We are looking for a new member to join our Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm. As a Quant Model Risk Associate
At Kpler, we are dedicated to helping our clients navigate complex markets with ease. By simplifying global trade information and providing valuable insights, we empower organisations to make informed decisions in commodities, energy, and maritime sectors.
Blockchain is connecting the world to the future of finance. As the most trusted and fastest-growing global crypto company, it helps millions of people worldwide safely access cryptocurrency. Since its inception in 2011, Blockchain has earned
Who We Are: Escalent is an award-winning data analytics and advisory firm that helps clients understand human and market behaviors to navigate disruption. As catalysts of progress for more than 40 years, our strategies guide the
The Position Our roster has an opening with your name on it We’re growing our Market Making Engineering team that works on some of the coolest software in the industry - the systems that quote, price,
About the OpportunityJob Type: Permanent Application Deadline: 19 June 2026 Title Quantitative Analyst Department Systematic Investing Location Cannon Street, London Reports To Global Head of Quant and Portfolio Engineering Level Associate Director We’re proud to have been
Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing.
Weekly office requirement: Mon/Tues/Thurs weekly Employment type: perm Seniority level: mid-senior At GWI we’re always looking for extraordinary people who thrive on making an extraordinary impact. Right now we’re looking for an Account Director to play
About 9fin 9fin is the AI platform powering global debt markets — the world’s largest asset class at over $145 trillion. Debt markets are vast, global, and mission-critical, yet still run on fragmented data, PDFs, and
Queueco is looking for a Quantitative Developer with over 3 years of experience in high-frequency trading (HFT). The ideal candidate should be skilled in writing low latency applications in Java and C++, and have a strong
A leading global financial services firm is seeking a Quant Model Risk Vice President to join their Interest Rates team in Greater London. In this role, you will assess model risk for complex pricing models used in
Overview We are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm. As a Quant Model
Infrastructure DevOps Engineer / SRE with expertise in Kubernetes, Linux, Observability, IaC and AIOps sought by a market-leading Quantitative Hedge Fund to further aide further business growth. Our client is one of the Worlds Elite Quant Hedge
Infrastructure DevOps Engineer / SRE with expertise in Kubernetes, Linux, Observability, IaC and AIOps sought by a market-leading Quantitative Hedge Fund to further aide further business growth. Our client is one of the Worlds Elite Quant Hedge
TankX is a quantitative trading company located in Greater London, seeking a skilled engineer to design low-latency trading systems. Youll build robust C++ engines and optimize performance while collaborating closely with data engineers. A Bachelors or
Infrastructure DevOps Engineer / SRE with expertise in Kubernetes, Linux, Observability, IaC and AIOps sought by a market-leading Quantitative Hedge Fund to further aide further business growth. Our client is one of the Worlds Elite Quant Hedge
Data Architect Fintech London, United Kingdom Posted 11 months ago Tech Stack RabbitMQ Powershell Windows Selenium JQuery JavaScript Angular C PostgreSQL ASP.NET React Web API MS SQL Compensation up to £70K Role Type Full time Visa Sponsorship
We are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm. As a Quant Model Risk
We are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm. As a Quant Model Risk
JPMorgan Chase & Co. is looking for a Quant Model Risk Senior Associate/Vice President in the Interest Rates team in Greater London. The role involves assessing model risks for interest rate derivatives and managing junior team members.