1 to 25 of 46 Remote Quantitative Finance Jobs

and plenty of office snacks! For more information, please visit our website, www.bmlltech.com or visit our Twitter, @bmlltech or LinkedIn, @BMLL. About the role We are seeking an experienced Quantitative Analyst to join our dynamic product team, reporting to the Head of Data Science for EMEA and APAC, with a direct line to the Chief Product Officer. In this … technical audiences. We are looking for someone who is highly detail-oriented, able to manage complex projects, and thrive under tight deadlines. A self-starter with a passion for quantitative finance, you’ll be driven to continuously improve the solutions for our clients. As a collaborative team player, you will thrive in a fast-paced, ever-evolving … ever-evolving industry. Continuous Growth: Ongoing learning opportunities with exposure to the latest advancements in financial technology. Attractive Compensation: Competitive salary, bonus structure, and comprehensive benefits package. As a Quantitative analyst, you will: Drive Impact: Utilize the BMLL product suite to support marketing and sales, directly contributing to business growth and helping sell the BMLL product suite. Collaborate & Innovate More ❯

Direct message the job poster from Harrington Starr Senior Recruitment Consultant - Quantitative Finance Hybrid working - City of London My client specialises in high level historical data and analytics, providing granular order book data and research tech, helping institutions refine trading strategies and improve operational efficiency. We're looking for a Quantitative Analyst to support product innovation … analysing complex data, implementing advanced models, and collaborating with stakeholders. The ideal candidate is analytical, detail-focused, and thrives in a fast-paced setting. What you'll do: Conduct quantitative research and financial analysis to enhance product solutions. Work with clients and internal teams to refine models and align strategies with business needs. Maintain transparent documentation for reproducibility in … data-driven decision-making. Support marketing by leveraging data insights to drive engagement. What we're looking for: 5+ years of experience in quantitative analysis, preferably within finance. Master’s degree in Mathematics, STEM, Economics, or a related quantitative discipline. Expertise in Python and key libraries for statistical modeling and data manipulation. Experience working with Futures order book More ❯

the design of ESG constraints for client-driven investment solutions, help build predictive models and design interactive data applications. We're Looking for Teammates With: Bachelor's degree in Quantitative Finance, Computer Science, Mathematics, Statistics, or a related STEM field, with 2+ years of experience on the buy-side or sell-side. Strong communication skills with the … Jira, and Confluence. A demonstrated interest in sustainability, systematic investing and a willingness to undertake self-study towards the CFA Sustainable Investing Certificate. Why Work Here: Acadian is a quantitative investment 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 ❯

their Tech Team to manage risk levels. This individual will work on the build-out of risk management processes and analysis, then transition into the front office trading technology quantitative development team. The ideal candidate will have a strong background in quantitative finance, data analysis, and econometrics/statistics, as well as programming skills in Python More ❯

with Santander UK, an inclusive employer and a member of myGwork – the largest global platform for the + business community. Please do not contact the recruiter directly. Model Validation Quantitative Analytics Manager | S3 | Model Risk Country: United Kingdom Interested in part-time, job-share or flexible working? We want to talk to you! Join our community. Model Risk is … matter expert for key stakeholders, both within and outside of Risk department Contributing to the planning for key projects to ensure the most effective use of validation resources Using quantitative risk experience to continually improve risk management tools and techniques Reviewing technical documentation describing model development and validation, whilst assessing adherence to the relevant regulatory environment Ensuring that models … SQL, VBA, R, SAS, C++, Latex, git and any other programming or statistical software Degree level education, or equivalent, in a quantitative field such as Mathematics, Statistics, Mathematical Finance, Data Science, Operations Research, Quantitative Economics or Engineering A working knowledge of Python What else you need to know: This role permanent role is based in Triton More ❯

Press Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Create Alert AVP/VP, Quantitative Strategist, Fixed Income & Multi Asset Location: London, GB Job Function: Fixed Income & Multi Asset Job Type: Permanent GIC is one of the world's largest sovereign wealth funds. With over 2,000 employees across … the Point of Impact for Singapore's financial future, and the communities we invest in worldwide. Investment Insights Group The Investment Insights Group (IIG) comprises of a team of quantitative researchers and data scientists residing in each asset department to harness alternative data and advanced quantitative methods to generate superior investment performance for GIC. While quantitative researchers … reside within specific asset departments alongside investment teams, they are also part of the broader IIG community, which provides ongoing capability development in quantitative techniques, functional mentorship, and exposure to cross-asset projects. What impact can you make in this role? We are seeking a highly skilled and motivated Quantitative Strategist to join our Alternative Credit Group (ACG More ❯

interest areas, and methodologies to identify mitigation alternatives Basic Qualifications: • Requires a minimum of 8 years of related experience with a Bachelor's degree in computational finance, quantitative finance, or a related field; or 6 years and a Master's degree; or a PhD with 3 years' experience; or equivalent combination of related education and … work experience. • Ability to obtain a DoD Secret Clearance is required. Active Secret clearance is preferred. • Very strong academic credentials in quantitative or computational finance. • Extensive experience and expertise in financial analysis and market modeling. • Ability to bridge finance, computational, and data analytic domains. • Thrives in working in a technical environment with multidisciplinary teams on critical national … verbal/presentation skills to senior leaders. • Excellent interpersonal skills, and effective working relationships with internal and external customers. • Demonstrated experience working on or leading customer facing engagements emphasizing quantitative or computational finance. • Experience or familiarity with visualizing multi-dimensional financial data or events, using tools like Tableau, Plotly, ggplot2, matplotlib, seaborn, or D3.js. • Demonstrated ability to manipulate large More ❯

Global Markets has the scale and reach to conduct business anywhere in the world and deliver products denominated in almost all of the world’s currencies. The Global Markets Quantitative Research (GMQR) division is in charge of the modelling, pricing & risk management developments for Global Markets products. Role holders within the division focus on the global management, development, delivery … modelling, along with expert knowledge in financial mathematics/computer science. Professional experience in the Financial Services industry ideally with experience in trading activities/market risk, quantitative finance, regulatory projects. Strong technical background in financial mathematics/computer science. Proactively able to identify areas of development, improvement or ways to maximise results and takes … mathematics and numerical techniques, e.g., linear algebra, root finding, finite differences. Advanced programming skills, such as Ada, C, C++, C# and python, with experience gained in a context of quantitative research (model implementation in an analytics pricing library). And of course, we expect all our colleagues to embody and practice the Group values (alignment with the Bank’s More ❯

to raise and invest capital as well as manage their exposure to risk. Their client base comprises of corporations, institutional investors, banks, governments and supranational organizations. The Global Markets Quantitative Research (GMQR) division is in charge of the modelling, pricing & risk management developments for Global Markets products. Role holders within the division focus on the global management, development, delivery … modelling, along with expert knowledge in financial mathematics/computer science. Professional experience in the Financial Services industry ideally with experience in trading activities/market risk, quantitative finance, regulatory projects. Strong technical background in financial mathematics/computer science. Proactively able to identify areas of development, improvement or ways to maximise results and takes … objectives. Strong mathematics and numerical techniques, e.g., linear algebra, root finding, finite differences. Advanced programming skills, such as C++, C# and python, with experience gained in a context of quantitative research (model implementation in an analytics pricing library). And of course, we expect all our colleagues to embody and practice the Group values (alignment with the Bank’s More ❯

Global Markets has the scale and reach to conduct business anywhere in the world and deliver products denominated in almost all of the world’s currencies. The Global Markets Quantitative Research (GMQR) division is in charge of the modelling, pricing & risk management developments for Global Markets products. Role holders within the division focus on the global management, development, delivery … modelling, along with expert knowledge in financial mathematics/computer science. Professional experience in the Financial Services industry ideally with experience in trading activities/market risk, quantitative finance, regulatory projects. Strong technical background in financial mathematics/computer science. Proactively able to identify areas of development, improvement or ways to maximise results and takes … mathematics and numerical techniques, e.g., linear algebra, root finding, finite differences. Advanced programming skills, such as Ada, C, C++, C# and python, with experience gained in a context of quantitative research (model implementation in an analytics pricing library). And of course, we expect all our colleagues to embody and practice the Group values (alignment with the Bank’s More ❯

with a leading & global asset management client who is seeking a Senior Risk Analyst to support across multi-strategy, multi-asset portfolios. The nature of the role demands a quantitative mindset, programming ability, and good knowledge of factor models and derivatives. You will possess good communication and interpersonal skills, a good understanding of risk models and different investment processes … on funds. Collaborate with Technology and external vendors in streamlining systems and workflows and drive efficiency Must have skills: Experience: Degree educated or equivalent in a relevant subject e.g. Quantitative Finance, Statistics Background is investment risk, quantitative finance, or front-office risk management Technical: Experience across multiple asset classes (e.g. equities, commodities, fixed income … quickly become proficient in others as required. Strong knowledge of derivatives (types, valuation and pricing, and risks) Strong knowledge of risk models, with a focus on factor models Strong quantitative skills, including Excel, Python, and SQL for risk analytics and data processing Strong understanding of risk concepts, stress testing and scenario analysis More ❯

with a leading & global asset management client who is seeking a Senior Risk Analyst to support across multi-strategy, multi-asset portfolios. The nature of the role demands a quantitative mindset, programming ability, and good knowledge of factor models and derivatives. You will possess good communication and interpersonal skills, a good understanding of risk models and different investment processes … on funds. Collaborate with Technology and external vendors in streamlining systems and workflows and drive efficiency Must have skills: Experience: Degree educated or equivalent in a relevant subject e.g. Quantitative Finance, Statistics Background is investment risk, quantitative finance, or front-office risk management Technical: Experience across multiple asset classes (e.g. equities, commodities, fixed income … quickly become proficient in others as required. Strong knowledge of derivatives (types, valuation and pricing, and risks) Strong knowledge of risk models, with a focus on factor models Strong quantitative skills, including Excel, Python, and SQL for risk analytics and data processing Strong understanding of risk concepts, stress testing and scenario analysis More ❯

asset manager seeking a Senior Investment Risk Analyst to join their multi-asset, multi-strategy investment risk function. This role sits at the intersection of risk, portfolio management, and quantitative analysis — ideal for someone who blends technical rigour with strong communication and commercial insight. You’ll work directly with portfolio managers, heads of desks, and senior leadership to provide … improving existing risk modelling Collaborate with technology teams and third-party vendors to streamline processes and drive analytical efficiency Ideal Candidate Profile: Experience & Background: Degree (or equivalent) in a quantitative or financial field (e.g., Quantitative Finance, Statistics, Engineering) Previous experience in investment risk, quantitative research, or front-office risk within an asset management environment Technical … right move. To apply or find out more, contact: harry@paritasrecruitment.com Seniority level Seniority level Mid-Senior level Employment type Employment type Full-time Job function Job function Finance, Analyst, and Information Technology Industries Investment Management, Investment Banking, and Financial Services Referrals increase your chances of interviewing at Paritas Recruitment by 2x Get notified about new Risk Analyst More ❯

shape the architecture, tooling, and models that will drive alpha generation and risk management for years to come. As a Quant Developer, you will work at the intersection of quantitative research, machine learning, and software engineering. You'll collaborate with quants, data scientists, and portfolio managers to design and implement scalable systems for data ingestion, model training, and real … time signal deployment. Key Responsibilities Design and develop robust, high-performance systems for AI/ML model development and deployment. Collaborate with quantitative researchers to translate trading strategies into production-ready code. Build and maintain data pipelines for structured and unstructured financial data. Implement backtesting frameworks and simulation environments. Optimise model inference and execution latency for real-time trading. … platform. Required Skills & Experience Strong programming skills in Python, with experience in production-grade systems. Solid understanding of machine learning workflows, including model training, validation, and deployment. Experience with quantitative finance, including time series analysis, alpha modelling, or risk analytics. Familiarity with cloud infrastructure (e.g., AWS, GCP) and containerisation (Docker, Kubernetes). Proficiency with data engineering tools More ❯

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 quantitative finance? 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 ❯

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 quantitative finance? 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 ❯

Job Description Graduate Software Engineer/Quantitative Developer/Quantitative Researcher Location: London (Hybrid) Salary: Up to £170,000 + Bonus + Full Benefits Client: Elite Proprietary Trading Firm Kickstart Your Career Just graduated and eager to dive into the world of high-performance tech and quantitative finance? Join a leading global trading firm where … 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 #J More ❯

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 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 … 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 ❯

and strategy development. View job & apply Job type: Permanent A high profile investment fund is seeking an experienced investment risk professional to join its team. View job & apply Senior Quantitative Researcher - HFT Location: International Job type: Permanent Sector: Asset Management & Funds Join a globally renowned high-frequency trading firm and a highly respected, multi-strategy hedge fund. View job …/day Contract, 6-12mth (Dir Level) Location: London Job type: Contract Sector: Banking Our client is a Tier 1 Investment Bank seeking a Senior Director Level Quantitative Analyst with expertise in Equity validation. View job & apply Location: London Job type: Permanent Director - Quant Developer, Cross-Asset Analytics Platform Top Investment Bank London Hybrid working model. We are … product control, and traded risks. Analyze and resolve issues in existing models. Proven experience as a Quantitative Analyst with expertise in financial model development. A degree in Mathematical Finance , Science , or Mathematics from a top-tier university. In-depth knowledge of industry-standard pricing models such as Black-Scholes , Bachelier , local and stochastic volatility models, and the More ❯

working on cutting-edge algorithms that minimize market impact while maximising execution quality for institutional clients. This is a chance to work with some of the brightest minds in quantitative finance on systems that process billions in daily trading volume. What You'll Be Building Low latency algorithmic trading platforms handling real-time market data Smart order … routing systems and execution algorithms for global equity markets Quantitative models and analytical trading signals High-availability trading infrastructure serving institutional clients worldwide Backend systems supporting equities, futures, and listed derivatives trading What They Needs Expert-level Java development with strong object-oriented design principles Degree in Computer Science, Mathematics, or Engineering Hands-on experience building trading systems (execution … algorithms, risk trading, smart routing) Deep understanding of equity market microstructure and institutional trading workflows Proven ability to implement quantitative models and perform statistical analysis Front office collaboration experience - you'll work directly with trading teams Strong focus on performance optimization, testing, and system reliability Highly Valued Experience Trading strategy development (benchmark tracking, liquidity seeking, dark pool algorithms) Low More ❯

working on cutting-edge algorithms that minimize market impact while maximising execution quality for institutional clients. This is a chance to work with some of the brightest minds in quantitative finance on systems that process billions in daily trading volume. What You'll Be Building Low latency algorithmic trading platforms handling real-time market data Smart order … routing systems and execution algorithms for global equity markets Quantitative models and analytical trading signals High-availability trading infrastructure serving institutional clients worldwide Backend systems supporting equities, futures, and listed derivatives trading What They Needs Expert-level Java development with strong object-oriented design principles Degree in Computer Science, Mathematics, or Engineering Hands-on experience building trading systems (execution … algorithms, risk trading, smart routing) Deep understanding of equity market microstructure and institutional trading workflows Proven ability to implement quantitative models and perform statistical analysis Front office collaboration experience - you'll work directly with trading teams Strong focus on performance optimization, testing, and system reliability Highly Valued Experience Trading strategy development (benchmark tracking, liquidity seeking, dark pool algorithms) Low 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, quantitative finance, 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, quantitative finance, 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, quantitative finance, 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 ❯

CEO) was an early stage VC for 3 years (La Famiglia & Global Founders Capital) and previous to that an operator at Rocket Internet. Greg (CTO) has both a finance software and machine learning background, as an ex-Tech Lead at Commerzbank for their web apps and former co-founder of a DevOps ML startup. He’s scaled early More ❯