consistently pushes the boundaries of what’s possible in finance. About the Role: They are seeking a talented individual to join their Model Implementation team, working alongside top-tier Quantitative Researchers, Engineers, and Portfolio Managers. The team is made up of technical, hands-on professionals who tackle complex challenges, each wearing multiple hats and you will too. Key Responsibilities … automated code. Why Join? This is more than just a job - it's an opportunity to work with a globally recognized hedge fund that is at the forefront of quantitative finance. You’ll collaborate with some of the brightest minds in the industry, tackle exciting technical challenges, and have a direct impact on trading systems that shape the financial … markets. If you are passionate about pushing the boundaries of quantitative development and thrive in a collaborative, high-performance environment, we’d love to hear from you. More ❯
businesses across Markets, the technology department, and senior leadership in sales and trading. Clearly articulate complex technical issues and requirements to all stakeholders. Qualifications: PhD or Master's in QuantitativeFinance, Applied Mathematics, Operations Research, Statistics, Computer Science, or a related field. Minimum 8 years of experience in a front office development role at a major investment More ❯
South East London, England, United Kingdom Hybrid / WFH Options
Hunter Bond
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 quantitativefinance? 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 ❯
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 ❯
South East London, England, United Kingdom Hybrid / WFH Options
Selby Jennings
About the Client The client is a global quantitative investment 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 foundation … can 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 quantitativefinance 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 … outstanding 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 ❯
Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. I am seeking an experienced C Python Quant Developer to join my client who is a … leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards. Key Responsibilities: Develop and optimize systems for pricing, risk, and P&L calculations. Partner with Quantitative Modellers … with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in More ❯
Manager – Climate Risk Analytics My client, a tier 1 global bank are looking for a skilled quant finance professional to play a central role in … shaping how climate-related financial risks are quantified and managed within a global trading business. This role is ideal for someone with a background in climate science and strong quantitative skills who’s ready to apply their expertise in a fast-paced, market-facing environment. As the lead climate risk modeller for the trading book, you’ll be responsible … to non-technical audiences, including trading desks and regulators. Produce clear, comprehensive documentation to support transparency and model governance. What you’ll bring: A degree in a technical or quantitative field such as Climate Science, Mathematics, Physics, Statistics, or Computer Science. Proven experience in developing or applying climate models within a scientific or financial context. Solid understanding of market More ❯
Bristol, Somerset, United Kingdom Hybrid / WFH Options
Adecco
visualisations that improve model explainability and effectively communicate value to stakeholders. Qualifications: Experience: Minimum of 5 years in a related field such as risk/catastrophe modelling, actuarial science, quantitativefinance, or data science. Statistical Modelling Expertise: Real-world commercial experience in statistical modelling and probability. Programming Skills: Proficiency in scientific Python (essential), Spark, CUDA, and SQL. More ❯
visualisations that improve model explainability and effectively communicate value to stakeholders. Qualifications: Experience: Minimum of 5 years in a related field such as risk/catastrophe modelling, actuarial science, quantitativefinance, or data science. Statistical Modelling Expertise: Real-world commercial experience in statistical modelling and probability. Programming Skills: Proficiency in scientific Python (essential), Spark, CUDA, and SQL. More ❯
Employment Type: Permanent
Salary: £70000 - £95000/annum pension, healthcare, life cover
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 ❯
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 ❯
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 ❯
Quantitative Researcher £150,000 GBP 100,000 Onsite WORKING Location: United Kingdom (Greater London) Type: Permanent Role/Responsibilities: Perform rigorous and innovative research to discover systematic anomalies in equity markets End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization, and production implementation Identify and evaluate new datasets for stock return predictions Maintain and improve the … portfolio trading in the production environment Requirements: MS or PhD in physics, engineering, statistics, applied math, quantitativefinance, or other quantitative fields with a strong foundation in statistics Demonstrated proficiency in Python Strong command of foundations of applied statistics, linear algebra, and time series models Ability to quickly and efficiently scrub, format, and manipulate large, raw More ❯
Engineer Client: Elite Systematic Trading Firm Location: London Salary: £80,000-£130,000 + Bonus About the Firm: Join a world-class systematic trading firm at the forefront of quantitative finance. Our client specializes in cutting-edge technology, sophisticated algorithms, and ultra-low-latency trading strategies, operating in some of the most competitive financial markets globally. They foster a … configurations, etc.). Ability to thrive in a fast-paced, high-performance environment. Strong problem-solving skills and a passion for automation and efficiency. Experience in a trading, finance, or high-frequency/low-latency environment is a plus but not required. Benefits: Cutting-edge tech: 5/10 years ahead of the competition Rewarding, satisfying work: yearly More ❯
Kingdom (Northern Ireland) Type: Permanent Graduate recruitment consultant - Financial services Anson McCade is a specialist executive search and consultancy firm specializing in the Technology and Capital Markets (Quant Finance) we work with a variety of companies from innovative start-ups to global household names. Our Capital Markets team work exclusively with global Trading Houses, Fin-Techs, and Crypto More ❯
Kingdom (Northern Ireland) Type: Permanent Graduate recruitment consultant - Financial services Anson McCade is a specialist executive search and consultancy firm specializing in the Technology and Capital Markets (Quant Finance) we work with a variety of companies from innovative start-ups to global household names. Our Capital Markets team work exclusively with global Trading Houses, Fin-Techs, and Crypto More ❯
United Kingdom (Greater London) Type: Permanent Graduate Financial Recruitment Consultant Anson McCade is a specialist executive search and consultancy firm specializing in the Technology and Capital Markets (Quant Finance) we work with a variety of companies from innovative start-ups to global household names. Our Capital Markets team work exclusively with global Trading Houses, Fin-Techs, and Crypto More ❯
February). You will have expertise in statistics (to be interpreted in the widest sense and to include both applied and methodological statistics, probability, probabilistic operational research and mathematicalfinance together with interdisciplinary topics involving one or more of these areas) and you will help shape research and teaching leadership in this fast-developing discipline. Informal enquires can More ❯
to probation. You will have expertise in statistics (to be interpreted in the widest sense and to include both applied and methodological statistics, probability, probabilistic operational research and mathematicalfinance together with interdisciplinary topics involving one or more of these areas) and you will help shape research and teaching leadership in this fast-developing discipline. Applicants for senior More ❯
Senior Recruitment Consultant | London based Founded in 2018, Albert Bow is a leading Technology, QuantitativeFinance, and Trading search firm specialising in placing elite candidates and teams globally. We connect clients with the top-tier talent and executive leadership needed to propel their businesses forward. We are looking for a Senior Recruitment Consultant to join our Quant … generation, business development etc.). What we’re looking for 2+ years of 360 recruitment experience, ideally in finance, technology or a sales-driven role. Curiosity for quantitative trading and an appetite to learn complex technical subject matter. Business development experience and account management/expansion. Resilience, self-motivation, and a real passion for building something from … What you’ll be doing Building and nurturing long-term relationships with crypto funds, trading firms and financial institutions. Mapping the talent market and headhunting elite profiles across the Quantitative Trading sector. Managing end-to-end recruitment cycles across. Driving revenue through consultative client conversations, networking and proactive outreach. Constantly learning about this fast-evolving, high-stakes industry. The More ❯