Our client is expanding with a new office in London and is seeking the first C++ developers to join this exciting venture. Founded in 2014, they are a quantitativeinvestment firm that has assembled a team of researchers, portfolio managers, and technologists. By leveraging quantitative analysis and insights in financial markets, they excel in some of More ❯
Quantitative Research Analyst, Smart Beta (Mandarin Speaker) Job details Location: London Date Posted: 25 August 2018 Category: Investment Job Type: Permanent Job ID: J16611 Description Our client is a well-known Investment Management firm. This is a great opportunity to join their growing Smart Beta team. The Smart Beta team sits within the Multi-Asset business and helps … developing systematic strategies for use within multi-asset portfolios and standalone investments. This role will primarily involve researching, constructing, and supporting systematic Smart Beta strategies. Main Responsibilities: Build quantitativeinvestment models to analyse the data sets. Generate trading ideas through analysis of the data and conducting empirical tests. Develop quantitative and systematic trading strategies including trade … Portfolio Managers and other Research Analysts to support existing strategies and client requirements. Requirements: Master's degree or higher in Finance, Computer Science, Economics, Mathematics, Engineering, or a Quantitative field. Relevant experience in a quantitative research role on the buy-side or sell-side. Advanced programming skills, such as Matlab, R, Python. Analytical, problem-solving approach. More ❯
London, England, United Kingdom Hybrid / WFH Options
SEI Investments (Europe) Ltd
Senior Quantitative Equity Researcher SEI Investments (Europe) Ltd. London, United Kingdom Senior Quantitative Equity Researcher SEI Investments (Europe) Ltd. London, United Kingdom Apply now Posted 11 hours ago Hybrid Job Permanent Competitive Senior Quantitative Equity Researcher SEI Investments (Europe) Ltd. London, United Kingdom Apply now At SEI we value our employees and believe in … driving growth through change. Part of building brave futures is making a concerted effort to develop and challenge our employees to achieve their goals through internal job mobility. QuantitativeInvestment Management (QIM) team manages over 50 equity strategies across a variety of geographies, investment styles and risk/return profiles. The team is experiencing strong asset and account … growth, requiring further investment into people, data, and tools. Senior Quantitative Equity Researcher, Investment Management Unit, QuantitativeInvestment Management, London SEI is seeking to hire a Quantitative Equity Researcher to develop stock selection signals, maintain and enhance proprietary models, and assist in managing assigned portfolios What you will do: › Research (30%): Undertake research, validation More ❯
driving growth through change. Part of building brave futures is making a concerted effort to develop and challenge our employees to achieve their goals through internal job mobility. QuantitativeInvestment Management (QIM) team manages over 50 equity strategies across a variety of geographies, investment styles and risk/return profiles. The team is experiencing strong asset and account … growth, requiring further investment into people, data, and tools. Senior Quantitative Equity Researcher, Investment Management Unit, QuantitativeInvestment Management, London SEI is seeking to hire a Quantitative Equity Researcher to develop stock selection signals, maintain and enhance proprietary models, and assist in managing assigned portfolios What you will do: Research (30%): Undertake research, validation … fund management duties Communication (20%): produce client- and publication-worthy research papers; assist in creating, and maintaining sales and service materials What we need from you: Expertise in quantitative analysis and dealing with large data sets Expertise in a high-level programming language such as Python or R Strong communication skills: able to argue a point concisely and More ❯
Working for one of the world's premier quantitativeinvestment firms. This firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data … sources. Role: Quantitative Developer for a portfolio team based in Dubai. Responsibilities: Building components for both live trading and simulation Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components Maintaining and updating the platform, ensuring its stability, robustness, and security Developing robust data checking and storage procedures Troubleshooting and … resolving any systems related issues and handle the release of code fixes and enhancements Requirements: Masters or PhD i n computer science or other quantitative discipline 5+ years of experience designing and developing research and live trading infrastructure at a financial institution , including experience in futures and FX Experience handling connections to execution/order management systems Strong More ❯
London, England, United Kingdom Hybrid / WFH Options
Deutsche Bank
Join to apply for the Senior Equity Quantitative Researcher role at Deutsche Bank Continue with Google Continue with Google Join to apply for the Senior Equity Quantitative Researcher role at Deutsche Bank Get AI-powered advice on this job and more exclusive features. Sign in to access AI-powered advices Continue with Google Continue with Google … with Google Continue with Google Continue with Google Continue with Google Continue with Google Continue with Google Continue with Google Position Overview Position Overview Job Title Senior Equity Quantitative Researcher Location London Corporate Title Vice President As a senior equity quantitative researcher, you will join the QuantitativeInvestment Solutions (QIS) Research team at Deutsche … of equity factors, as well as new factors Your Skills And Experience Significant work experience in finance, with a focus on equities. A background in company research or quantitative research is a plus Experience with Python, in particular using standard libraries such as Pandas and Numpy. Python will be a core part of your development environment Experience working More ❯
alongside a variety of other research services that is marketed to both external and internal clients. In addition, the team is responsible for developing a variety of systematic quantitativeinvestment strategies across a variety of asset classes. Summary of the key purposes of the role This internship role will be based in London and will supporting and learning … from members of the quant team. The role will be highly varied from working on specific quantitative research projects to assisting in the production of research. Summary of responsibilities Maintaining a variety of quantitative models used by the team Assisting in the production of research materials including models, presentations, and publications. Interacting and dealing with internal … clients (sales, structuring, engineering) Under supervision, helping to develop new quantitative models and strategies Using a variety of data platforms including Bloomberg and Factset Profile required Competencies The ideal candidate will hold a master's degree or equivalent in Quantitative Finance A focus on mathematics/statistics at the undergraduate level is essential Any experience in More ❯
London, England, United Kingdom Hybrid / WFH Options
Deutsche Bank
Job Description: Job Title Senior Equity Quantitative Researcher Location London Corporate Title Vice President As a senior equity quantitative researcher, you will join the QuantitativeInvestment Solutions (QIS) Research team at Deutsche Bank in London. Your output will be presented in research reports, presentations, webinars and roadshows. The alphas you develop will also be … of equity factors, as well as new factors Your skills and experience Significant work experience in finance, with a focus on equities. A background in company research or quantitative research is a plus Experience with Python, in particular using standard libraries such as Pandas and Numpy. Python will be a core part of your development environment Experience working More ❯
Senior Low Latency Developer, C++ - Crypto Quantitative Hedge Fund London, UK Our client are a global quantitativeinvestment management firm that leverages advanced data analysis, research, and technology to develop and implement diverse investment strategies. Their team consists of experts from various fields, including engineering, computer science, and finance, working collaboratively to optimise trading and investmentMore ❯
Senior Low Latency Developer, C++ - Crypto Quantitative Hedge Fund London, UK Our client are a global quantitativeinvestment management firm that leverages advanced data analysis, research, and technology to develop and implement diverse investment strategies. Their team consists of experts from various fields, including engineering, computer science, and finance, working collaboratively to optimise trading and investmentMore ❯
London, England, United Kingdom Hybrid / WFH Options
Selby Jennings
About the Client The client is a global quantitativeinvestment 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 … 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 other resources … 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 ❯
South East London, England, United Kingdom Hybrid / WFH Options
Selby Jennings
About the Client The client is a global quantitativeinvestment 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 … 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 other resources … 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 ❯
Category: Other - EU work permit required: Yes col-narrow-right Job Views: 2 Posted: 31.05.2025 Expiry Date: 15.07.2025 col-wide Job Description: Senior Low Latency Developer, C++ - Crypto Quantitative Hedge Fund London, UK Our client are a global quantitativeinvestment management firm that leverages advanced data analysis, research, and technology to develop and implement diverse investmentMore ❯
Social network you want to login/join with: My client is a leading quantitativeinvestment management firm trading evolving portfolios across the world’s major liquid asset classes. Technology teams work in a stimulating and varied environment, where both cross-team and cross-functional interaction is essential for the firm’s continued success. Now looking to expand … their Platform Operations team with a highly motivated Python Developer to contribute to and lead engineering projects for their best-in-class quantitativeinvestment platform. You’ll work closely with Strategy Managers and Researchers to develop tools & frameworks that facilitate the day-to-day operation of trading pipelines. They use Amazon S3 for data storage, Python libraries (e.g. … work in a hybrid technical and operational role at the heart of a dynamic data-centric business Outstanding problem-solving skills and collaborative communication abilities Keen interest in quantitative finance and proficiency in handling financial data Strong academic background, with minimum Bachelor’s degree in Computer Science, Mathematics, Statistics, Physics (or equivalent technical field) Competitive salary + generous More ❯
About the Role Are you a strategic leader with a passion for quantitative finance? Do you thrive in a dynamic, fast-paced environment and enjoy working across multiple cultures? We're looking for someone like that who can: Lead and manage the QIS Platform Team, ensuring effective collaboration across all relevant functions. Oversee the development and maintenance of … Secondary Implementations of QuantitativeInvestment Strategies and Indices to ensure independence and accuracy. Coordinate with Structuring, Trading, Quants, and other stakeholders to ensure accurate development and implementation of new Dynamic Strategies. Manage Index Platform Governance topics such as restatement policy, standardization of index/strategy rulebooks and methodologies, managing conflicts of interest and escalation processes, and driving other … QIS indices and strategies, resolving real-time calculation issues, and improving platform robustness. Your Expertise Advanced degree in Finance, Mathematics, Computer Science, or related field. Extensive experience in quantitative finance and dynamic strategy development. Strong leadership and cross-functional team management skills. Deep understanding of financial regulations and compliance. Excellent analytical, problem-solving, and communication skills. Self-starter More ❯
SQL are a plus.Acadian supports a hybrid work environment; employees are onsite in the Boston office 3 days/week. What You'll Do: Complete complex, performance-related, quantitative analyses under tight deadlines for internal and external clients Monitor return data and processes to verify accuracy; collaborate with IT and fund accounting personnel to resolve issues Partner with … relationship management and marketing personnel to field ad hoc inquiries from clients and prospects Generate and analyze attribution using both third-party and proprietary systems; provide qualitative and quantitative insights from Brinson-style attribution to internal and external parties as requested Identify enhancements to processes and policies to boost efficiency; assist with internal projects in pursuit of this … oriented environment Ability to multi-task and work well under pressure in a fast-paced environment Ability to meet or exceed deadlines Why Work Here: Acadian is a quantitativeinvestment 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 ❯
Your role Are you interest in large, multi-asset and complex data sets? Are you an innovative thinker? Do you want to become an integral part of our quantitativeinvestment strategies business? We’re looking for a quantitative analyst to: • work closely with the QIS business to understand the data requirements in detail and expand market More ❯
Your role Are you interest in large, multi-asset and complex data sets? Are you an innovative thinker? Do you want to become an integral part of our quantitativeinvestment strategies business? We’re looking for a quantitative analyst to: work closely with the QIS business to understand the data requirements in detail and expand market More ❯
all levels Ability to thrive in a fast-paced environment of real-time market pressures, remaining focused on client needs Preferred Qualifications, Capabilities, And Skills Previous market or quantitative experience in fixed income, derivatives, or private equity Software development skills in Python with knowledge of data science techniques Bachelor's degree or higher, ideally in a STEM field … Product Management & Development London, England, United Kingdom 3 days ago London Area, United Kingdom £25,000.00-£27,000.00 15 hours ago London, England, United Kingdom 1 week ago QuantitativeInvestment Strategies, Product Development Business Development Associate, EMEA (German Speaking) London, England, United Kingdom 1 week ago London, England, United Kingdom 18 hours ago Garment Technologist/Technical Product More ❯
Job Reference # 315030BR City London Job Type Full Time Your role Are you a strategic leader with a passion for quantitative finance? Do you thrive in a dynamic, fast-paced environment and enjoy working across multiple cultures? We're looking for someone like that who can: • Lead and manage the QIS Platform Team, ensuring effective collaboration across … all relevant functions. • Oversee the development and maintenance of Secondary Implementations of QuantitativeInvestment Strategies and Indices to ensure independence and accuracy. • Coordinate with Structuring, Trading, Quants, and other stakeholders to ensure accurate development and implementation of new Dynamic Strategies. • Manage Index Platform Governance topics such as restatement policy, standardization of index/strategy rulebooks and methodologies, managing … real-time calculation issues, and improving the robustness of our QIS Platform . Your expertise • Advanced degree in Finance, Mathematics, Computer Science, or related field. • Extensive experience in quantitative finance and dynamic strategy development. • Strong leadership and cross-functional team management skills. • Deep understanding of financial regulations and compliance. • Excellent analytical, problem-solving, and communication skills. • Self-starter More ❯
About Machina Capital Machina Capital is a Paris-based quantitativeinvestment management company. We like solving challenging problems as a team, leveraging both innovation and technology. We are building programs which trade equities and equity derivatives continuously throughout the day within the main financial hubs. To do so, we rely on a collaborative environment between passionate experts in More ❯
where they can scale their business, build a team, and implement strategies with the support of cutting-edge technology and a sophisticated risk management framework designed specifically for quantitative investing. Key Responsibilities Develop, implement, and manage systematic trading strategies across equities and/or futures. Collaborate with researchers, engineers, and risk professionals to optimize strategy performance. Contribute to … Qualifications Proven experience as a Senior Researcher or Portfolio Manager running systematic strategies in equities and/or futures. Undergraduate degree from a top-tier university in a quantitative or scientific field. Strong programming skills to support research and portfolio development (e.g., Python, C++, or similar). Passion for discovering and exploiting market inefficiencies. Self-motivated and capable … systematic trading book and associated risk. Advanced degree (Master’s or PhD) in a STEM-related discipline. Why Join Our Client Our client is a globally respected systematic quantitativeinvestment firm , home to a diverse team of researchers, engineers, and finance professionals. They are committed to using statistical and scientific methods to solve complex problems in the financial More ❯
Kingdom About Winton Winton is a research-based investment management company with a specialist focus on statistical and mathematical inference in financial markets. The firm researches and trades quantitativeinvestment strategies, which are implemented systematically via thousands of securities, spanning the world's major liquid asset classes. Founded in 1997 by David Harding, Winton today manages assets for More ❯
for that next step, the position below is for you! I have an exciting DevOps Engineer position partnered with an investment firm based in London, which operates leading quantitativeinvestment strategies. Seasoned executives found the business with extensive experience in finance, blockchain, and technology who share a deep passion for Web3 and NFT technology. You will oversee their More ❯
Social network you want to login/join with: We’re partnering with a leading global quantitativeinvestment firm to find a Senior Storage Engineer to join their core infrastructure team. In this role, you'll work closely with research and trading teams to build and support high-performance, scalable storage systems powering advanced AI/ML and More ❯