Darwen, Lancashire, United Kingdom Hybrid / WFH Options
Capita
Darwen, Lancashire) with limited travel to client sites. Job title: CRO specialist Job Description: Core Responsibilities: Support the Experimentation Pipeline, identifying key areas for experimentation through analysis of both quantitative and qualitative website data (using Contentsquare, Google Analytics and user research) to identify areas for optimisation. Work closely with internal and external stakeholders to ideate and prioritise web … Proactively review and optimise the experimentation process Ideate, create and assist in implementing A/B tests on the TV Licensing website (using the Optimizely Experimentation tool). Conduct quantitative and qualitative research to identify conversion rate issues & opportunities. Document A/B testing opportunities for key website elements such as landing pages, CTAs, and key funnels to More ❯
Junior Quantitative Researcher (HFT/London/hybrid) We are looking for a Quantitative Researcher with strong modelling and coding skills (Python). You will be responsible for scaling and bringing our quantitative business to the next level. You will have the opportunity to cover all technologies (CeFi, DeFi), trading platforms and products (spot, derivatives, ETPs, etc. … . You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts to improve signals … tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python and C++. Qualifications : Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Required Skills : Advanced Python coding skills. More ❯
london (city of london), south east england, united kingdom
Durlston Partners
Junior Quantitative Researcher (HFT/London/hybrid) We are looking for a Quantitative Researcher with strong modelling and coding skills (Python). You will be responsible for scaling and bringing our quantitative business to the next level. You will have the opportunity to cover all technologies (CeFi, DeFi), trading platforms and products (spot, derivatives, ETPs, etc. … . You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts to improve signals … tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python and C++. Qualifications : Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Required Skills : Advanced Python coding skills. More ❯
Junior Quantitative Researcher (HFT/London/hybrid) We are looking for a Quantitative Researcher with strong modelling and coding skills (Python). You will be responsible for scaling and bringing our quantitative business to the next level. You will have the opportunity to cover all technologies (CeFi, DeFi), trading platforms and products (spot, derivatives, ETPs, etc. … . You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts to improve signals … tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python and C++. Qualifications : Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Required Skills : Advanced Python coding skills. More ❯
with a choice of prototyping software, such as Sketch/InVision/Figma/Axure/Adobe XD Balance business requirements with user needs - you'll be gathering user research and rationale to align customers on individual user needs. You'll know when to diplomatically push back, if necessary, to act on what's right for the customer Be … customers and development teams Comfortable using existing design systems, proactively recommending new ways to improve and extend them to benefit both the project and other designers Ability to interpret quantitative and qualitative research, and how this informs the interaction design process. Familiarity working in a complex landscape - ideally, you'll have experience in financial services Strong ability to More ❯
with a choice of prototyping software, such as Sketch/InVision/Figma/Axure/Adobe XD Balance business requirements with user needs - you'll be gathering user research and rationale to align customers on individual user needs. You'll know when to diplomatically push back, if necessary, to act on what's right for the customer Be … customers and development teams Comfortable using existing design systems, proactively recommending new ways to improve and extend them to benefit both the project and other designers Ability to interpret quantitative and qualitative research, and how this informs the interaction design process. Familiarity working in a complex landscape - ideally, you'll have experience in financial services Strong ability to More ❯
VP - Quantitative Researcher (Equities E-Trading) £150-300k GBP Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Join a front-office quant team focused on building and enhancing electronic trading strategies within the Equities business. The team designs and calibrates execution algorithms, develops market analytics and trading signals, and delivers the models and tools that …/Java - reading production code (not required to develop) Legacy tooling in Perl/sh (can be learned on the job) Candidate Profile; PhD or Master's in a quantitative discipline (e.g. statistics, CS, physics, maths) Strong programming skills (Python, q/kdb+) and understanding of statistical methods 2+ years in electronic or algorithmic trading (equities preferred) Hands-on More ❯
and implement testing programmes using platforms like VWO, A/B Tasty, or Mida. Conduct in-depth behavioural analysis using GA4, Hotjar, Clarity, SessionCam, or similar. Plan and run quantitative and qualitative research including journey audits, surveys, and user testing. Identify user experience friction points and recommend data-backed improvements. Translate research findings into wireframes, user flows More ❯
Employment Type: Full-Time
Salary: £35,000 - £45,000 per annum, Pro-rata, Inc benefits
and implement testing programmes using platforms like VWO, A/B Tasty, or Mida. Conduct in-depth behavioural analysis using GA4, Hotjar, Clarity, SessionCam, or similar. Plan and run quantitative and qualitative research including journey audits, surveys, and user testing. Identify user experience friction points and recommend data-backed improvements. Translate research findings into wireframes, user flows More ❯
Employment Type: Full-Time
Salary: £35,000 - £45,000 per annum, Pro-rata, Inc benefits
Quantitative Developer - HPC £100,000-120,000 GBP Discretionary end of year bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Anson McCade have partnered with a quantitative trading firm based in New York and London which specialises in intraday/mid frequency trading of equities and futures markets. This firm is building a greenfield … systematic business, and is seeking a Quantitative Developer with 5+ years of experience using C++ and Python to support a collaborative team of Quant Researchers and Portfolio Managers. In this role, you will work closely with industry-leading technologists to develop and implement High Performance trading infrastructure and applications such as market and data connectivity. Responsibilities: Design, develop, support … and maintain trading related systems, tools and infrastructure such as order management and data processing systems. Work alongside Quantitative Researchers to backtest and optimise intraday/MFT strategies. Assist in developing/maintaining infrastructure for independent PMs/trading teams. Requirements: 5+ years of relevant experience with C++ and Python in a Linux environment Experienced in multi-threading, parallel More ❯
Quantitative Researcher - Credit £100,000 - 120,000 GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client is a leading quant hedge fund who are looking to hire a Quantitative Researcher to join their high-performing Credit team ( London or Paris ). This is an opportunity to work alongside leading academic … Role You will contribute to the development of state-of-the-art models, including: Term structure curve calibrations Volatility, hazard rate, and recovery modelling Advanced stochastic simulations Alongside model research, you will play a hands-on role in building trading infrastructure and analytics libraries, applying optimal numerical methods to balance precision with computational efficiency. What They're Looking For … years' experience, ideally from a leading investment bank or buy-side institution Strong quantitative and analytical skills, with a solid foundation in stochastic modelling and statistics Proficiency in programming (C++ highly preferred; q/kdb+ a plus) Clear, concise communication skills Ability to work in a fast-paced and dynamic environment Reference: AMC/RSP/NW/CQRL More ❯
Systematic Macro Portfolio Manager £150,000-250,000 GBP Formulaic Bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Our client is an established quantitative hedge fund operating in the mid/low frequency trading space, with teams globally. The firm is looking for experienced Quantitative Researchers/Traders and Portfolio Managers, particularly those covering … strategies to cover intraday and mid frequency time horizons, while maintaining low costs and a quick time to market. The Role: Building and leading a desk where you will research and trade alphas based on analysis of market or alternative data. Researching and monetizing signals, monitoring performance of models and optimising them where possible. Creating quantitative tools to … have degrees in Engineering, Physics, Mathematics, Computer Science, etc. Coding proficiency in at least one language, such as C++ or Python. At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated quant methods for the research and optimisation of macro strategies. You will need to be a confident, resilient, and highly motivated More ❯
Company: Globally leading market-making proprietary trading firm. Location: London, United Kingdom. Responsibilities: Research, design, and implement high-frequency trading strategies in FICC markets. Extract signals from large scale market data to find alpha opportunities. Work closely with developers and traders to deploy models into production. Continuously optimise models for performance and robustness once live. Requirements: Bachelor’s or … Master’s degree in Mathematics, Computer Science, Engineering, or a related field. PhD is a plus. Extensive experience in quantitative trading, preferably within a high-frequency or intraday trading environment. Proven track record of successful trading strategies across multiple asset classes (e.g., equities, futures, options, FX). Experience with Eurex/CME is an advantage. Strong programming skills (Python More ❯
Company: Globally leading market-making proprietary trading firm. Location: London, United Kingdom. Responsibilities: Research, design, and implement high-frequency trading strategies in FICC markets. Extract signals from large scale market data to find alpha opportunities. Work closely with developers and traders to deploy models into production. Continuously optimise models for performance and robustness once live. Requirements: Bachelor’s or … Master’s degree in Mathematics, Computer Science, Engineering, or a related field. PhD is a plus. Extensive experience in quantitative trading, preferably within a high-frequency or intraday trading environment. Proven track record of successful trading strategies across multiple asset classes (e.g., equities, futures, options, FX). Experience with Eurex/CME is an advantage. Strong programming skills (Python More ❯
london (city of london), south east england, united kingdom
Thurn Partners
Company: Globally leading market-making proprietary trading firm. Location: London, United Kingdom. Responsibilities: Research, design, and implement high-frequency trading strategies in FICC markets. Extract signals from large scale market data to find alpha opportunities. Work closely with developers and traders to deploy models into production. Continuously optimise models for performance and robustness once live. Requirements: Bachelor’s or … Master’s degree in Mathematics, Computer Science, Engineering, or a related field. PhD is a plus. Extensive experience in quantitative trading, preferably within a high-frequency or intraday trading environment. Proven track record of successful trading strategies across multiple asset classes (e.g., equities, futures, options, FX). Experience with Eurex/CME is an advantage. Strong programming skills (Python More ❯
London, South East, England, United Kingdom Hybrid / WFH Options
Next Best Move
Join a lean, highly effective engineering team powering one of the most advanced digital-asset trading infrastructures. Our client marries the high-performance engineering standards of traditional quantitative trading with the agility and innovation typical of a tech startup. Their digital-asset platform isn't just another asset class, they're building what’s next in compliant, scalable trading … and reporting. Develop the front-end interface used daily by traders. Automate settlement workflows with direct liquidity partners (beyond centralised exchanges). Support tooling and storage systems used by quantitative researchers for machine-learning features. Skills & Experience You’re a pragmatic, passionate engineer who writes clean, efficient code. You thrive in flat, collaborative environments and work well alongside cross More ❯
Our client, a newly launched trading team in London, hope to hire a Quantitative Researcher specialising in Commodities strats, with a particular focus on energy. In this role, you will work alongside the Portfolio Manager to research & develop alpha strategies. Responsibilities: Leverage large, diverse datasets—including physical commodity data, supply/demand indicators, shipping flows, weather patterns, and … macroeconomic variables—to uncover statistical patterns. Collaborate closely with other researchers to refine methodologies, exchange insights, and improve research workflows. Design and implement signals within a robust global execution framework, ensuring they are production-ready and scalable. Continuously monitor model performance and adapt strategies as market dynamics evolve. Own the full research lifecycle—from hypothesis generation and signal … development to backtesting, implementation, and live deployment. Requirements: Advanced degree in a quantitative discipline such as data science, statistics, mathematics, physics, or engineering. Strong background in statistical analysis, machine learning, or AI techniques—especially as applied to time series or macro/commodity data. Experience working with large, unstructured datasets across varying timeframes, ideally within commodities or energy markets. More ❯
Our client, a newly launched trading team in London, hope to hire a Quantitative Researcher specialising in Commodities strats, with a particular focus on energy. In this role, you will work alongside the Portfolio Manager to research & develop alpha strategies. Responsibilities: Leverage large, diverse datasets—including physical commodity data, supply/demand indicators, shipping flows, weather patterns, and … macroeconomic variables—to uncover statistical patterns. Collaborate closely with other researchers to refine methodologies, exchange insights, and improve research workflows. Design and implement signals within a robust global execution framework, ensuring they are production-ready and scalable. Continuously monitor model performance and adapt strategies as market dynamics evolve. Own the full research lifecycle—from hypothesis generation and signal … development to backtesting, implementation, and live deployment. Requirements: Advanced degree in a quantitative discipline such as data science, statistics, mathematics, physics, or engineering. Strong background in statistical analysis, machine learning, or AI techniques—especially as applied to time series or macro/commodity data. Experience working with large, unstructured datasets across varying timeframes, ideally within commodities or energy markets. More ❯
london (city of london), south east england, united kingdom
Qenexus
Our client, a newly launched trading team in London, hope to hire a Quantitative Researcher specialising in Commodities strats, with a particular focus on energy. In this role, you will work alongside the Portfolio Manager to research & develop alpha strategies. Responsibilities: Leverage large, diverse datasets—including physical commodity data, supply/demand indicators, shipping flows, weather patterns, and … macroeconomic variables—to uncover statistical patterns. Collaborate closely with other researchers to refine methodologies, exchange insights, and improve research workflows. Design and implement signals within a robust global execution framework, ensuring they are production-ready and scalable. Continuously monitor model performance and adapt strategies as market dynamics evolve. Own the full research lifecycle—from hypothesis generation and signal … development to backtesting, implementation, and live deployment. Requirements: Advanced degree in a quantitative discipline such as data science, statistics, mathematics, physics, or engineering. Strong background in statistical analysis, machine learning, or AI techniques—especially as applied to time series or macro/commodity data. Experience working with large, unstructured datasets across varying timeframes, ideally within commodities or energy markets. More ❯
Quant Researcher – Execution | London I’m partnered with a top-tier trading firm looking for a talented Quantitative Researcher to join their London Execution Desk. Competitive Salary Package. Negotiable depending on level and experience. You’ll be: 🔹 Designing & improving execution algorithms 🔹 Building market impact & post-trade models 🔹 Working with traders, quants & engineers to push research into production They … re after: ✔️ Strong STEM background (PhD/Masters ideal) ✔️ 3+ years in execution research/TCA/market-impact modelling ✔️ Python expertise (C Rust a bonus) ✔️ Deep stats/ML knowledge & time-series analysis 👉 A chance to work with some of the sharpest minds in trading & tech, in a high-performance environment where ideas move fast. Please get in More ❯
london (city of london), south east england, united kingdom
Barclay Simpson
Quant Researcher – Execution | London I’m partnered with a top-tier trading firm looking for a talented Quantitative Researcher to join their London Execution Desk. Competitive Salary Package. Negotiable depending on level and experience. You’ll be: 🔹 Designing & improving execution algorithms 🔹 Building market impact & post-trade models 🔹 Working with traders, quants & engineers to push research into production They … re after: ✔️ Strong STEM background (PhD/Masters ideal) ✔️ 3+ years in execution research/TCA/market-impact modelling ✔️ Python expertise (C Rust a bonus) ✔️ Deep stats/ML knowledge & time-series analysis 👉 A chance to work with some of the sharpest minds in trading & tech, in a high-performance environment where ideas move fast. Please get in More ❯
Quant Researcher – Execution | London I’m partnered with a top-tier trading firm looking for a talented Quantitative Researcher to join their London Execution Desk. Competitive Salary Package. Negotiable depending on level and experience. You’ll be: 🔹 Designing & improving execution algorithms 🔹 Building market impact & post-trade models 🔹 Working with traders, quants & engineers to push research into production They … re after: ✔️ Strong STEM background (PhD/Masters ideal) ✔️ 3+ years in execution research/TCA/market-impact modelling ✔️ Python expertise (C Rust a bonus) ✔️ Deep stats/ML knowledge & time-series analysis 👉 A chance to work with some of the sharpest minds in trading & tech, in a high-performance environment where ideas move fast. Please get in More ❯