Be an integral part of a technology team thats constantly pushing the envelope to enhance, build, and deliver top-notch technology products. As a Python Quant Data Engineer you will help build the technology for Systematic Equities Trading Business.
Were partnering with a leading quantitative trading firm that is expanding its engineering team and looking to hire exceptional Software Engineers across multiple levels. This is an opportunity to join a business where engineering sits at
Bleeding edge quant hedge fund client who operate technologically at the top of the market are currently seeking an experienced Python Software Engineer/Developer. In this high performance computing team, you will be responsible for building automated software solutions
We are partnering with one of London’s most selective and highest-performing quantitative investment funds to appoint a Senior Quant Software Developer to their core systematic trading group. This is a confidential mandate for a team renowned for
At Mustard Systems, we leverage statistical modeling to dive into sports events and help us make informed predictions about future outcomes. By utilising our unique datasets, advanced statistical models, and custom-built software, we strive to accurately
Quant Developer | Permanent | On-Site |Central London | Fin-Tech | £150,000 - £200,000 | Trading | Algorithms | C++ | Python | Rates | Credit | Bonds | Swaps Exciting Opportunity with a Leading Global Investment Firm!
Job Description Euronext is a major player in Europes financial markets and operates major stock exchanges in Europe including Paris, Amsterdam, Brussels, Dublin, Lisbon, Milan, Oslo, Athens and more. MTS (part of the Euronext Group) is
Position Overview We are seeking a Principal to join Apollo’s PM & Trading Strats team within Global Corporate Credit (GCC), based in London. GCC Strats sits inside the business and serves as the technical and quantitative
Position Overview: We are seeking a hands-on Market Risk Quant to support the Fixed Income business and Risk Management function, with a focus on traded credit products including bonds, CDS, and structured credit instruments such as CLNs.
, United Kingdom Job Family Group:Trading Jobs Worker Type:Regular Posting Start Date:May 19, 2026 Business Unit:Downstream and Renewables Experience Level: Experienced Professionals Job Description: What’s the role We are seeking a highly quantitative professional to join
Introductory Marketing Language Join a front office team at JPMorgan Chase and help shape the future of institutional investment management. As an Institutional Strategy and Analytics Analyst, you’ll collaborate with professionals across asset allocation, optimization, and
The Analytical Calculation Engine (ACE) Development Team is a group within Citi Financial Risk Technology, responsible for developing and implementing the applications used for derivatives credit risk and exposure calculations Firm-wide. The teams primary focus is
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
Requisition ID: 262972 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. The role is for an Associate Director within the Global Analytics and Financial Engineering team. Accountabilities The successful
Citis Electronic Execution & Algo Trading Quant team is seeking an experienced execution strategist to research, design, develop, and maintain the algorithmic trading systems that define Citis execution product. You will be at the heart of a
Job Description Purpose of the role To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making Accountabilities Design analytics and modelling solutions to complex business problems using domain
Wells Fargo is seeking a Macro-FX Desk Quant (also known internally as a Senior Lead Securities Quantitative Analytics Specialist). As a Macro-FX Desk Quant you will assume a front office desk Quant role in London to closely support the
Wells Fargo is seeking a Vice President, Front Office Interest Rates Quant to join the Corporate & Investment Banking (CIB) division. In this role, you will be part of a front‑office quantitative team responsible for designing, developing,
Job Description: The Role Fixed Income Quantitative Research Services provides analytic solutions and data management services to teams in quantitative research, portfolio management, and senior leadership roles across Asset Management. This specialized team leads development efforts
About this role: Our Corporate & Investment Banking Front Office Quantitative Model Development Team is undergoing a strategic buildout initiative to enhance our capabilities in delivering high-quality quantitative solutions to our trading and sales partners. As