business of electronic options trading. The Opportunity: We're seeking a Systematic Options Market Making Quant Researcher with a keen focus on alpha research, backtesting, and monetization. This role is an exceptional opportunity for those with a deep interest in options trading and quantitative research, and who are adept at … emphasis on alpha generation. Conduct sophisticated quantitative analyses to uncover market inefficiencies and opportunities for monetization. Utilize machine learning techniques for enhancing strategy development, backtesting, and optimization. Collaborate closely with a team of exceptional quants and traders to seamlessly integrate innovative strategies into the firm's broader trading operations. Employ … advanced tools for robust backtesting to ensure strategy efficacy and readiness for live market conditions. Essential Qualifications: Advanced degree (Ph.D. preferred) in a quantitative discipline (Mathematics, Computer Science, Financial Engineering, etc.). Proven expertise in quantitative modeling and programming (Python, C++, etc.), with a strong advantage given to experience in more »
to identify patterns, trends, and opportunities for alpha generation. Develop and implement algorithmic trading strategies across equities, futures, options, and other asset classes. Conduct backtesting and simulation analysis to evaluate the performance of trading models and optimize parameters. Collaborate with traders and developers to design and implement trading algorithms, including more »
Our client is a very successful international Energy Trading company with access to key markets worldwide… The Senior Manager, Market Risk will lead the Market Risk team, supporting the business in all key market risk management matters affecting the organisation. more »
Our client, a Major Systematic Hedge Fund, is looking to hire a skilled Quantitative Developer to work directly with a highly successful Portfolio Manager and help develop an internal Cross-Asset risk system. This role gives you the opportunity to more »
Greater London, England, United Kingdom Hybrid / WFH Options
Hunter Bond
Job Title : Golang Developer – Elite Quant Fund (up to £120K + Bonus + Hybrid) Client : Elite Quant Fund Salary : Up to £120,000 + performance-based bonuses Location : London/Hybrid Roles and Responsibilities : We are partnering closely with an more »
Senior Quantitative Analyst (C#) 💰 Competitive salary £75,000 - £90,000 with bonus (up to 30%!), pension, medical insurance, and more 📍 Work 2 days per week from their North London, Hertfordshire office (hybrid) Are you ready to make your mark with more »
A leading corporate banking and capital markets organisation is seeking an eFX Quantitative Trader Intern to join the team in London. Main Purpose of the Role: To research, test and implement quantitative pricing and trading strategies for an electronic FX more »
Senior Quantitative Researcher - Equity Statistical Arbitrage A Market Leading Trading Firm are seeking a highly skilled and experienced QR to join there top performing Equity Statistical Arbitrage desk. In this role, you will be responsible for conducting alpha research, identifying more »
A $20 billion hedge fund is looking for a senior systematic researcher to join their London or Paris office. Key Responsibilities: Conduct quantitative research to identify patterns and trends within the futures market. Develop and backtest trading algorithms with holding more »
Collaborate with the trading and AI teams to integrate quantitative models into the trading system, identifying potential synergies and areas for improvement. Perform rigorous backtesting and validation of quantitative models, ensuring their robustness, accuracy, and generalizability. Analyze large and complex financial datasets, identifying patterns, trends, and market inefficiencies that can more »
Catastrophe Modelling Analyst Who we are Talbot is an international insurer and reinsurer operating within the Lloyd’s market through Syndicates 1183 and 2019. We have been part of AIG since 2018 and our ambition is to be AIG’s more »
strategies for both Dealer-to-Dealer and Dealer-to-Client markets. Constructing an automated trading platform using React and HTML5 technologies. Strengthening testing and backtesting capabilities to minimize defects and boost productivity in developing new strategies. Integrating with the existing Fixed Income electronic trading platform. Key Skills: Java Scala (beneficial more »
Greater London, England, United Kingdom Hybrid / WFH Options
Hunter Bond
Job Title : Python Developer – Elite Buy Side Firm (up to £120K + Bonus + Hybrid) Client : Elite Buy Side Firm - Software Development role in a Data Focussed team Salary : Up to £120,000 + performance-based bonuses Location : London/ more »
trading opportunities in the FX market. Develop and implement proprietary trading strategies that capitalize on market inefficiencies and generate alpha. Conduct thorough research and backtesting to validate trading ideas and ensure robustness across various market conditions. Execution and Order Flow Management: Execute trades efficiently and effectively, utilizing both automated and more »
A world renowned prop trading firm, is actively looking for a Quantitative Developer for a Delta One Trading team. Responsibilities: Collaborate with Senior Portfolio Manager to enhance systematic back testing, visualization, and trading platform for Delta 1. Design and implement more »
We are a proprietary trading firm and alternative investment manager with a primary focus in quantitative and fundamental sports trading. With professionals based in Europe, Asia and USA, the group combines deep research and proprietary technology driven methodologies to trade more »
Previous experience building real-time trading systems Strong Python or C++ experience, Matlab experience is a plus Experience building production infrastructure for signal generation, backtesting and execution Bachelors/Masters in Computer Science, Engineering, or related Quantitative discipline To discuss the role in confidence, please reach out to Rhys at more »
high- performance trading platforms to large- scale data analysis and compute farms. The group manages the lifecycle of data used by investment for trading, backtesting and research. Working with quants and tech teams to integrate, process and serve data from vendors and public sources in the firm's data infrastructure more »
investment professionals dedicated to excellence. Collaborate closely with traders, analysts, and business management systems specialists. Take charge of pre-trade activities such as screeners, backtesting, and idea generation. Ensure smooth post-trade operations during London hours, covering essential tasks like trade booking. What We're Looking For: Proficiency in Python more »
Are you a Python Developer with a passion for finance and a knack for quantitative research and analysis? Do you thrive in a fast-paced environment where innovation is rewarded and your ideas shape the future of trading strategies? If more »
My client, a Global Hedge Fund, are seeking an experienced Quantitative Developer to sit on desk and support various Portfolio Manager within their London team. In this role you will be embedded in the Investment Team, working closely with traders more »
Senior Developer & Analyst (C#) Competitive salary 75,000 - 90,000 with bonus (up to 30%!), pension, medical insurance, and more Work 2 days per week from their North London, Hertfordshire office (hybrid)Are you ready to make your mark with more »
𝐒𝐞𝐧𝐢𝐨𝐫 𝐑𝐞𝐬𝐞𝐚𝐫𝐜𝐡 𝐄𝐧𝐠𝐢𝐧𝐞𝐞𝐫 - 𝐐𝐮𝐚𝐧𝐭 𝐓𝐫𝐚𝐝𝐢𝐧𝐠 𝐒𝐭𝐚𝐫𝐭𝐮𝐩 - 𝐋𝐨𝐧𝐝𝐨𝐧 - 𝐔𝐩 𝐭𝐨 £𝟑𝟎𝟎𝐤 𝐓𝐂 A Quant Trading start-up, led by several ex-C Suite from top tier Hedge Funds, is looking to attract Senior Research Engineers to help build a Quant Research more »
Senior Power Electronics Engineer Location: Cambridge Job Summary: We seek an experienced Senior Power Electronics Engineer, particularly those specializing in control theory or system architecture, with knowledge of modular multi-level converters (MMC). As part of a multi-disciplinary more »
supply and demand fundamentals, and geopolitical factors, to enhance model performance and profitability. Optimize models for execution efficiency, liquidity management, and risk control. Conduct backtesting and simulation analysis to assess model performance under various market conditions and refine model parameters. Requirements: Advanced degree (Ph.D. or Master’s) in quantitative finance more »
