in a quantitative discipline such as Mathematics, Statistics, Physics, Engineering, or Computer Science. Demonstrated experience with electronic trading infrastructure, including pricing engines, execution logic, and trade lifecycle components. Advanced statisticalmodelling skills and experience working with large-scale financial datasets. Solid understanding of interest rate markets and fixed income product structures. Location: London, United Kingdom Job Type: Hybrid More ❯
Server 2012 (70-461) - with a view to completion of the MCSA: SQL Server 2012/2014 programme Any experience (including non-professional) of data visualisation/analysis/statisticalmodelling/SQL 2016 Any experience (including non-professional) of virtualisation, disaster recovery, backups etc Additional Requirements Must be willing to travel occasionally (UK only) Must be flexible More ❯
with experience of research in one or more of these areas: Computational social science Machine learning (research engineer/research scientist) Data Science, especially including Natural Language Processing Advanced statisticalmodelling and experimental design. Required Skills and Experience We select based on skills and experience regarding the following areas: Writing production quality code Writing code efficiently, especially using More ❯
Python programming with a focus on data manipulation and engineering. A genuine interest in data science and a drive to expand your skillset into predictive analytics, machine learning, or statistical modeling. Strong analytical and problem-solving skills with a passion for optimising workflows. Excellent communication and teamwork abilities to thrive in a dynamic consultancy environment. Data modelling experience More ❯
events. The quantitative trading teams at Jump Trading probe and examine the global markets, seeking to understand the complexities of various traded products and exchanges. They leverage their impeccable statistical analysis and data mining skills, using the results of their research to make forecasts and develop profitable predictive trading models. What You'll Do: Quantitative Researchers collect and analyze … tens of thousands of data sets, identify patterns and extract insights into the complexities in financial markets. Researchers lean heavily on statistical analysis, machine learning, and data engineering skills; applying the results of their research to forecasts and predictive trading models. Jump's Quantitative Researchers are constantly collaborating with other scientists, traders, hardware and software developers, and market facing … in a Linux environment. Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks, or support vector machines. Strong experience developing statistical models in a trading environment. Proven success working with large data sets and developing statistical models. Fascinated and interested in advancing machine learning within the trading community. Possess More ❯
wide range of products, including stocks, options, ETFs, and futures, with strategies like market making, automatic quoting, risk management, systematic trading, and algorithmic execution across global venues. We utilize statistical analysis and mathematical models to enhance business performance, collaborating closely with traders and sales on the trading floor to add value for clients and the firm. Role Responsibilities Lead … our Quantitative Trading & Market Making desk, developing market making and quoting strategies for equities, from cash to derivatives. Apply advanced statistical and quantitative techniques, including neural networks, to build models that support systematic trading strategies and real-time risk management decisions. Develop risk management frameworks and construct optimal portfolios across asset classes using factor models and other techniques. Create … model calibration frameworks for advanced statistical and AI models, handling large-scale time series data. Advance market making strategies through technological collaboration with Quant Developers and engineering teams. Basic Qualifications Strong academic background in a relevant quantitative field such as physics, mathematics, statistics, engineering, or computer science. Proficiency in programming languages such as C++, Java, or Python, with experience More ❯
of products such as stocks, options, ETFs, and futures, with strategies including market making, automatic quoting, central risk management, systematic trading, and algorithmic execution across global venues. We utilize statistical analysis and mathematical models to enhance business performance, collaborating closely with traders and salespeople to deliver value to clients and the firm. Role Responsibilities Lead our Quantitative Trading & Market … Making desk by developing market-making and quoting strategies across equity products, from cash to derivatives. Employ advanced statistical and quantitative techniques, such as neural networks, to develop models that inform systematic trading and risk management decisions in real-time. Implement risk management frameworks and construct optimal portfolios across asset classes using factor models and other advanced techniques. Create … model calibration frameworks for our statistical and AI models, handling large-scale time series data efficiently. Advance our market-making strategies by utilizing various technologies and collaborating closely with Quant Developers and engineering teams. Basic Qualifications Outstanding academic achievement in a relevant quantitative discipline such as physics, mathematics, statistics, engineering, or computer science. Strong programming skills in object-oriented More ❯
qualification within science, computing, mathematics or other quantitative subject Experience of code development in Python, including knowledge of Object Orientation, Software Architecture and Design Patterns Familiarity with mathematical and statistical models used in finance, particularly with regards to derivatives pricing and risk management systems Familiarity or high level of interest in Energy/commodity markets Strong Communicator and fluent More ❯
Manchester, England, United Kingdom Hybrid / WFH Options
Perch Group
debt collection, debt purchase, reconnection, and litigation services. The Role Perch Group are looking for a decision scientist to design and optimize data-driven solutions that support machine learning, statistical analysis, and predictive modelling. You’ll work closely with a team of analysts and the investment team to create high-quality, scalable data models that fuel AI-driven decision More ❯
in a meaningful way. You should therefore have a strong background in data storytelling and building relationships both internally and with clients. While this role does not require building statistical models or coding, an understanding of what is possible with data using modeling and machine learning will be beneficial in this role. The Opportunity Data-driven marketing is no More ❯
company or as (Technical) Senior Consultant. Technical expertise: You have a general understanding of REST APIs (design, integration, authentication). Data & Analytics: You have experience in applying and optimizing statistical and machine learning models to solve business problems. You are familiar with the state-of-the-art data & analytics tech stack and workflow automation platforms which helps you creatively More ❯
our people to make an impact and develop their own unique career path. This is an opportunity to take a leading role in expanding RSM's capabilities in quantitative modelling solutions and being a part of our broader financial modelling and analytics community. You will play a key role in developing sophisticated statistical models and tools for … regulatory landscape. Additionally, this capability will provide crucial support to RSM's Audit business by reviewing and challenging financial models, particularly in areas such as expected credit loss (ECL) modelling and broader Financial Services matters. Working closely with Partners and Directors, you will have the opportunity to shape our methodologies, tools, and processes. A proactive approach to stakeholder engagement … and working to agreed budgets, managing risk and maintaining high levels of quality and good commercial outcomes. Completion of associated documentation to a high standard is expected. Developing complex statistical models and tools; techniques including (inter alia) regression analysis, time series and survival analyses, Monte Carlo simulation. Coding and review of tools in modern computing languages (e.g. R, SAS More ❯
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, statisticalmodelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization More ❯
Conduct research to identify and develop systematic income-focused trading strategies Analyse large financial datasets to uncover predictive signals and investment opportunities Design, implement, and test quantitative models using statistical and machine learning techniques Develop and optimise execution algorithms to enhance trade performance Collaborate with portfolio managers, traders, and other researchers to refine investment strategies Maintain and improve research … Requirements: Strong quantitative and analytical skills, with experience in systematic research or trading Proficiency in programming languages such as Python, R, or C++ Experience working with large datasets and statisticalmodelling techniques Knowledge of financial markets, fixed income instruments, and portfolio construction Ability to develop, test, and implement systematic trading models Strong problem-solving skills and the ability More ❯
carrying out risk model updates - continually looking to improve data and processes Working with different teams and stakeholders to achieve an understanding of their needs, data requirements and expected modelling outcomes Getting hands-on with data from its source right through to modelling and then implementation in rating Analysing data, interpret output and communicate results to a non … technical audience Building and testing Statistical models and machine learning algorithms Working with Data Enrichment team to obtain and use third-party and internally-generated data sources to enhance model. Essential Skills We don't expect you to know everything from day one, but the following will enable you to hit the ground running: Solid knowledge of relevant statisticalmodelling methods - in particular GLMs Knowledge of relevant machine learning techniques - in particular GBMs Proven experience in working with large data sources Good command of Python, SQL, SAS or similar coding languages Experience of Willis Towers Watson software such as Radar or Emblem Good understanding of the various elements of a Technical Price, including business expenses, other costs More ❯
financial models within the technology sector This centrally based Cambridge consultancy works with customers across the world to provide highly strategic expertise through their knowledge and understanding of quantitative modelling for financial applications within the telecommunications technology sector. They utilise historical and market data as well as build statistical inferred models to provide insight into complex problems. They … class degree in Maths or Physics from a top ranked university. Applicants should also hold an advanced degree (Master’s or PhD) in a highly numerate subject. Extensive numerical modelling skills using statistics or quantitative analysis. Specific experience with financial mathematics is not needed but any exposure would be of interest. Good communication skills. Bilingual speakers (Spanish, German, Arabic … well-considered by the company). Further, candidates do need full rights to work in the UK. On offer is an excellent compensation package. Keywords: Consultancy, Quant Analysis, Maths Modelling, Statistics, Inference, Worldwide Travel Another top job from ECM, the high-tech recruitment experts. Even if this job's not quite right, do contact us now - we may well More ❯
Employment Type: Permanent
Salary: £35000 - £47000/annum with worldwide travel
carrying out risk model updates - continually looking to improve data and processes. Working with different teams and stakeholders to achieve an understanding of their needs, data requirements and expected modelling outcomes. Getting hands-on with data from its source right through to modelling and then implementation in rating. Analysing data, interpreting output and communicating results to a non … technical audience. Building and testing Statistical models and machine learning algorithms. Assisting in coaching and developing other colleagues within the team to ensure constant up-skilling. Essential Skills We don't expect you to know everything from day one, but the following will enable you to hit the ground running: Solid knowledge of relevant statisticalmodelling methods More ❯
balances the discipline of high‐frequency trading with the entrepreneurial agility of a DeFi start-up. Key Responsibilities Design and develop predictive market‐making and directional execution models Apply statistical and machine learning techniques to extract short‐term signals (ms–minutes horizon) Lead research initiatives: back‐testing, signal refinement, parameter optimization for diverse products (spot, derivatives, ETPs) Analyse high … using Python (and C++ where required) Qualifications/Experience: Essential Bachelor’s or Master’s in Mathematics, Statistics, Computer Science, Physics, or related discipline Proficient in Python with strong statistical and probabilistic modelling skills Hands-on experience or theoretical knowledge in market structure and trading dynamics Market-Making QuantTrack : Experience building market‐making/HFT/MFT strategies More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Blockchain 121
balances the discipline of high‐frequency trading with the entrepreneurial agility of a DeFi start-up. Key Responsibilities Design and develop predictive market‐making and directional execution models Apply statistical and machine learning techniques to extract short‐term signals (ms–minutes horizon) Lead research initiatives: back‐testing, signal refinement, parameter optimization for diverse products (spot, derivatives, ETPs) Analyse high … using Python (and C++ where required) Qualifications/Experience: Essential Bachelor’s or Master’s in Mathematics, Statistics, Computer Science, Physics, or related discipline Proficient in Python with strong statistical and probabilistic modelling skills Hands-on experience or theoretical knowledge in market structure and trading dynamics Market-Making QuantTrack : Experience building market‐making/HFT/MFT strategies More ❯
South East London, England, United Kingdom Hybrid / WFH Options
Blockchain 121
balances the discipline of high‐frequency trading with the entrepreneurial agility of a DeFi start-up. Key Responsibilities Design and develop predictive market‐making and directional execution models Apply statistical and machine learning techniques to extract short‐term signals (ms–minutes horizon) Lead research initiatives: back‐testing, signal refinement, parameter optimization for diverse products (spot, derivatives, ETPs) Analyse high … using Python (and C++ where required) Qualifications/Experience: Essential Bachelor’s or Master’s in Mathematics, Statistics, Computer Science, Physics, or related discipline Proficient in Python with strong statistical and probabilistic modelling skills Hands-on experience or theoretical knowledge in market structure and trading dynamics Market-Making QuantTrack : Experience building market‐making/HFT/MFT strategies More ❯
a strong IC path. You'll work across analytics, experimentation, and forecasting – blending business impact with data science. Initial focus areas: Marketing & channel measurement User engagement & churn Forecasting & predictive modelling Identifying commercial opportunities in key markets Team & culture: Collaborative, cross-functional, and growth-focused. You'll work closely with product, engineering, and analytics peers in a supportive environment. Tech … stack: Python SQL Statistical modeling & analysis Ideal background: Solid advanced analytics skills (e.g. regression, clustering, forecasting) Strong communicator with senior stakeholders Background in Maths, Stats, Economics, or similar Please register your interest by sending your CV to Lauren McAlister via the Apply link on this page. More ❯
to design and develop solutions Provide regular updates and presentations to clients Write Reports Required Skills Educational Qualifications in Computer Science, Data Science, Physics, Maths etc. Python Machine Learning StatisticalModelling CI/CD Pipelines Databricks Database Management (bonus!) Benefits 33 Days Holiday (incl. Bank Holidays) Pension Plans Flexible Working Apply Now! If you are an experienced Data More ❯
and iteration. You'll bring a deep understanding of modern data science and machine learning techniques and know when to apply the right tools, whether that's deep learning, statisticalmodelling, or classical ML methods. Your toolkit includes Python, SQL, and you're comfortable working in a cloud-first (AWS) ecosystem. Experience with object-oriented programming and packaging More ❯
STEM or Economics from a leading university (Russell Group or international equivalent). 1–4 years’ experience in a finance, data science, or investment-related role. Strong mathematical and statisticalmodelling skills and a foundation in quantitative methods (e.g., volatility, correlation, Monte Carlo simulations, VaR). Python to at least intermediate level. A natural problem-solver with a More ❯
STEM or Economics from a leading university (Russell Group or international equivalent). 1–4 years’ experience in a finance, data science, or investment-related role. Strong mathematical and statisticalmodelling skills and a foundation in quantitative methods (e.g., volatility, correlation, Monte Carlo simulations, VaR). Python to at least intermediate level. A natural problem-solver with a More ❯