26 to 50 of 63 Quantitative Finance Jobs in London

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 ❯

group, providing valuation and independent price verification (IPV) guidance/support to Business Finance & Control teams. Valuation Specialists possess broad knowledge of financial markets and products with quantitative background and proficiency in programming. Focus of the role leans towards a quant who can leverage technology to create tools to support Valuation Control activities including IPV, Valuation Adjustments … the ability to communicate complex issues simply Flexibility to adapt to changing priorities while meeting long-term objectives Excellent academic credentials, with a Master's or PhD in a quantitative field such as Quantitative Finance, Financial Engineering, Physics, or Mathematics Benefits of working at Bank of America: UK Private healthcare for you and your family plus 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 ❯

on key policy and methodology development Conduct project work and run thematic or ad-hoc market research on relevant risk topics Knowledge and Experience Master's Degree in Mathematical Finance or equivalent degree Attention to detail and strong problem-solving skills with the ability to balance trade-offs Prior experience in risk management as a risk analyst or More ❯

Join to apply for the Quantitative Developer - Python role at Millennium Join to apply for the Quantitative Developer - Python role at Millennium Get AI-powered advice on this job and more exclusive features. Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for … the business. Risk Technology team is looking for a Quantitative Developer who would leverage Python, Cloud infrastructure (AWS), and scientific frameworks to provide data-driven, risk management solutions to Risk Managers, Portfolio Managers, Business Management. Responsibilities Work in the intersection of Portfolio Management, Risk Management and Quantitative Research to develop risk analytics solutions for Equity Derivatives businesses. Collaborate … and data modeling, with the ability to architect scalable and efficient solutions for trading, risk management or similar functions. Strong analytical and mathematical skills, with interest and exposure to quantitative finance and equity derivative products (desirable) Relational database development experience, with a focus on designing efficient schemas and optimizing queries. Unix/Linux command-line experience. Ability More ❯

strategies and promote advanced electronic solutions to clients worldwide. If you are passionate, curious, and ready to make an impact, we are looking for you. Job summary: As a Quantitative Developer in the Quantitative Research Rates team , you will provide modelling solutions to the Rates business. Your work will combine classical quant finance with solid software … engineering to deliver best-in-class models to the trading desk. Quantitative Research (QR) is an expert quantitative modelling group at J.P. Morgan, leading in financial engineering, data analytics, statistical modelling, and portfolio management. As a global team, QR partners with traders, marketers, and risk managers across all products and regions. The team contributes to sales and client More ❯

Quantitative Developer - Execution Services The Execution Services team is responsible for trade execution across a wide range of products and geographies, with a focus on minimizing trading costs and execution risk. We are looking for a highly driven, results oriented Quantitative Developer to join our team focusing on execution analytics & transaction cost analysis (TCA). We are at … the forefront of industry-leading initiatives applying technology, quantitative analysis, and data-driven methodologies to our execution process. Principal Responsibilities Collaborate with key stakeholders across Execution Services including quants and traders, to deliver key models & metrics, and to guide the overall direction & design of the platform. Make large contributions to the codebase, working in an iterative and dynamic environment. … Support, maintain and test own code following best-practices including unit testing, documentation and automation within typical CI processes. Qualifications/Skills Required 7+ years of KDB in a Quantitative Finance setting. Highly analytical and strong problem-solving skills and attention to detail. Strong communication skills with the ability to explain technical and sophisticated concepts clearly and More ❯

Quantitative Developer - Execution Services The Execution Services team is responsible for trade execution across a wide range of products and geographies, with a focus on minimizing trading costs and execution risk. We are looking for a highly driven, results oriented Quantitative Developer to join our team focusing on execution analytics & transaction cost analysis (TCA). We are at … the forefront of industry-leading initiatives applying technology, quantitative analysis, and data-driven methodologies to our execution process. Principal Responsibilities Collaborate with key stakeholders across Execution Services including quants and traders, to deliver key models & metrics, and to guide the overall direction & design of the platform. Make large contributions to the codebase, working in an iterative and dynamic environment. … Support, maintain and test own code following best-practices including unit testing, documentation and automation within typical CI processes. Qualifications/Skills Required 7+ years of KDB in a Quantitative Finance setting. Highly analytical and strong problem-solving skills and attention to detail. Strong communication skills with the ability to explain technical and sophisticated concepts clearly and More ❯

Quantitative Developer - Execution Services The Execution Services team is responsible for trade execution across a wide range of products and geographies, with a focus on minimizing trading costs and execution risk. We are looking for a highly driven, results oriented Quantitative Developer to join our team focusing on execution analytics & transaction cost analysis (TCA). We are at … the forefront of industry-leading initiatives applying technology, quantitative analysis, and data-driven methodologies to our execution process. Principal Responsibilities Collaborate with key stakeholders across Execution Services including quants and traders, to deliver key models & metrics, and to guide the overall direction & design of the platform. Make large contributions to the codebase, working in an iterative and dynamic environment. … Support, maintain and test own code following best-practices including unit testing, documentation and automation within typical CI processes. Qualifications/Skills Required 7+ years of KDB in a Quantitative Finance setting. Highly analytical and strong problem-solving skills and attention to detail. Strong communication skills with the ability to explain technical and sophisticated concepts clearly and More ❯

trade execution across a wide range of products and geographies, with a focus on minimizing trading costs and execution risk. We are looking for a highly driven, results oriented Quantitative Developer to join our team focusing on execution analytics & transaction cost analysis (TCA). We are at the forefront of industry-leading initiatives applying technology, quantitative analysis, and … Support, maintain and test own code following best-practices including unit testing, documentation and automation within typical CI processes. Qualifications/Skills Required 7+ years of KDB in a Quantitative Finance setting. Highly analytical and strong problem-solving skills and attention to detail. Strong communication skills with the ability to explain technical and sophisticated concepts clearly and More ❯

CMC Markets are looking for a Quantitative developer to join our Quants’ team. Within the role, you will work directly with Quantitative Developers as well as our Trading function within the Derivatives pillar. You will participate in the integration of our partner’s solutions into our infrastructure and support the desk in the development of internal and proprietary … Maintain and improve the existing code stack and develop new scripts if required. Ensure appropriate monitoring is in place for all business-as-usual processes owned by the Derivatives Quantitative team. Analysis, specification, implementation, maintenance, and development of tests. Document and maintain software functionality. Understand current models and produce innovative improvements. Facilitate the integration of third-party solutions with … support the firm's market-making business, working across multiple asset classes ranging from Options, Equities, FX, Commodities, and other derivatives. Partner with other key groups: financial engineering and quantitative teams from other business units, business operations, product development, and other IT teams; to ensure products are implemented efficiently and meet the demands both internally (dealing) and externally (clients More ❯

Title: Quantitative Developer Location: London About Us: Founded in 2013, GSR is a leading market-making and programmatic trading company in the fast-evolving world of cryptocurrency trading. With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols and exchanges daily. We build long-term relationships with cryptocurrency communities and traditional … cryptocurrency exchanges worldwide. In volatile markets, we are a trusted partner to crypto-native builders and those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the world's most robust trading platforms designed to navigate issues unique to … developing in Rust; will be tested. Familiarity with core trading strategies (e.g., market-making, arbitrage, execution). Strong understanding of algorithms and data structures, as well as quant finance concepts: limit-order books, market microstructure, pricing. Experience with real-time data processing, IPC/shared-memory architectures, and low-allocation/zero-copy design. A Bachelor's degree More ❯

Title: Quantitative Developer Location: London About Us: Founded in 2013, GSR is a leading market-making and programmatic trading company in the fast-evolving world of cryptocurrency trading. With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols and exchanges daily. We build long-term relationships with cryptocurrency communities and traditional … cryptocurrency exchanges worldwide. In volatile markets, we are a trusted partner to crypto-native builders and those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the world’s most robust trading platforms designed to navigate issues unique to … developing in Rust; will be tested. Familiarity with core trading strategies (e.g., market-making, arbitrage, execution). Strong understanding of algorithms and data structures, as well as quant finance concepts: limit-order books, market microstructure, pricing. Experience with real-time data processing, IPC/shared-memory architectures, and low-allocation/zero-copy design. A Bachelor's degree More ❯

cryptocurrency exchanges worldwide. In volatile markets, we are a trusted partner to crypto-native builders and those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the world's most robust trading platforms designed to navigate issues unique to … developing in Rust; will be tested. Familiarity with core trading strategies (e.g., market-making, arbitrage, execution). Strong understanding of algorithms and data structures, as well as quant finance concepts: limit-order books, market microstructure, pricing. Experience with real-time data processing, IPC/shared-memory architectures, and low-allocation/zero-copy design. A Bachelor's degree More ❯

An exciting opportunity to join a Global Investment bank in London as a key member of the FICC Quantitative team. You'll play a critical role in the development and support of mathematical models and analytical tools used by the FX trading desk. You'll be part of a core development and support team responsible for integrating in-house … front office role and you'll work closely with traders, risk managers, and IT to ensure models behave as expected under changing market conditions. Key Responsibilities: Develop and support quantitative models and analytical tools used by the FX trading desk. Investigate and resolve ad hoc model issues , including unexpected behaviour or discrepancies in risk and pricing outputs. Diagnose whether … risk, product control, and IT. Contribute to the proof-of-concept and delivery phases of new risk systems replacing existing third-party tools. Required Qualifications & Skills: Education in Mathematical Finance, Mathematics, Physics, Engineering, or a related quantitative discipline (PhD preferred). Strong knowledge of derivative pricing models, ideally across FX and exotics (experience with linear products also More ❯

Quantitative Developer - Python Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. Risk Technology team is looking for a Quantitative Developer who would leverage Python, Cloud infrastructure (AWS), and scientific frameworks to provide data-driven, risk management solutions to Risk … Managers, Portfolio Managers, Business Management. Responsibilities: · Work in the intersection of Portfolio Management, Risk Management and Quantitative Research to develop risk analytics solutions for Equity Derivatives businesses. · Collaborate with risk management for rapid prototyping and delivery of solutions to enhancement risk metrics. · Develop data ingestion pipelines and analytics the generated information. · Design and implement cloud-native, data-intensive applications … and data modeling, with the ability to architect scalable and efficient solutions for trading, risk management or similar functions. · Strong analytical and mathematical skills, with interest and exposure to quantitative finance and equity derivative products (desirable) · Relational database development experience, with a focus on designing efficient schemas and optimizing queries. · Unix/Linux command-line experience. · Ability More ❯

Quantitative Research - Rates - Vice President Join to apply for the Quantitative Research - Rates - Vice President role at JPMorganChase Continue with Google Continue with Google Quantitative Research - Rates - Vice President 2 weeks ago Be among the first 25 applicants Join to apply for the Quantitative Research - Rates - Vice President role at JPMorganChase Get AI-powered advice on … and promote advanced electronic solutions to our clients worldwide. If you are passionate, curious and ready to make an impact, we are looking for you. Job Summary As a Quantitative Developer in Quantitative Research Rates team, you will be providing modelling solutions to the Rates business. Your work will combine classical quant finance with solid software … engineering to deliver best-in-class models to the trading desk. Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales More ❯

needs. Provide people and thought leadership for a regional/local functional group. Your skills and experience that will help you excel Highly motivated and entrepreneurial individual with strong quantitative and problem-solving skills. Master's degree or PhD in quantitative finance, financial mathematics, economics, mathematics, physics, statistics, or another quantitative field. 7+ years of … experience as a quantitative researcher. Advanced mathematical and quantitative problem-solving skills, with the ability to translate complex models into practical client solutions. Excellent written and verbal communication skills in English, with the ability to present technical concepts to non-technical stakeholders. Ability to work at the intersection of finance and technology, leveraging quantitative models 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 ❯

with wider teams internally and externally to provide meaningful solutions to meet the company goals. What You'll Bring A bachelor's/master's in a technical field, quantitative finance, finance, economics, or statistics. Advanced coding skills (Python/APIs, SQL, VBA) and a strong understanding of databases. Knowledge of SQL. Knowledge of market … independently and as part of a team in a fast-paced environment. Understanding of Exchange risk and margining models. Desirable Currently hold or working towards a professional risk/quantitative certification (CFA, FRM, CQF). Previous professional experience/exposure relating to Energy Commodity Futures and Options. Knowledge/experience in any of the following tools: Bloomberg, Platts, Reuters More ❯

a thorough knowledge (or a strong drive to learn) of market risk measurement and management, pricing and valuation of asset types (including equity, fixed income, commodities, and derivatives), highly quantitative skills and an ability to guide institutional clients to better use our products for assessing risks and making investment decisions. The successful candidate must be adaptable, able to lead … and banks Superior communication and time management skills. Good command of English; any other European language a distinctive advantage. Desired Experience Previous experience (or exposure) in risk management/quantitative finance, working closely with investment decision making teams. Desired Qualifications MSc required ideally from finance/engineering/mathematical background. About MSCI What we offer More ❯

of strategy performance, including risk metrics and profitability. Maintain and enhance proprietary trading infrastructure, including AI models and algorithmic frameworks. Stay updated on the latest trends and technologies in quantitative finance, algorithmic trading, and AI applications. Qualifications : Minimum of 5 years of experience in running algorithmic and AI-based trading strategies with a strong, verifiable performance track … record. Expertise in quantitative analysis, statistics, and financial modeling. Proficiency in programming languages such as Python, R, or C++. In-depth knowledge of market microstructure, trading algorithms, and high-frequency trading (HFT). Strong analytical skills and experience with back-testing and simulation frameworks. Excellent risk management and portfolio optimization skills. Ability to work independently and in a collaborative More ❯

high expectations, integrity, innovation and a willingness to challenge consensus. As a Research Engineer , you will be an integral member of an algorithmic trading team comprised of experienced technologists, quantitative researchers, and traders. Your team will work closely to solve challenging technological problems and contribute to our full tech stack, including software design, data engineering, distributed computing, and quantitative … Computer Engineering, or related field Excellent software development skills in modern C++ and Python A strong understanding of object oriented design, data structures and algorithms A strong understanding of quantitative finance mathematics A solid foundation in programming with the ability to think, communicate, and code clearly A solid understanding of computer systems at every level of abstraction More ❯

Fund is Quant Research/Python Developer 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 ❯

Fund is Quant Research/Python Developer 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 and More ❯