quantitative Hedge Fund. You will join as a more junior member, as part of a small team designing and implementing a … platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio Managers to design and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data … Docker environments as well as SDLC tooling such as GitLab CI/CD are also required. In return for your Computer Science and Engineer nous, full training on the Quantitative Finance, Hedge Funds and Systematic Investing will be provided. Essential Skills & Experience: Undergraduate degree in Computer Science, Computing, Software Engineering or similar with top grades from a reputable institution. More ❯

Technical Quantitative Developer/Software Engineer with deep Computer Science expertise applied to Python, its libraries and ecosystem as well as professional experience with SDLC tooling, Linux, Docker, and SQL sought to join a specialist London Headquartered Quantitative Hedge Fund. You will join as a more junior member, as part of a small team designing and implementing a … platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio Managers to design and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data … Docker environments as well as SDLC tooling such as GitLab CI/CD are also required. In return for your Computer Science and Engineer nous, full training on the Quantitative Finance, Hedge Funds and Systematic Investing will be provided. Essential Skills & Experience: Undergraduate degree in Computer Science, Computing, Software Engineering or similar with top grades from a reputable institution. More ❯

Job Title: Front Office C#/Angular Developer Client: Quantitative Trading Firm – Elite, technology-led, and performance-driven Salary: Up to £85k + Exceptional Bonus + Package Location: London (Hybrid) Length: 6 Month FTC Skills, Experience, Qualifications, If you have the right match for this opportunity, then make sure to apply today. An elite global trading firm is seeking … month FTC. This group builds the high-performance pricing and risk platforms that underpin the firm's global trading activity. You'll work side-by-side with traders, quantitative researchers, and risk managers to deliver scalable, low-latency systems that enable real-time analytics and execution. This is an opportunity to work at one of the world's most … risk systems supporting global FX trading desks Work closely with quants and traders to implement analytics, calibration tools, and model improvements Build performant, reliable software that integrates seamlessly with research and trading workflows Optimise existing systems for latency, scalability, and stability Deliver high-quality, well-tested code into production environments with minimal supervision Skills/Experience 4+ years experience More ❯

ordinary engineering role: the systems you build will directly power live trading strategies with global impact, requiring extreme reliability, low latency, and seamless scalability. You’ll collaborate daily with quantitative researchers and traders, shaping the tools and infrastructure that drive next-generation systematic strategies. What You’ll Do Architect, design, and implement mission-critical trading systems for systematic digital … ability to work closely with researchers and traders. Self-motivated, with the drive to turn high-level requirements into production-ready systems. Nice to Have Familiarity with Python for research and C++ integration. Direct collaboration experience with quant researchers. Knowledge of machine learning concepts and model lifecycles. Exposure to functional programming or immutable design principles. Hands-on experience with More ❯

ordinary engineering role: the systems you build will directly power live trading strategies with global impact, requiring extreme reliability, low latency, and seamless scalability. You’ll collaborate daily with quantitative researchers and traders, shaping the tools and infrastructure that drive next-generation systematic strategies. What You’ll Do Architect, design, and implement mission-critical trading systems for systematic digital … ability to work closely with researchers and traders. Self-motivated, with the drive to turn high-level requirements into production-ready systems. Nice to Have Familiarity with Python for research and C++ integration. Direct collaboration experience with quant researchers. Knowledge of machine learning concepts and model lifecycles. Exposure to functional programming or immutable design principles. Hands-on experience with More ❯

Batonics builds high-throughput quantitative trading and research platforms and AI agents for leading funds and institutions across Asia, the U.S., and Europe. Our products deliver advanced market-microstructure analytics, backtesting, portfolio and risk tools, and formal verification for low-latency systems merging high-performance computing, AI, and frontier quantitative research. We’re looking for a part … time engineer to help develop end-to-end quantitative trading and research systems including high-frequency trading (HFT) platforms. Your initial work will be on this platform quant2.batonics.com but feel free to explore loha.batonics.com Process : Show me something you’ve built end-to-end (preferably using AI tools) and describe your stack. Send to ahmed@batonics.com Interview. Task More ❯

Batonics builds high-throughput quantitative trading and research platforms and AI agents for leading funds and institutions across Asia, the U.S., and Europe. Our products deliver advanced market-microstructure analytics, backtesting, portfolio and risk tools, and formal verification for low-latency systems merging high-performance computing, AI, and frontier quantitative research. We’re looking for a part … time engineer to help develop end-to-end quantitative trading and research systems including high-frequency trading (HFT) platforms. Your initial work will be on this platform quant2.batonics.com but feel free to explore loha.batonics.com Process : Show me something you’ve built end-to-end (preferably using AI tools) and describe your stack. Send to ahmed@batonics.com Interview. Task More ❯

Quantitative Power Analyst (Data Scientist) Short Term Intraday Stack Models Power Trading As they scale from 3.5 GW to 7 GW of generation and add 500 MW of battery storage, they're building out their data science capability on the trading floor. We are seeking a highly motivated Quantitative Power Analyst to join our trading team. This role … is focused on short-term power markets and sits at the intersection of trading, quantitative analysis, and data-driven modelling. Developing algorithms for asset optimisation in short-term power markets. # Applying short-term power trading expertise to drive trading desk performance. # Building and improving short-term pricing models (e.g., Take ownership over existing models, and building new More ❯

Senior Python Software Developers are required for an exciting and innovative Software sports betting hedge fund company based in London. The successful candidates will be working closely with the quantitative researchers and alongside other extremely talented and driven engineers to build out external integrations both data/exchange and support systematic trading models. You will be joining a tight … knit team of research mathematicians, computer scientists and trading analysts at the top of their chosen fields. Essential Skills Bachelor’s or Master’s degree in Computer Science, Computer Engineering, or a related field 3+ years of professional experience in Python development within sports betting industry or financial services Proficiency in Python, with exposure to DevOps practices and Linux More ❯

Senior Python Software Developers are required for an exciting and innovative Software sports betting hedge fund company based in London. The successful candidates will be working closely with the quantitative researchers and alongside other extremely talented and driven engineers to build out external integrations both data/exchange and support systematic trading models. You will be joining a tight … knit team of research mathematicians, computer scientists and trading analysts at the top of their chosen fields. Essential Skills Bachelor’s or Master’s degree in Computer Science, Computer Engineering, or a related field 3+ years of professional experience in Python development within sports betting industry or financial services Proficiency in Python, with exposure to DevOps practices and Linux More ❯

Senior Python Software Developers are required for an exciting and innovative Software sports betting hedge fund company based in London. The successful candidates will be working closely with the quantitative researchers and alongside other extremely talented and driven engineers to build out external integrations both data/exchange and support systematic trading models. You will be joining a tight … knit team of research mathematicians, computer scientists and trading analysts at the top of their chosen fields. Essential Skills Bachelor's or Master's degree in Computer Science, Computer Engineering, or a related field 3+ years of professional experience in Python development within sports betting industry or financial services Proficiency in Python, with exposure to DevOps practices and Linux More ❯