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Job Purpose ICE Data Services (IDS), a leading provider of financial market data, has an opening to support ICE Data Derivatives, which provides data and analytics for risk management of derivatives across 5 asset classes (Foreign Exchange, Interest Rates, Equities, Commodities and Credit) and 100s of instrument types. Client Support Specialists are responsible for answering client's questions and managing and escalating production issues. The team oversees customer support for ICE Data Derivatives clients. A significant part of the job is working with clients globally on queries regarding the operation of the company's products and handling questions about option prices and data. The successful candidate will be able to resolve issues creatively by understanding the processes and resources of the company. Responsibilities • Onboard and off-board clients for ICE Data Derivatives products and services, • Field client inquiries and requests received via email, Chat, Sales Force, and phone, including, but not limited to, product and application questions, as well as data and price confirmations, • Provide timely and accurate response to all client inquiries, • Provide support for any file delivery failures, • Escalate issues with internal groups to resolve issues with urgency, when applicable, • Maintain strong relationships with clients and internal teams, • Ensure up-to-date documentation of policies, procedures and work processes periodically Knowledge and Experience • Bachelor's or equivalent university degree is preferable, • Excellent verbal and written English language skills, • Excellent time-management and organizations skills, • Experience in a similar support or client-facing role (an advantage), • Strong analytical and problem-solving skills with attention to detail and follow-up, • Ability to interact with external clients, as well as internal business units, • The working hours will be 5 days per week, Monday to Friday from 8am and various morning start times. Currently there is a requirement to work 1 later shift per week from 12:00 to 20:00. Exceptionally this role will provide holiday and sickness cover for ICE Data Derivatives overseas offices as required, which may include an evening or night shift (including Friday evening/night)., • Working knowledge of SalesForce, Service Now, MS Office, FTP (an advantage.) Schedule This role requires 5 days a week in office attendance. Evening shifts are usually from 12pm to 20:00 in the office. All other shifts are 9 hours.

The Value of Active Minds About Jupiter Jupiter is one of the UK's leading investment management companies with just under 500 employees and £54 billion worth of assets under management (as at 31st December 2025). Jupiter provides investment services to individual and institutional investors through mutual funds (UK unit trusts, Luxembourg SICAVs and Dublin OEICs), separately managed accounts and sub-advised funds. Jupiter has experienced a period of international growth with offices open in EMEA and APAC. The majority of our employees are based in our London office located just minutes from Victoria station which provides stair-free access from both the Underground's Victoria line and National Rail platforms, as well as limited road crossings to the Jupiter office. Our London office was designed to encourage employees to live active, healthy lives with floor-to-ceiling windows that allow for greater natural light and the benefit of a private balcony, table tennis room, cycle storage and on-site shower and locker facilities. The short distance to Green Park and St James' Park also provides employees with a natural space to relax during their lunch break and a healthy alternative to office-based meetings. We offer our UK employees a 3:2 hybrid working arrangement where Tuesdays, Thursdays and a third day of your choice are worked from the office. The other two days may be worked from home. This facilitates collaboration and allows employees to maximise productivity whilst maintaining a healthy work/life balance. Background To deliver high-impact, data-driven marketing execution in support of Jupiter's Advisory and Discretionary business across Germany and broader DACH region, aligned to centrally defined campaign priorities and the Client Group's strategy. The role is responsible for activating global and regional campaigns locally, ensuring strong alignment with intermediary distribution channels, while leveraging Jupiter's digital ecosystem and central Client Experience (CX) capabilities. Key Responsibilities Channel Marketing Execution (DACH Intermediary Focus) • Execute marketing activity across key DACH distribution channels: Advisory (Financial Advisers, Pools & Networks, Wealth Managers as well as Retail, Savings & Cooperative Banks) / Discretionary (Funds-of-Funds, Sub-Advisory & other Asset Allocators, Private Banks and Insurers), • Translate global sales priorities into local campaign execution plans., • Support partner-led marketing initiatives with key distributors and platforms., • Execute integrated campaigns across: Email (Marketo), Webcasts, Digital content and landing pages, Paid and organic social, • Support lead generation and engagement aligned to Sales priorities., • Ensure campaigns are tracked and optimised via Salesforce and analytics tools., • Adapt global marketing materials into high-quality German-language content, including: Product collateral (factsheets, brochures), Investment commentary, Campaign messaging, • Ensure all content is: Client-relevant, Consistent with Jupiter's brand and fully compliant with local regulationsSales Partnership & Client Engagement, • Partner closely with DACH Business Development and Client Service roles to:, • Align marketing activity with key client priorities, • Support strategic accounts and distribution partners, • Provide feedback on campaign effectiveness, • Act as the local marketing point of contact between Sales and central CX teams, • Provide input into planning and monitoring the corresponding Marketing budgets., • Support local delivery of: Events, roadshows, webcasts and digital engagement programmes coordinating execution with the central Events teamCompliance & Regulatory Governance, • Ensure all marketing activity adheres to: German (and broader DACH) regulatory standards, internal compliance and approval processes, • Manage local review and sign-off of translated materials.Data, Reporting & Performance Optimisation, • Track and analyse: Campaign performance, lead generation and engagement metrics, website and digital activity, • Provide insights to improve campaign effectiveness, inform central marketing strategy and contribute to data-driven marketing decision-making.The successful candidate will also need to provide any general support needed to generate sales and support clients. Desired Skills / Experience Experience • 5-10 years' experience in marketing within asset management, • Strong experience in intermediary marketing (Wholesale / Private Banks / Platforms), • Languages: Native-level German and fluent English, • Strong understanding of the DACH asset management landscape, including: distribution models, regulatory requirements, key players (banks, platforms, DFMs), • Good understanding of investment products: UCITS funds, fixed income, equities, multi-asset, alternatives, • Existing network within DACH intermediary ecosystem (Frankfurt, Zurich, Vienna)Skills & Capabilities, • Strong project and campaign management skills, • Experience working in a matrix organisation, • Excellent communication and stakeholder management, • Digital marketing awareness and curiosity, • Analytical mindset, able to interpret data and derive insights, • Experience with Salesforce, Marketing automation tools (Marketo), Web analytics platforms Additional Role Details, • This role is subject to the Conduct Rules set by the FCA. Don't meet every requirement? At Jupiter we are dedicated to building a diverse and inclusive workplace, so if you are interested in this role, but don't think your experience aligns perfectly with every listed requirement in the job description, we would encourage you to apply. You may be the right person for this role.

Head of Machine Learning Modeling A global quantitative trading organization built around engineering excellence, scientific thinking, and fully automated trading. Our teams create everything in-house—from the research infrastructure to the algorithms that run live in markets around the world. We trade a wide mix of products, including equities, derivatives, options, commodities, rates, and crypto using both high-frequency and mid-frequency strategies. Our dedicated team members are located across multiple continents, and while we maintain physical offices, our workflow is currently designed for a remote environment. About the Role We’re hiring an experienced ML leader to guide the next generation of predictive modeling that powers our research and trading systems. In this role, you’ll own the strategy, design, and execution of our modeling framework—from architecture choices to validation standards to production governance. You’ll collaborate closely with quant researchers, data specialists, engineers, and traders to turn cutting-edge research into reliable, high-performance models used in live trading. Responsibilities You’ll be responsible for one of the most critical layers of our research platform—the modeling engine that feeds our trading systems. Your work will influence how we research, validate, and deploy ML-driven signals across the firm. • Setting the long-term vision for our model portfolio, covering everything from boosted trees to time-series deep learning, graph-based models, and advanced architectures for order-book prediction., • Designing training pipelines that enforce strict data hygiene—rolling and walk-forward validation, target construction, and leakage-free workflows., • Building explainability and diagnostic tooling (SHAP, permutation tests, model dissection techniques) to understand model behavior., • Developing ensemble strategies and regime-aware model routing., • Leading and mentoring a team of ML researchers, shaping best practices for experimentation and documentation., • 5+ years working with machine learning, with at least 2 years applying ML in quantitative finance/investments/trading, • In depth knowledge of modern ML methods and architectures., • Strong statistical foundation—comfortable with hypothesis testing, bootstrapping, time-series quirks, and related methods., • Experience building ML systems that operate in real-time or near-real-time environments., • Strong command of alpha evaluation (IC, rank correlations, stability, decay)., • Proficiency in Python and the scientific/ML ecosystem (NumPy, Pandas, PyTorch/TensorFlow)., • Understanding of market microstructure, order flow, order-book dynamics, and factor behavior is a major plus, • Experience guiding technical teams and shaping modeling direction.

Position description Business unit Investment Management - Fixed Income Job title Senior EMD sovereing Analyst/Fund Manager F/M Contract type Permanent Candriam Group Presentation Candriam is a global multi-specialist asset manager and a recognized pioneer and leader in sustainable investment. For more than 25 years, Candriam has offered innovative and diversified investment solutions across many asset classes including fixed income, equities, absolute return , asset allocation and illiquid assets. As a Responsible Employer, Equal Employment Opportunity is crucial to Candriam. We are committed to building the best global team that represents a variety of backgrounds, perspectives, and skills. We provide an inclusive work environment and support wellbeing and work-life balance. Mission Our Emerging Debt department is a dynamic and dedicated team of seven Fund Managers and Analysts based in London. They manage over €2bn in assets, including hard currency, local currency, and corporate bonds. To further strengthen our capabilities, we are actively seeking to recruit a Senior sovereign Analyst/Fund Manager. This new team member will play a crucial role in enhancing our analysis and investment strategies in sovereign debt. Responsabilities Based in London, your job description will cover: • Co-manage several strategies (funds and mandates to be defined), focusing predominantly on sovereign hard currency., • Conduct in-depth fundamental research and provide dedicated coverage of approximately 25-40 emerging market sovereign issuers., • Develop high-conviction investment recommendations across EM sovereign debt, identifying and managing profitable opportunities in both hard and local currency markets., • Perform rigorous country-level macroeconomic and fiscal analysis, including sovereign credit assessment, policy evaluation, and monitoring of local market dynamics., • Focus coverage primarily on Sub-Saharan Africa and/or Latin America, while maintaining awareness of broader emerging market trends., • Actively participate in monthly strategy committees, contributing to portfolio positioning discussions and risk allocation decisions., • Communicate investment views effectively to internal stakeholders and external clients where required., • Collaborate closely with the broader emerging markets investment team, ensuring alignment of views and consistency in the investment process. • Solid academic training in macroeconomics, monetary economics, and international finance., • Professional qualifications such as CFA viewed favorably., • Additional coursework or academic focus on emerging markets, development economics, or political economy considered an advantage., • Strong analytical capabilities in macroeconomics, fiscal policy, and sovereign credit., • Demonstrated interest or experience in Sub-Saharan Africa and/or Latin America., • Ability to synthesize complex information into clear, actionable investment recommendations., • Strong communication skills, both written and verbal, with the ability to engage effectively with portfolio managers and clients., • Team-oriented mindset with the capacity to operate in a dynamic, high-performance environment. #LI-POST Position location Job location Europe, United Kingdom City London Candidate criteria Education 3. Master's Degree I / Bac+4 Minimum level of experience required 6-10 years Languages English (C1 - Fluent)

Tier one Mayfair-based hedge fund seeking a standout Senior Quant Researcher or Portfolio Manager to own the alpha and help redefine their Equities business with fresh strategies. The firm does not wish to be overly prescriptive in defining the role as they don’t want to rule out new ideas and approaches to strategy. However, PhDs are strongly preferred and a quantifiable record of success (sharpe, yield, NET P/L) would be useful to understand the value-add. Current Portfolio Managers or those close to that transition will be considered. The day-to-day involves following trends, signal research and building strategies. There is lots of scope to define the role on your own terms if you have the experience and vision to do so. Compensation is uncapped for the right person.

Salary: Competitive Location: Hong Kong and London Summary: World-famous, global trading firm with offices in New York, London and Hong Kong. This firm trades a wide range of financial products including ETFs, Equities, Futures, Commodities, Options, Bonds, Currencies. Billions of dollars' worth of transactions flow through their systems every day and whilst their systems are large, their teams are not, which provides an environment to make a huge impact. Machine Learning is a critical pillar of this business and in this role, you will build the infrastructure that makes it all possible. You will develop libraries to automate ML workflows, dig into the internals of open-source ML tools and help drive the direction of an ML platform that is used daily by traders and researchers across the whole company. You must be an accomplished Software Engineer with deep experience in machine learning techniques and the software systems that power them. Requirements: • 5+ years of commercial experience, • Software engineering background with deep experience in ML, • Top 50 global university degree in Computer Science/ AI (or a related field), • Large-scale distributed systems, • Flexible/hybrid working, • Dress down, • Fully catered (breakfast, lunch and dinner), • Onsite gym, • Global health, dental and vision insurance Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If you think you are a strong match for this role, please don't hesitate to get in touch! Kishan Patel +44 (0)20 3137 9572 linkedin.com/in/kishan-patel-4029aa8b

About the Firm We are a global, technology-driven trading firm focused on digital asset markets. The business operates across major electronic trading venues, providing liquidity and execution solutions to a broad range of institutional counterparties. Alongside its core trading activities, the firm works with emerging digital asset projects and supports financial institutions expanding into the space. It also selectively invests in early-stage opportunities within the broader digital asset ecosystem. The firm combines the technical sophistication of established quantitative trading environments with the agility of a fast-scaling technology business. With a long-term perspective on digital assets, it is focused on building robust, scalable, and efficient trading infrastructure. The Role We are looking for a Quantitative Researcher with experience developing mid-frequency (MFT) or short-term systematic strategies across traditional financial markets (e.g. equities, futures, FX) or digital asset markets. You will utilise a sophisticated research and execution platform to develop, test, and deploy trading strategies in digital asset markets. Working closely with trading and engineering teams, you will refine models, improve execution, and explore new sources of alpha across a diverse set of instruments. Responsibilities • Develop and implement mid-frequency trading strategies (from seconds to multi-day holding periods), • Design predictive models to capture inefficiencies in digital asset markets, • Analyse high-frequency and tick-level data to identify alpha signals and microstructure patterns, • Conduct robust backtesting, simulation, and optimisation of strategies, • Partner with engineering teams to improve execution and system performance, • Iterate on and scale strategies across multiple trading venues Requirements • Experience developing systematic trading strategies with demonstrable performance, • Strong academic background in Mathematics, Statistics, Computer Science, Engineering, or a related field, • Proficiency in Python (C++ or other low-level languages is a plus), • Solid understanding of statistical modelling, time series analysis, and market microstructure, • Interest in applying quantitative strategies to digital asset markets, • Strong collaborative and problem-solving mindset Preferred Experience • Exposure to digital asset markets or related trading strategies, • Experience in market making or liquidity provision, • Familiarity with exchange connectivity, APIs, and electronic trading systems, • Experience working with alternative or non-traditional datasets Why Join • Opportunity to work in a high-growth area within global markets, • Direct impact on trading performance and strategy development, • Collaborative and meritocratic team environment, • Fast-paced, technology-driven culture with significant ownership, • Competitive compensation aligned with performance

We are working with an exciting hedge fund seeking an experienced compliance professional to develop and manage the UK compliance programme, while supporting broader trading compliance initiatives across the business. This is a high impact role with clear progression. Key Responsibilities: • Oversee and enhance the UK compliance framework in line with FCA requirements, • Advise investment teams on trading regulations (e.g. market abuse, insider trading, short selling) on a day to day basis, • Manage regulatory reporting, including transaction reporting and disclosures, • Lead trade surveillance and support the development of pre- and post-trade controls, • Maintain policies, registers, and regulatory horizon scanning processes, • Support new products, strategies, and regulatory interactions Key Requirements: • 8+ years’ compliance experience in a buy side environment, hedge fund preferred, • Strong knowledge of trading regulations, with a particular focus on equities, • Experience across regulatory reporting and trade surveillance This is an excellent opportunity to join a growing platform in a role that offers both breadth and long-term progression.

Surveillance Analyst | Market Abuse | Market Surveillance | Trade Surveillance Overview 🏢 Company | Capital markets, regulated trading infrastructure 👤 What you’ll be doing | Monitoring live trading activity, investigating market behaviour 🎯 Impact | Market integrity, regulatory oversight, market abuse detection 📏 Size | Mid-sized business, specialist and lean 🌟 What you’ll use | Market surveillance, FCA rule knowledge, Bloomberg / Refinitiv, equity market structure 📍 Location | London 💻 Hybrid | Hybrid working - 3 days in office 💰 Offer | Salary available on request 💎 Why this is worth a look | Real market exposure, direct regulatory work, broad surveillance remit, close access to senior stakeholders, and the chance to help improve the surveillance tooling rather than just live inside it The work If you like being close to the market, this is the kind of seat that gives you a proper view of what’s actually going on. You’ll be part of a surveillance team inside a regulated trading environment, monitoring live and T+1 activity across listed securities and helping protect the integrity of the market. That means reviewing alerts, spotting unusual behaviour, handling regulatory follow-up, and knowing when something is noise and when it deserves real attention. You won’t be boxed into a narrow monitoring-only seat either. You’ll get involved in how the surveillance function actually runs. That includes working on enhancements to the in-house surveillance system, helping test changes, supporting reporting, speaking with external clients, and contributing to investigations, governance, and control work that matters. If your current seat feels too procedural, this gives you more range. Three things stand out here: 1️⃣ You’ll work close to the market — not buried in a back-office admin process, but actively supervising trading activity and market behaviour. 2️⃣ You’ll get variety — alerts, investigations, client queries, regulatory documentation, system enhancement work, and broader surveillance support across asset classes. 3️⃣ You’ll be in a business where surveillance is part of the product and the infrastructure — which means your input carries more weight than it does in firms where surveillance is just a control function bolted on at the side. What you’ll be doing day to day You’ll spend your time across a mix of live surveillance, regulatory support, and operational control work, including: • Monitoring client activity across trading platforms in real time and T+1, • Reviewing alerts, identifying potential market abuse risks, and escalating where needed, • Supporting STOR-related work, investigations, and regulatory documentation, • Working with internal teams on surveillance system issues, testing, and enhancements, • Handling queries from clients around surveillance processes and tooling, • Maintaining core control items such as holiday calendars, reference prices, stock status, and trading notices, • Supporting governance work including weekly reporting, quarterly reporting, monitoring programme deliverables, and incident documentation What you’ll need This won’t suit someone trying to learn surveillance from scratch. You’ll need to have done this before in a relevant market environment. The three big things they care about are: • Market surveillance experience from a bank, broker, exchange, venue, or similarly relevant trading environment, • Strong understanding of FCA and exchange rules, market abuse risk, and the MAR5 risk analysis process, • Good grasp of equities and equity-related products, with the confidence to work across stakeholders and manage work without heavy supervision Useful background includes experience with Bloomberg, Refinitiv, regulatory reporting, STOR workflows, and handling external client interaction. Why you might move A lot of surveillance seats are repetitive. Same alerts. Same process. Same escalation path. This one gives you more breadth. You’ll sit in a regulated market setting, work closely with senior surveillance leadership, deal with real external stakeholders, and get exposure to both the control side and the technology side of surveillance. That’s a better platform if you want to sharpen your judgment, not just process tickets. Interview process 📅 Process | Introductory call with us > shortlist review > client interviews > offer What next If you’ve worked in market surveillance and want a seat closer to the market, the regulator, and the underlying surveillance infrastructure, apply and we can talk you through it properly in confidence.

A global investment firm is seeking a Quantitative Analyst to join their quantitative equities team. This role combines quantitative rigor with deep fundamental equity insights to support a disciplined, data-driven investment approach. Key Responsibilities: • Conduct quantitative research to strengthen the team’s understanding of valuation patterns, business fundamentals and risk dynamics across global equities, • Integrate financial statement analysis with broader market and sector analysis to generate investment recommendations, • Apply research findings to improve alpha signals and portfolio construction, • Collaborate closely with portfolio managers, helping refine investment frameworks in response to shifting market environments, • Share clear, evidence‑based conclusions both verbally and in writing, contributing to a culture of high‑quality research and constructive debate Candidate Profile: • 3-7 years’ experience relevant experience in a similar role, • Extensive knowledge of equity markets, • Strong interest in both fundamental and quantitative approaches, • Comfortable working financial and market datasets with an enthusiasm for AI applications, • Familiarity with quantitative analysis tools and languages, particularly Python and SQL, • Excellent communications skills with ability to explain complex ideas clearly to diverse stakeholders, • Strong intellectual curiosity and desire to expand technical and analytical skills, • Enjoys collaborating in a team-oriented environment Mason Blake acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. Mason Blake is an equal opportunities employer and welcomes applications regardless of sex, marital status, ethnic origin, sexual orientation, religious belief or age.

I am partnered with with a global multi-strat hedge fund looking for a senior electronic trading compliance professional to support the Head of Compliance and partner with colleagues globally. This is a high-profile role within the London office, offering exposure to senior management and the opportunity to take ownership of key compliance initiatives. Areas of focus will include trading floor compliance, market abuse controls, regulatory change, and broader support across global projects. Key Requirements • At least 7 years’ compliance experience within a hedge fund, investment bank, or asset manager; e-trading or equities advisory background preferred, • Strong knowledge of UK/EU/US regulatory frameworks, with experience across surveillance, monitoring, and regulatory engagement, • Excellent communication skills, sound judgement, and the ability to build effective relationships with senior stakeholders, • Strong academic background, • Organised, detail-oriented, and able to work independently in a fast-paced environment

The work This is a systematic quant researcher role within a cross-asset trading environment spanning holding periods from intraday (mins/hours) to weeks. You will own the full research pipeline: signal generation, testing, portfolio-level analysis, and work with live capital. The asset universe is broad: equities, futures, FX, credit, commodities, and ETF structures all feature. The problems are genuinely hard: signal decay, regime sensitivity, execution friction, and cross-asset correlation structure all matter here. You will be expected to form views, test them rigorously, and defend them. The infrastructure You will have access to data and compute infrastructure at a scale very few firms can match. Research custom trading models to compete with the scale of frontier LLMs, consuming trillions of tokens of market data. Experimentation here is not constrained by tooling, it is constrained by the quality of your ideas. How the team operates Research here is a shared endeavour, not a collection of siloed books. Every researcher has full visibility into every active strategy's code. There are no black boxes, no protected territories. The expectation is that collective understanding produces better research than individual ownership. Strategies are sized for their contribution to the portfolio as a whole, not as standalone entities. That means your work is evaluated at the system level, which rewards researchers who think carefully about covariance, capacity, and cross-strategy interaction, not just isolated backtest Sharpe. What we're looking for You have 3-10 years of experience in a systematic trading environment, a hedge fund, prop trading firm, or closely related research role. You have built and shipped predictive models against real market data, not just in simulation. You have a rigorous research methodology, and are driven by data and intuition to come up with novel ideas, and augment existing ones. Core requirements: • Strong statistical foundations: time-series analysis, factor modelling, signal research, • Python proficiency; C++ experience strongly preferred (you will be interacting with C++ day to day), • Experience across more than one asset class, or a clear track record in one with genuine appetite to work cross-asset, • Ability to take a research idea from hypothesis to backtested strategy to production-ready code, • Comfort operating in an environment where your work is visible and subject to peer scrutiny The right mindset: You are intellectually honest about what your models do and don't explain. You are more interested in understanding market structure than in protecting alpha. You find the idea of a shared codebase appealing rather than threatening. Where? London is a focus area, but realistically anywhere across the major financial hubs (NYC, Singapore, Hong Kong, Chicago).

£150,000-250,000 GBP Formulaic Bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Quantitative Portfolio Manager - London Anson McCade have partnered with an established Multi-Strategy Hedge Fund which is seeking Portfolio Managers to set up new trading teams or trade their own strategies independently. This firm has an extensive profitable track record, outperforming their peers, and is looking to continue this by setting up pods where Quant PMs will earn a % payout of their PnL. In this role, you will be responsible for the full research and trading pipeline of your own systematic strategies, covering intraday or mid frequency time horizons (Minutes-a week), across US equities, global futures, or single stock options/vol markets. In addition to managing your own strategies, you will be able to build a team and utilise the expertise of the top C++/Python Developers at the firm. The Role: • Research, development and trading of intraday or mid frequency cash equities, futures or options strategies., • Developing and optimising infrastructure and tools on an ad hoc basis., • Hiring and leading junior members of the team and leveraging the support of the CIO to improve performance and deal with challenges. Requirements:, • At least 5 years of experience in front office quant research in equities/ futures markets., • Proficiency in Python is required, C++ experience is desired, skills in R, Matlab, and SQL are also a plus., • A Bachelor's and Master's degree from a top University, PhDs are preferred but not required.

Our client, a well-established London-based hedge fund with a strong track record and several years of successful operation, is seeking to hire a Trade Settlement Analyst to join its growing team. This opportunity offers broad exposure across multiple areas of the business within a dynamic and fast-paced investment management environment. • Key Responsibilities Perform T0 and T+1 reconciliations across trades, cash, and positions, • Liaise closely with Prime Brokers and fund administrators to ensure timely resolution of breaks and efficient operational processes, • Manage corporate action monitoring and election processing, • Assist in maintaining and enhancing operational infrastructure and portfolio management systems, • Oversee cash management activities and daily margin monitoring, • Coordinate with both internal teams and external counterparties to facilitate daily trading operations, • Support FX share class hedging activities, • Assist with treasury-related operations, • Contribute to ongoing improvements across compliance, operational controls, and risk management processes, • Candidate Requirements Minimum of 3-8 years’ experience within operations or a related middle-office function at a hedge fund, proprietary trading firm, asset manager, or investment bank, • Proactive and entrepreneurial mindset, with the ability to perform effectively in a high-pressure environment, • Advanced Excel skills are essential; VBA or other programming knowledge would be advantageous, • Strong understanding of equities and equity market operations, • Excellent communication skills with the ability to work collaboratively within a lean team structure

£150k+ GBP Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Quant Developer - Equities Location: London or Dubai Permanent Our client are a market leading hedge fund, with a global reach in relation to their clients and offices. They are on the lookout for a talented Quant Developer with exceptional skills in python programming, and solid experience on equities focused projects Responsibilities for an Equity Derivatives Quant: • Core Trading Engine Development: Build, maintain, and enhance the core trading engine to support optimal performance., • Systematic Trade Automations: Create and implement automated trading systems to improve efficiency and drive results., • Collaborative Innovation: Partner with traders, researchers, and developers to understand needs and deliver tailored solutions. Requirements for an Equity Derivatives Quant: • Educational Background: Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, or a related field, • Extensive knowledge surrounding equities asset class, • At least 2 years experience within the financial services industry, • Hands on experience with object orientated programming, using Python, • Strong communication skills and confidence in working within a collaborative team environment. To hear more details please apply to this position or contact Ben Mortimore at Anson McCade. Job Reference: AMC/BMO/QD01

We are a leading hedge fund seeking exceptional Quant Developers to join our team of researchers and traders. This is a unique opportunity to work on cutting-edge strategies in a highly collaborative and intellectually rigorous environment. Role Overview As a Quantitative Developer, you will work closely with portfolio managers, researchers, and traders to design, implement, and optimize models and tools focused on volatility across asset classes. You will contribute to the full lifecycle of strategy development – from research and prototyping to production-level implementation. Key Responsibilities • Develop and enhance pricing, risk, and analytics libraries for volatility trading strategies., • Collaborate with quants and traders to translate research ideas into robust, scalable code., • Optimize existing infrastructure for speed, efficiency, and reliability., • Strong programming skills in Python and/or C++ (production-level experience required)., • Background in volatility markets (cross-asset or within any specific asset class such as equities, FX, rates, or commodities)., • Solid understanding of derivatives, stochastic processes, or numerical methods., • Experience building tools and libraries used in a live trading or risk management environment., • Advanced degree in a quantitative field (Mathematics, Physics, Computer Science, Engineering, or related)., • Experience working in a hedge fund, investment bank, or prop trading environment., • Competitive compensation and performance-based bonuses., • Exposure to cross-asset volatility strategies and cutting-edge research., • A flat, meritocratic culture where innovation is valued and rewarded. mailto:

Sunrise Brokers is an interdealer broker offering a comprehensive service across equities, commodities, credit, interest rates, foreign exchange and hybrid products. Located in Europe, the US and Asia, Sunrise Brokers is dedicated to providing world-class quality of service and continues to invest in systems, infrastructure and innovation to support its global client base. (sunrisebrokers.com) We are looking to add a member to our Administration team in London, to support our global operations. The successful candidate will have responsibility for Sunrise’s London office front desk, including answering phone calls, greeting visitors, general office management responsibilities and administrative assistance. Key responsibilities: • Ensuring the reception desk and switchboard are manned at all times, • Receiving visitors at the front desk by greeting, welcoming, directing and announcing them appropriately, • Operating the switchboard and answering calls, screening and forwarding incoming phone calls, taking and forwarding messages accurately, • Reservation of meeting rooms on Outlook, ensuring they are prepared with required catering and presentable at all times, • Keeping the reception, meeting rooms and kitchen areas tidy and well stocked, • Receiving and sorting daily mail/deliveries and organizing outgoing couriers, • Administration duties – ordering office supplies, reporting facilities issues, general team assistant duties – booking reservations, organizing team/client lunches, assist with employee expense administration etc., • Attendance record keeping and administration, • Ad-hoc EA responsibilities as requested by the business Skills / experience/personal attributes required: • Excellent organizational skills, • Experience as a Receptionist or customer service role, • Flexible and adaptable approach to changing business needs, • “Can do” attitude and happy to work as part of a small admin team, • Confident managing meeting room coordination, hospitality and visitor experience, • Able to work under own initiative in a methodical manner, • Professional and mature attitude, • Solid written and verbal communication skills, • Good time keeping and reliability, • Knowledge of MS Office

Hedge fund Operations Analyst - Python coding - 4&1 wfh model A global Multi Bn alternative HF, with a focus on derivatives and volatility strategies are looking to hire a Middle office analyst to join their high performing London team. This opportunity sits at the centre of trading operations, supporting the full lifecycle of complex financial products, acting as a key link between the trading desk and broader operational teams. The role covers trade booking across multiple products, supporting PMs with risk monitoring and issue resolution. It involves ensuring trade accuracy, coordinating with Sales and Operations on settlements, and overseeing key controls like P&L and EOD checks. A strong focus on continuously enhancing and optimizing processes through Python is a key aspect of this role too. The ideal candidate will have 1–3 years of experience in a Middle Office or Operations role, either on the buy side or sell side. A strong understanding of the trade lifecycle and related control processes is essential. While solid knowledge of equities is preferred, experience in at least one asset class such as fixed income, credit, FX, or commodities is also valued. Lastly, a proficiency in Python is essential; applicant should have hands on experience building tools to support and automate operational processes. Salary competitive, complemented by strong bonus potential. The firm also offer a flexible 4-and-1 working model

This is a high-frequency proprietary trading firm founded in 1998, seeking a Quant Developer to join one of its trading teams in London. Joining the EMEA Development team as a Quant Developer you will be in charge of improving the current research framework through the development of existing and new tools, and providing close day-to-day support to the quantitative research team on-site. Responsibilities: • Iterating quickly with on-site quantitative researchers on the research processes in order to improve the desk's quantitative trading strategies P&L, • Developing Python tools used in trading strategies research, • Improving the existing simulation/backtest framework, • Monitoring & maintenance of quantitative research jobs, • Bachelor's degree in Computer Science, Engineering, or a related field (or equivalent practical experience); Master's degree is preferred, • Very good knowledge of Python language and statistical libraries like Numpy, Pandas, Polars, • Minimum 5 years' experience in Python development, • Strong problem-solving skills, and the ability to work in a fast-paced, collaborative and geographically distributed environment, • Experience in C++ development, • Experience with scripting languages, such as Bash, • Experience with workflow management and task scheduling, • Competitive salary and discretionary bonuses, • 6 weeks of paid vacation per year, • Breakfast, lunch, and snacks on a daily basis, • International medical insurance, • Free gym membership, • For employees ineligible to participate in the CPF, the cash equivalent of the employer's CPF contribution, • Free events and workshops, • Donation matching program Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If this sounds like you, or you'd like more information, please get in touch: George Hutchinson-Binks (+44) 07885 545220 linkedin.com/in/george-hutchinson-binks-a62a69252

£200,000 - 400,000 GBP Onsite WORKING Location: London, Central London, Greater London - United Kingdom Type: Permanent A leading hedge fund is building out a centralised quantitative team at the core of its trading and risk infrastructure. This is a rare opportunity to join a greenfield build with firm-wide impact, working directly on the models, systems, and analytics that underpin capital allocation and risk management across the business. The Opportunity You will join a small, high-impact global team responsible for designing and implementing the firm's next-generation pricing, risk, and analytics platform. This is not a siloed role - your work will directly influence portfolio construction, risk visibility, and decision-making across all trading strategies. This is a foundational hire, not a replacement or incremental addition. The team is building from the ground up, with a mandate to create a single, consistent view of models, risk, and capital across the firm. Key Responsibilities • Develop and implement production-grade quantitative models across asset classes, • Build scalable infrastructure for pricing, risk, and analytics, • Contribute to the design of a centralised risk and model architecture, • Work closely with trading, risk, and portfolio management teams, • Deliver robust, well-tested code with a strong focus on quality and reliabilityWhat We're Looking For, • 3-7 years' experience in a quantitative research or quant development role, • Strong programming skills and ability to write production-quality code, • Proven track record of delivering real systems, not just research prototypes, • Solid understanding of financial models across one or more asset classes, • Pragmatic, delivery-focused mindset with strong ownershipPreferred Experience, • Exposure to rates and macro modelling (e.g. curves, bonds, curve infrastructure), • Experience upgrading or building pricing/risk infrastructure, • Broad asset class knowledge (credit, equities, FX, commodities) is beneficial

Job Role: Java Developer e-Trading Location: London Hybrid Rate: Flexible Start Date: ASAP Your role • We are seeking an experienced candidate to join our eFX Quantitative Developer team within Global Markets, • This is a fast paced and collaborative team that are responsible for the development and enhancement of the best-in-class eFX platform, • The team sits within the Global Markets Principal Flow Trading stream, and has a business reporting line, • You will be operating within a high-performing, fast paced quant development team, whose goals are directly aligned to the success of the business, • You will take ownership of initiatives from initial analysis through to design, implementation and delivery, • You will proactively suggest and drive through improvements to the platform and our framework, • You will be involved in every aspect of algorithmic trading:, • Market connectivity, • Designing, implementing and back-testing pricing and execution strategiesDesigning and building analytics to assess model and platform performance, • Latency analysis and optimisation, • Enhancing the proprietary eTrading framework that is used across the department Your team • A highly technical and innovative quant development team leading automated trading in FX, • Part of the Principal Flow Trading Quant Development department, alongside teams aligned to eRates, eCredit, FX Derivatives, Equity Derivatives, and Cash Equities, • Focused on maximising automation and performance in order to drive eTrading revenues, • Operating in a highly agile manner, releasing to production multiple times per day Your expertise • Strong business knowledge of electronic trading, ideally eFX, • Proven experience in designing and implementing low-latency, high-throughput, event-driven algorithmic trading platforms, • Collaboration with quantitative analysts to design and implement algorithmic trading models and controls, • Experience of producing model documentation and partnering with governance and second line of defence functions, • Advanced Java programming skills including approaches to low-latency Java like lock free data structures and low-garbage programming techniques, • Beneficial to have low level experience with messaging libraries and protocols including Aeron, Kafka, EMS, SBE, FIX, ITCH, OUCH, • Familiarity with time-series databases (preferably KDB) and Python for building analytics and reports, • Full stack development experience is an advantage (preferably React) particularly for building monitoring dashboards and trader-facing tools This role is advertised Via Hays

We are working with a leading, long‑term public‑equities investment business seeking an experienced Senior Equity Analyst (c.15 years’ experience) to join a high‑conviction research team based in London. The firm manages concentrated, fundamentally driven equity portfolios for institutional and wealth clients. The successful candidate will play a key role in idea generation, portfolio construction support, and the development of junior investment talent. Key responsibilities • Lead deep fundamental research on a defined coverage universe, producing clear, decision‑ready investment cases., • Drive idea generation and contribute meaningfully to portfolio construction and risk discussion., • Take a leadership role within the research team, including mentoring and developing junior analysts., • Engage actively with portfolio managers to challenge and refine investment theses., • Monitor existing holdings, update valuation work, and recommend position sizing and exits as conditions evolve., • Contribute to internal investment debates and periodic strategy reviews. Candidate profile • Approximately 12–18 years’ experience in public‑equities investing, ideally within high‑conviction, bottom‑up strategies (e.g. quality‑growth, value/contrarian, or concentrated long‑only / hedge funds)., • Strong track record of generating successful investment ideas and influencing portfolio outcomes., • Genuine passion for company analysis, with robust skills in financial modelling, valuation, and competitive‑dynamics assessment., • Clear, concise communicator, able to articulate complex ideas to portfolio managers and non‑specialist stakeholders.

Our client is a globally recognised long-only asset manager who is looking to appoint a Senior Investment Analyst to join a Global Sustainable Equities strategy. You will contribute to the generation of high-conviction investment ideas across global equity markets, with a particular emphasis on sustainability themes and energy transition sectors. Responsibilities • Conduct in-depth fundamental equity research on global companies, generating investment recommendations aligned with the fund’s sustainable investment framework, • Develop and maintain detailed financial models, valuation analyses and ESG assessments, • Identify and evaluate opportunities within energy transition sectors (e.g. renewables, electrification, clean mobility, resource efficiency), • Monitor existing portfolio holdings and provide ongoing research updates, • Attend and lead company management meetings, industry events and expert calls, • Collaborate with the broader investment team to generate new sustainable investment ideas and thematic insights, • 5-10 years’ experience in equity research, ideally within buy-side or sell-side environments, • Demonstrated expertise in energy transition sectors, • Passion for sustainable investing, • Strong financial modelling and valuation skills with the ability to articulate investment theses clearly, • Solid understanding of ESG factors and their impact on long-term value creation, • CFA qualification preferred, • Strong communication skills with the ability to engage both internal stakeholders and external clients

Mondrian Alpha is a leading advisory search firm focused on delivering comprehensive solutions to our alternatives clients. Our consistent focus has allowed us to develop an excellent reputation and a well-known brand as specialist search consultants within our various buy-side markets. We have offices in London, New York and Dubai. The Market: Operating across Hedge Funds, Private Equity and Private Credit, we partner with the most sophisticated and creative financial minds in the world in order to help them build out their strategies, teams and products. The Role: Working directly with a Principal/Partner to continue our strategic build-out within specific markets including Macro, Credit, Fixed Income, Commodities, Quant/Systematic, Fundamental Equities and Private Credit. • Working directly with a Principal/Partner on executive search mandates for our existing client base., • Partnering closely with blue-chip funds to develop their teams and help manage strategic build outs across Europe, the US and Asia., • £35,000.00 base with £15,000.00 expected first year bonus - very competitive compensation with a clear compensation progression path., • Opportunities for promotion and market ownership as your client ownership abilities develop., • International exposure and relocation opportunities to our international offices., • Opportunity to work in a fast paced environment with the brightest financial minds on the market., • We have a track record of developing graduates into market leading consultants in the finance industry.

CassonX are thrilled to have been recommended to recruit for this high performing Equity strategy Hedge Fund, that is renowned for hiring the best in class individuals across their business. Not only do they boast exceptional performance on $2.5bn of assets, but the COO is renowned for nurturing and developing youthful talent, giving them hugely varied responsibilities, that gives knowledge and growth for talented careers of their staff. What an incredible opportunity for someone to recognise their outstanding talent. To be considered for this unique opportunity, CassonX are looking to identify someone at the start of their career (1 – 3 years experience) and would like to be the “future” COO of a fund. Not only will you have superlative education, at least achieving a 2:1 in a mathematics / business / engineering type degree from a top university, but you will be ambitious, hard working, logical, able to communicate at all levels of seniority and numerically talented. You will have gained some experience in Operations, Trade Support/Middle Office, NAV/Valuations, coming from a Prime Broker, Trading Firm or Investment/Asset Manager, but preference will be given to those already working a Hedge Fund and with exposure to Equities in Public and Private Markets. What CassonX loves is that this is not just an Operations role. It almost feels like a junior COO or business manager role where the successful individual will see so much of how infrastructure works in a boutique fund. This incredibly broad role will see you support things like fund accounting, valuations, trade flow processes, financial reporting, AI and automation, internal IT systems, cybersecurity, compliance requirements and reporting. But the best part is the COO will take you completely under their wing, and give you a long term plan to develop and be the future of their business. A detailed job description is available to those who send a relevant CV. CassonX Limited are committed to providing fair employment opportunities to all applicants. We encourage anyone to apply, regardless of their background, and promote a fair and inclusive recruitment process based on merit. If you require any assistance throughout the interview process to improve your experience, kindly let us know.

About Dragon Capital Dragon Capital is a Vietnam-specialist investment firm founded in 1994, managing assets across public equities and fixed income. We are the oldest and largest private asset manager in Vietnam by AUM and a recognised authority on the country as an asset class. Vietnam is the last of the major East Asian growth stories, with significant economic and capital market development still ahead. In 2025, it delivered c.8% GDP growth at a time when much of the developed world was slowing. The country is in the middle of a sweeping programme of structural reform, a deepening domestic consumption base, sustained foreign direct investment inflows, and a FTSE Russell upgrade from Frontier to Emerging Market status. International investor engagement with Vietnam remains underpenetrated relative to its economic trajectory, creating a meaningful opportunity for early movers. As with any emerging market, this opportunity comes with complexity, from market structure to liquidity, and requires a thoughtful, long-term approach. Dragon Capital's London office is a strategic hub whose influence extends well beyond its size, acting as the firm's primary interface with international investors seeking exposure to this opportunity. The Role We are hiring a Fundraising Executive to drive investor acquisition and relationship development across the UK and Europe, with a primary focus on family offices and select institutional allocators. You will own significant parts of the sales process from prospecting through to onboarding, work directly with senior leadership, and gain exposure to the full investor value chain. In the near term, success is defined by expanding our reach: opening doors, building a high-quality pipeline, and ensuring that when our investment team is in market, they are meeting new and relevant investors. Over time, this translates into meaningful AUM growth across our platform. This is not a pure relationship management role. It requires both the discipline to build and maintain a pipeline from a standing start, and the judgement to engage credibly with sophisticated investors. You will work closely with the investment team in Vietnam, gaining direct exposure to portfolio managers and contributing to how the firm presents its investment thinking internationally. Key Responsibilities Systematically identify and develop new investor relationships across Europe, with a focus on family offices, private banks, and select institutional allocators seeking emerging market exposure. Build and maintain a high-quality prospect universe. Develop target lists, prioritise outreach, and ensure consistent progression from first contact to active engagement. Manage the sales pipeline with discipline. Maintain accurate CRM records, track engagement systematically, and ensure consistent follow-up. Promote Dragon Capital's fund range, including our London-listed fund Vietnam Enterprise Investments Limited (VEIL), our UCITS strategies, and our US-listed ETF (KPHO), alongside bespoke mandates for sophisticated investors. Tailor the investment case to each audience. Propose and manage a roadshow calendar, ensuring effective investor coverage across key European markets. Monitor market trends, competitor positioning, and shifts in allocator sentiment to inform sales strategy and product development. Coordinate closely with the Vietnam-based investment team, the London-based product specialist, and compliance to ensure consistent messaging and regulatory alignment. Provide regular reporting on pipeline activity, conversion, and investor feedback to senior management. What We're Looking For 2 to 5 years of experience in fund sales, distribution, or investor relations, ideally within emerging markets or cross-border asset management. Candidates with more experience who are looking for greater ownership than their current platform allows are also encouraged to apply. Experience engaging with European family offices, wealth platforms, or institutional allocators. An existing network is helpful but not essential; the ability to build one is. Evidence of initiative and drive. This role rewards individuals who are willing to do the work required to build a pipeline, not just maintain one. Strong organisational discipline. You build lists, track detail, and maintain a clean, actionable pipeline. A proactive sales mindset and confidence to initiate new relationships. Experience with structured sales processes and CRM systems such as Salesforce. Strong written and verbal communication, with the ability to translate complex investment ideas into clear, compelling narratives for sophisticated investors. Fluency with AI tools for research, outreach, and content development. We expect this to be part of how you work, not a novelty. An interest in emerging markets and the curiosity to develop a deep understanding of Vietnam as an investment case. Vietnam-specific knowledge can be learned; strong sales instincts cannot. Bachelor's degree in a relevant discipline. CFA, IMC, or FCA approval is a plus but not required. Why This Role Dragon Capital's London office is a lean team with no large supporting infrastructure behind it. That is a deliberate design choice, not a limitation. You will work directly with senior colleagues, take ownership of how the firm engages with investors, and have a direct impact on commercial outcomes. For the right individual, this is a faster path to a senior commercial position than a traditional asset management career would offer. Vietnam is still early in its global institutional adoption. The opportunity to build both a network and a track record in a market at this stage of development is rare, and unlikely to last indefinitely.

About the Company: This is a quantitative trading and investment firm with a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges. They are looking for a 'full stack' FPGA developer with at least 3 years of industry experience in hardware development to help build out hardware platform for low latency trading. Responsibilities: • Design, implementation, test, integration and delivery of low latency trading systems., • Development of low latency designs in Verilog/System Verilog, • Development of test harnesses to verify developed items using self-checking test benches, BFMs, etc., • Integration of the developed firmware on the target hardware with other system components and software, • Release of developed items, • Contribute to peer design reviews, • Undertake requirements capture, • Work in fast moving, short feedback development environment, • Ensure that all business activity is conducted in line with company values, policies and ethics codes of conduct, • Degree qualified in electronics/engineering related subject; however, experience will be considered in lieu of formal academic qualifications, • 3 years of industry experience, • Excellent design standards and strong debug skills, • Hands on Digital Design and FPGA Architecture experience is required, • Strong problem-solving and analytical skills, • An appreciation of digital hardware design, • Experience of developing self-checking testbenches, BFMs, • An appreciation of other engineering disciplines; Software, Networking, • Familiarity with digital communications protocols and general networking experience, • Experience of developing on large Altera and Xilinx FPGAs, • Experience in writing RTL in Verilog/System Verilog or VHDL, • Working knowledge of the following engineering tools - Vivado and Questasim, • Experience of working in a linux-based development environment, • Great People. Curious engineers, mathematicians, statisticians who like to have fun while achieving their goals, • Transparent Structure. Employees know their ideas and contributions are valued, • Relaxed Environment. A flat organizational structure with frequent activities for all employees, such as yearly offsites, happy hours, corporate sports teams, etc., • Health & Wellness Programs. Believing that a balanced employee is more productive, a stocked kitchen, gym membership and generous vacation packages are just some of the perks offered Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If this sounds like you, or you'd like more information, please contact: George Hutchinson-Binks (+44) 07885 545220 linkedin.com/in/george-hutchinson-binks-a62a69252

Eton Clarke has partnered with a leading Global Investment Bank to identify a Senior VP/ Director-level Rates Sales professional to join its London team. This hire is a key part of the bank’s strategic build-out of its Interest Rates Derivatives franchise, with a strong focus on origination, client onboarding, and revenue generation. The successful candidate will work in close alignment with the trading desk and the wider fixed income platform to deliver growth. Key Responsibilities • Drive sales across interest rate cash and derivative products., • Originate, develop, and maintain relationships with UK institutional accounts, including Real Money and Hedge Fund clients., • Collaborate with trading and structuring teams to deliver client-focused solutions., • Play a pivotal role in expanding the bank’s Rates Derivatives footprint in the UK market. Candidate Requirements • Proven track record of revenue generation within Interest Rates Derivatives Sales., • Strong technical ability to price interest rate products., • Highly motivated self-starter with excellent communication, analytical, and problem-solving skills., • Strong team player with the ability to work collaboratively across functions and build long-term client relationships., • London-based or willing to relocate. This is an exciting opportunity for a driven Rates Sales professional to join a global platform at a pivotal stage of growth. Eton Clarke provides recruitment solutions across the five main asset classes; credit, interest rates, commodities, foreign exchange and equities. With senior consultants specialising on each asset class and an array of institutional clients, we are confident we can add value to your job search. Keep updated on our current and active mandates at Keywords: Banking Jobs, Eton Clarke, Finance Jobs, Fixed Income Jobs, Flow Interest Rates, Interest Rate Sales, Interest Rates jobs, London Jobs, HF, Hedge Funds, Sales jobs, UK Fixed Income Jobs, Jobs in London, IRD Sales, Derivatives Sales, Institutional Accounts, Swaps, Options, Government Bonds, Inflation

A Mayfair-based, Private Investment Office is hiring an Investment Reporting Analyst as it prepares to open to third-party capital. The firm invests across public equities, hedge funds, private equity, and real estate. Reporting to the COO, you will take ownership of investment reporting, performance measurement, and attribution across a multi-asset portfolio. You’ll work closely with the investment team and risk committee, delivering clear insight into performance drivers and portfolio exposures. The role will suit someone with 3-10 years’ experience in performance, reporting, within asset management or a family office environment. Strong Excel and data handling skills are essential, alongside the ability to communicate with senior stakeholders. CFA or CIPM is advantageous. A high-visibility role offering broad exposure and the opportunity to shape reporting in a growing platform.

Role: Client Services Analyst Business Area: Post Trade Regulatory Reporting Solutions Role Overview Join a fast-moving, customer-focused team at the heart of post-trade regulatory reporting. Our solutions support global sell-side and buy-side firms in handling operational risk and meeting regulatory obligations across reconciliations, reporting, and trade confirmations. You'll be the trusted first point of contact for our broad client base. You'll combine client service excellence with technical investigation, helping clients resolve issues quickly while driving service improvement. You will provide Tier 1 client support to banks, hedge funds, and other financial institutions. The role focuses on responding to client queries, performing initial investigations, coordinating with internal teams, and proactively improving client experience. The Analyst also prepares for and runs monthly operational meetings with our most important customers reviewing service performance, ticket trends, and ongoing issues as well as the management of any open JIRA items. Key Responsibilities • Responding to customer queries and performing Tier 1 investigations in line with defined SLAs, • Handle support tickets via the Customer Portal hosted on Salesforce, ensuring accurate logging, tracking, and ownership until resolution, • Raise defects to Development, QA, Product, Professional Services teams whilst keeping clients fully updated in their progress, • Develop and maintain a good functional understanding of the business services and solutions provided, • Issue service notifications and broadcast communications to users., • Collaborate effectively with internal partners including development, QA, solutions, and professional services teams, • Partner with the Head of Client Services / Team Lead to continuously improve service quality, identify ticket reduction opportunities, and proactively support clients, • Coordinate and lead monthly operational review meetings with key clients, understanding themes, open defects, and client concerns., • Maintain and update internal documentation to ensure knowledge accuracy and accessibility, • Develop knowledge base articles and client tooling to reduce incoming ticket volumes, • Act as a strong voice for client-impacting defects, highlighting their prioritisation and resolution with product owners and scrum teams, • Use SQL, MFT Anywhere, and related tools to proactively investigate client issues in a timely manner, • Running training sessions with new clients to ensure they get the most from the application.Essential Experience & Skills, • 2-3 years' experience in a helpdesk, customer support, or client-facing operational role, • Strong client-centric demeanor with confident customer interaction via phone and ticketing systems, • Excellent written and verbal communication skills, with the ability to collaborate efficiently across teams, • Strong presentation and meeting facilitation skills, capable of explaining sophisticated technical issues in clear, client-friendly language, • Experience in post-trade processing, including equities, equity derivatives, or other financial instruments, • Knowledge of reconciliations and/or transaction and regulatory reporting processes, • Professional proficiency in English (reading, writing, speaking, and listening)Nice to Have, • Knowledge or experience with MiFIR and/or EMIR regulatory reporting, • Basic SQL knowledge or exposure to another programming language for investigative support work, • Basic understanding of networking concepts, including FTP/SFTP, • Familiarity with JIRA, Confluence, and/or ServiceNow London Stock Exchange Group (LSEG) Information: Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you. LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth. Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions. Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering. LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives. Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject . If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

Job Purpose With approximately 5 million contracts cleared every day across multiple asset classes, ICE Clear Europe (ICEU) is one of the world's most diverse and leading clearing houses. As a clearing house, ICEU performs a critical role in ensuring market stability especially through periods of volatility and increased uncertainty. It provides central counterparty clearing and risk management services for global energy, interest rate, equity index, and agricultural derivatives. We leverage advanced quantitative models to effectively manage market risk for exchange-traded derivatives, credit risk of clearing members and counterparties, and liquidity risk associated with posted collateral. Our risk framework ensures resilience in dynamic market conditions while upholding the highest regulatory and operational standards. ICE Clear Europe is seeking a Director, Model Risk Management to lead its Model Risk Management team. The Model Risk Management team, part of the Risk Oversight Department, is responsible for all aspects of model risk, encompassing model governance & control, model validation, and model performance monitoring across a wide range of applications. This role is responsible for validating and monitoring risk models used in the clearing house, ensuring their accuracy, robustness, and compliance with regulatory standards. The position involves end-to-end model risk assessment across initial margin, add-ons, and stress testing frameworks, with a focus on market, credit, and liquidity risk. Specifically, the role extends significantly beyond model validation work to include broad model performance assessment, reviews of daily business decisions regarding model usage, new products, model changes and technical regulatory requirements. You will bring expertise on derivative pricing models, market, credit, margin, and liquidity risk models, stress testing, as well as model performance and policy issues. Asset classes covered include interest rates, equities, energy, agriculture, and funding products such as repo. This is an exciting opportunity for a technical expert looking for broader model and management exposure in a collaborative and flat organizational structure at the centre of financial markets. Responsibilities • Manage and perform technical validations of pricing and risk models. This consists of assessing the conceptual soundness, performance and implementation of a model as well as the use, compliance with regulation and performing quantitative analyses, independent testing and challenging of data and models., • Write and review high quality, detailed validation reports tailored to the audience (management, regulators). These include a detailed scope, model description, testing results and recommendations for model enhancements., • Ensuring compliance with model risk governance framework and regulatory requirements (e.g. EMIR, PFMI)., • Interacting with model owners, model developers, senior management etc., by whom your report and recommendations will be discussed and challenged., • Present to risk committees at executive and Board level and represent, • Manage development cycles of the Risk Oversight analytics library used to support validation, on-going monitoring activities, management and Board reporting metrics., • Acting as an expert sounding board on risk and regulatory quantitative matters, providing support to other team members., • As required, undertake ad hoc projects which may extend beyond a strict validation and/or monitoring categorization. Knowledge and Experience • Work experience as a Quantitative Analyst in either a Model Development or Validation Role at a financial services institution, • Experience with CCP regulations (EMIR, CFTC, PFMI), banking regulations (FRTB) or CCP risk management (margining, default waterfall, auction), • Management experience, leading teams of quantitative analysts, • Excellent project management skills, • A postgraduate degree in a quantitative discipline (i.e., mathematics, computer science), • Strong programming in Python, • Strong analytical skills, • Strong verbal and written communication skills in English, • Teamwork and a collaborative attitude, • Ability to present complex issues in a clear and concise manner, • Confidence and the ability to provide challenge Desirable Knowledge and Experience • Additional qualification in Mathematical Finance, • Familiarity with the banks or clearing regulatory frameworks for Model Risk and industry best practices, • Familiarity with Valuation and/or Risk Models (e.g. derivative pricing, market and counterparty credit risk models, VaR, backtesting, stress testing models) across asset classes, • Experience with regulatory interaction or submissions, • Good understanding of model governance including development and validation documentation requirements, • Familiarity with SQL and Tableau

Role:- • Perform rigorous and innovative research to discover systematic anomalies in the equities market, • End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation, • Identify and evaluate new datasets for stock return prediction, • Maintain and improve portfolio trading in a production environment, • MS or PhD in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics, • 3+ years of work experience in systematic alpha research in cash equities, with exposures to statistical arbitrage or alternative data research, • Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus, • Experience with signal blending and portfolio construction, • Demonstrated proficiency in Python, • Highly motivated, willing to take ownership of his/her work Please send a PDF CV to

Group Director, Head of Sales - EM EA Workflow Solutions Data & Analytics Division We areseekingan accomplished and visionary Group Director, Head of Sales - EMEA Trading & Investment Solutions to join our senior leadership team. This role carries full accountability for driving EMEA revenue growth across investment banking, wealth management, execution, and trading solutions, serving both buy-side and sell-side institutions. You will lead large, diverse sales teams across the region, shape go-to-market strategy, and partner closely with product, technology, and customer success to deliver differentiated, client-led outcomes. Success in this role requires deep market credibility, strong executive presence, and a passion for building enduring customer partnerships. WhatYou'llBe Doing: • Lead, coach and develop a high-performing management layer, strengthening succession, performance management, and leadership capability across EMEA., • Own and deliver against a double digit annual gross sales target, driving sustainable growth across existing and new clients., • Lead commercial strategy across sell-side and buy-side segments, with responsibility for trading and execution solutions including FX, electronic trading platforms, Fixed Income, Equities, Energy, and Commodities., • Act as a senior client advocate, ensuring customer needs directly shape sales strategy and execution., • Shape the multiyear commercial and go-to-market strategy, driving transformation, sales excellence and operating rhythm discipline., • Build andmaintainsenior-level client relationships across trading desks and executive stakeholders., • Partner with Product, Technology, Legal, Finance, and Customer Success teams., • Foster cross-regional alignment and collaborate closely with global trading leadership to ensure consistent execution, • Act as a thought leader within the executive leadership team., • Ensure compliance with regulatory and legislative requirements across EMEA. WhoWe'reLooking For: We're looking for an exceptional senior commercial leader-one who combines deep market expertise with enterprise level leadership, strong people stewardship, and the ability to influence across complex global environments. You will bring: • Extensive senior leadership experience within capital markets, electronic trading, or execution solutions across EMEA, • Strong understanding of sellside and buyside trading workflows, spanning FX, Fixed Income, Equities, Energy and Commodities. Credibility with senior trading leaders, C-Suite, and broader front office stakeholders., • Demonstrated ownership of significant commercial targets and ability to drive sustainable, profitable revenue growth, • Strong customer-centric mindset., • Strategic, Enterprise Minded Leadership with the ability to balance big picture vision with hands on execution, bringing discipline to forecasting, pipeline excellence, and sales governance., • A mindset that embraces innovation, continuous improvement, and the adoption of AI & digital tools and insights., • Exceptional People Leadership & Culture Building with commitment to creating a high performance, inclusive, growth-oriented culture that empowers teams and reinforces LSEG values., • Proven ability to lead large, geographically distributed, multilayered sales organisations, developing leadership capability at Director and senior manager levels., • Outstanding communication and influencing skills, with the ability to engage senior executives internally and externally. Comfortable operating within a matrix environment, partnering with peers across regions and functions., • Fluent Englishrequired; anyadditional European language welcomed London Stock Exchange Group (LSEG) Information: Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you. LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth. Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions. Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering. LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives. Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject . If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

Quantitative Developer - London Work model: Hybrid (4 days in office) Level: 3 years’ experience We are working with a technology-led hedge fund spin-out building a next-generation portfolio management and analytics platform used across multiple asset classes. The role sits within a Cross-Asset Development team focused on building and enhancing a scalable front-office platform supporting trading, risk, and analytics functions. This is a highly engineering-focused Quant Developer position, combining software development with exposure to financial markets and derivatives. Role Summary You will be responsible for developing and maintaining core components of a production trading and analytics platform, working closely with quants, traders, and product stakeholders. The role is primarily focused on platform engineering rather than quantitative research or model development. Key Responsibilities • Develop and enhance core platform services in C#, • Implement analytics and model components into production systems, • Support and extend a proprietary analytics library in C++, • Build supporting tools and scripts in Python, • Work across distributed, cloud-based infrastructure, • Provide production support across multiple asset classes, with a focus on ratesTechnology Environment, • C# (primary platform language), • C++ (quant analytics library), • Python (calibration, tooling, automation), • SQL / data tools, • Cloud-based distributed computing (AWS-style environment), • CI/CD and version control tooling, • Market data / trade ingestion systemsEssential:, • 3+ years’ experience in front-office or trading-focused development, • Strong coding ability in C# and/or Python, • Solid software engineering fundamentals (data structures, algorithms, design principles), • Exposure to interest rate derivatives or broader fixed income markets, • Strong analytical mindset and problem-solving ability, • Degree in a technical or quantitative disciplineDesirable:, • C++ experience, • Exposure to FX, Credit, Equities or Commodities derivatives, • Experience working directly with traders or portfolio managers

A Mayfair-based, FCA regulated Private Investment Office is hiring an Investment Accountant as it prepares to open to third-party capital. The firm invests across a diverse multi-asset portfolio including public equities, hedge funds, private equity, and real estate. Reporting to the COO, this is a broad, hands-on role working closely with the investment team and overseeing all aspects of investment accounting and reporting. You will take ownership of the books and records across multiple investment entities and structures, ensuring accuracy, control, and timely reporting across the platform. Key responsibilities: • Maintain accurate books and records across investment entities and structures, • Review monthly, quarterly, and annual portfolio reporting and financial statements, • Reconcile investment positions with custodians, fund administrators, and brokers, • Oversee outsourced service providers and, over time, take ownership of the reporting function, • Support the preparation of audited financial statements and liaise with auditors, • Develop and enhance financial controls, processes, and documentation, • Manage cash positions, liquidity, and capital activity (calls, distributions, reinvestments), • Drive improvements in reporting processes, systems, and automation Candidate profile: • 3–6 years’ experience in investment accounting within asset management, family office, or private markets, • Strong understanding of multi-asset portfolios and complex structures (funds, SPVs, partnerships), • Experience working with fund administrators and external service providers, • Strong Excel skills and attention to detail, • Confident working in a hands-on, evolving environment, • ACA / ACCA / CIMA (or equivalent) preferred A high-impact role within a growing platform, offering broad exposure across asset classes and the opportunity to build and shape the investment accounting function.

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a commitment to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It's how we've contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years. Through a comprehensive suite of trusted financial market infrastructure services - and our open-access model - we provide the flexibility, stability and trust that enable our customers to pursue their ambitions with confidence and clarity. LSEG is headquartered in the United Kingdom, with significant operations in 70 countries across EMEA, North America, Latin America and Asia Pacific. We employ 25,000 people globally, more than half located in Asia Pacific. LSEG's ticker symbol is LSEG. OUR PEOPLE: People are at the heart of what we do and drive the success of our business. Our culture of connecting, creating opportunity and delivering excellence shape how we think, how we do things and how we help our people fulfil their potential. We embrace diversity and actively seek to attract individuals with unique backgrounds and perspectives. We break down barriers and encourage teamwork, enabling innovation and rapid development of solutions that make a difference. Our workplace generates an enriching and rewarding experience for our people and customers alike. Our vision is to build an inclusive culture in which everyone feels encouraged to fulfil their potential. We know that real personal growth cannot be achieved by simply climbing a career ladder - which is why we encourage and enable a wealth of avenues and interesting opportunities for everyone to broaden and deepen their skills and expertise. As a global organisation spanning 70 countries and one rooted in a culture of growth, opportunity, diversity and innovation, LSEG is a place where everyone can grow, develop and fulfil your potential with meaningful careers. Role profile: Entity description LCH Ltd is a leading clearing house with a global presence. We partner with market participants globally to offer clearing services for a diverse range of asset classes, including equities, fixed income, FX, rates and repos. With continuous innovations and the most sophisticated risk management standards attainable in the market today, combined with the flexibility of our 'open' model, LCH sets the bar for choice and efficiency in the marketplace. Role description This Manager role will report to the LCH Business Controls Officer. This is a first line specialist role focusing on Risk Governance, Risk and Control Assessments, Issue/Action Management, Lessons Learnt and KRI management for the entity as a whole. The role focuses on championing high-quality risk management practices. This role requires strong stakeholder management skills across the three lines of defence within LCH Ltd and the wider LSEG organisation. Key responsibilities of the role: • Lead the co-ordination of the annual Risk and Control Assessment exercise for the entity and the Services. This includes running workshops with the Control functions, liaising with the 2LOD on feedback and assisting the Service BCO teams in this exercise., • Lead the LCH Ltd BCO specific KRI production for various governance for a across the entity and Group., • Create and train 1st line teams on what a good inherent, residual and control description" looks like and ensure that the level 2 risks are enhanced in line with the above., • Lead a LCH Ltd wide Lessons Learnt" forum that captures the lessons learnt from internal, Markets wide and external incidents that could impact LCH Ltd., • Lead the timely management & closure of Issue and Findings covering Critical, Significant, Moderate and Limited across LCH Ltd., • Ensure that the 1LOD led NFR governance meetings are robustly run in line with their terms of reference with standardised packs and agendas., • Lead & represent LCH Ltd BCO on developing any entity specific Risk Training modules and assist in their delivery to the wider teams., • Seek opportunities to further improve the effectiveness and efficiency of proactive risk management within LCH Ltd.Skills, Knowledge & Experience:, • Experience in 1st line risk management (financial services experience preferable)., • Strong organisational skills and the ability to prioritise., • Confident communicator, able to produce clear documentation and presentations., • Proficient in Microsoft Excel and confident using Microsoft 365 (Word, PowerPoint, Teams, SharePoint)., • Comfortable working independently, taking initiative, and using sound judgement., • Strong relationship-building skills and a collaborative mindset., • Good problem-solving ability with a proactive, can-do approach., • Knowledge of regulatory expectations is essential., • Questioning and continuous improvements mindset.What you will get in return: London Stock Exchange Group (LSEG) Information: Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you. LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth. Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions. Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering. LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives. Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject . If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a commitment to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It's how we've contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years. Through a comprehensive suite of trusted financial market infrastructure services - and our open-access model - we provide the flexibility, stability and trust that enable our customers to pursue their ambitions with confidence and clarity. LSEG is headquartered in the United Kingdom, with significant operations in 70 countries across EMEA, North America, Latin America and Asia Pacific. We employ 25,000 people globally, more than half located in Asia Pacific. LSEG's ticker symbol is LSEG. OUR PEOPLE: People are at the heart of what we do and drive the success of our business. Our culture of connecting, creating opportunity and delivering excellence shape how we think, how we do things and how we help our people fulfil their potential. We embrace diversity and actively seek to attract individuals with unique backgrounds and perspectives. We break down barriers and encourage teamwork, enabling innovation and rapid development of solutions that make a difference. Our workplace generates an enriching and rewarding experience for our people and customers alike. Our vision is to build an inclusive culture in which everyone feels encouraged to fulfil their potential. We know that real personal growth cannot be achieved by simply climbing a career ladder - which is why we encourage and enable a wealth of avenues and interesting opportunities for everyone to broaden and deepen their skills and expertise. As a global organisation spanning 70 countries and one rooted in a culture of growth, opportunity, diversity and innovation, LSEG is a place where everyone can grow, develop and fulfil your potential with meaningful careers. Role profile: Entity description LCH Ltd is a leading clearing house with a global presence. We partner with market participants globally to offer clearing services for a diverse range of asset classes, including equities, fixed income, FX, rates and repos. With continuous innovations and the most sophisticated risk management standards attainable in the market today, combined with the flexibility of our 'open' model, LCH sets the bar for choice and efficiency in the marketplace. Role description This Senior Manager role will report to the LCH Business Controls Officer. This is a first line specialist role focusing on Business Continuity Management and Crisis Management for the entity as a whole. The role focuses on championing high-quality risk management practices, assessing and monitoring the risk profile of the six business services within the entity, and ensuring compliance with LSEG and LCH Ltd risk appetite. This role requires strong stakeholder management skills across the three lines of defence within LCH Ltd and the wider LSEG organisation. The successful candidate will ensure operational readiness, coordinate and execute BCM exercises and incident response procedures, and uphold alignment with Group standards and regulatory requirements. Key responsibilities of the role: You can expect to lead all of the following areas: Crisis Management & Incident Coordination • Lead the coordination and administration of Crisis Management Team (CMT) activities, including documentation, communications, meeting logistics, and stakeholder engagement., • Lead the invocation and operational management of Bronze CMTs during incidents, ensuring communication protocols, escalation pathways, and response procedures are followed effectively. Scenario Exercises & Industry Engagement, • Support the delivery of annual Group-led Important Business Service (IBS) scenario exercises, ensuring strong participation and effective analysis of outcomes., • Lead in planning and coordinating external industry exercises, engaging relevant internal stakeholders and capturing lessons learned to strengthen organisational resilience. BCM Documentation & Standards Compliance, • Maintain central BCM documentation, Teams channels, and evidence repositories, ensuring information is accurate, organised, and accessible., • Analyse recovery strategy testing results and work with Business Continuity Coordinators to track completion, highlight gaps, and escalate required remediation to appropriate stakeholders., • Coordinate periodic testing across Services and Functions (e.g., EMIR switch testing, WAR site testing), ensuring schedules, outcomes, and follow-ups are well managed., • Ensure alignment with Group Crisis Management and BCM standards and support ongoing compliance with policy and regulatory expectations., • Coordinate updates to BCM documentation - including BIAs, BCPs, and recovery strategy details - across Services and Functions within LCH Ltd to ensure consistency and adherence to policy requirements. Operational Support & Coordination, • Support day-to-day BCM activities, including tracking actions, monitoring progress, and ensuring timely status updates., • Engage regularly with Business Continuity Coordinators to build understanding of BCM requirements and support the effective delivery of their obligations., • Seeks opportunities to improve the effectiveness and efficiency of the BCO function., • Applies expert understanding of legislation, regulatory and compliance requirements specific to LCH Ltd, and external best practices, to develop and implement recommendations to enhance risk monitoring and reporting.Skills, Knowledge & Experience:, • Experience in Business Continuity, Crisis Management, Operational Resilience, or Operational Risk (financial services experience ideal)., • Strong organisational skills and the ability to prioritise in a fast-paced environment., • Confident communicator, able to produce clear documentation and presentations., • Comfortable working independently, taking initiative, and using sound judgement., • Strong relationship-building skills and a collaborative approach., • Good problem-solving ability with a proactive, can-do approach., • Proficient in Microsoft Excel and confident using Microsoft 365 (Word, PowerPoint, Teams, SharePoint)., • Awareness of regulatory expectations, • Questioning and continuous improvement mentality.What you will get in return: London Stock Exchange Group (LSEG) Information: Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you. LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth. Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions. Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering. LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives. Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject . If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

Risk Data Operations Manager (Director) – Asset Management / Investment Management £100K-£120K per annum plus bonus & Benefits Our client is a leading Asset Management company and is currently looking for a data expert in the domain of portfolio risk analytics to lead a Risk Platform Operations team responsible for ensuring that all vendor and internal portfolio risk analytics used for risk management and portfolio construction are delivered consistently, accurately and on a timely basis. The team are the stewards of risk analytics data and focus on quality control of all data that feeds into portfolio risk analytics, including security factor exposures and proxies, factor returns and covariance matrices, fundamentals data, security T&Cs, and portfolio holdings. The successful candidate will provide data expertise to portfolio and risk managers who use portfolio risk models and engineering teams which build production processes around them. You will also mentor more junior members of the team, helping them gain the domain expertise necessary to root-cause daily issues effectively, work with internal and external data providers to resolve issues at source, answer investor questions, and develop automated systems for identifying data quality issues. Experience Required: • Proven experience with market risk models from leading vendors such as Barra (BarrOne), Axioma, Northfield, and Bloomberg (Bloomberg PORT)., • Strong analytical capabilities with a demonstrated ability to comprehend large datasets and implement effective data quality controls., • Proactive and self-motivated approach, with the ability to work independently while providing oversight and mentorship to junior team members., • Deep understanding of financial data including security, company, portfolio, and index-level information, as well as pricing across equities, bonds, and derivatives., • Proficiency in SQL, Python, Snowflake, and/or Oracle, with hands-on experience in data quality frameworks and automation tools., • Experience in global data operations or support roles within the financial industry, with a track record of delivering high-quality data solutions., • Expertise in anomaly detection methods, statistical tools, and best practices for managing data quality workflows., • Demonstrated leadership in team environments, including mentoring junior associates and driving process improvements., • Experience working in complex data environments, with the technical and analytical infrastructure required to support them., • Ability to identify and resolve root-cause data quality issues, collaborating with internal teams and external data providers to correct issues at the source., • Skilled in developing automated processes to detect and resolve data errors, ensuring high-quality data for investment decision-making., • Experience in documenting key procedures and calculations and validating data for accuracy and completeness., • Domain expertise in investment management, with knowledge spanning risk management, portfolio management, trading, and investment operations.

£150,000-250,000 GBP • Performance based bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent High-Frequency Quant Trader - London/Paris/Dubai My client is a leading systematic trading firm which is expanding their footprint in HFT and short-term strategies, primarily in cash equities, futures and options markets. This firm trades on key exchanges such as CME, ICE, and Eurex, and has low cost, cutting-edge infrastructure including colocation and hardware. The firm is looking for Quant PMs/Traders to set up desks where they will plug into the firm's in-house resources. This would allow access to the platform the firm has to offer, and presents the opportunity for Quant Traders to scale up with significant risk allocations. Benefits include competitive PnL-based payouts on top of strong base compensation, and working opportunities globally. The Role: • Carry out research within a team of high-frequency Quant Researchers/Traders., • Implement systematic strategies and manage risk for your own book., • Lead more junior researchers in your pod, and work with developers to improve/maintain infrastructure and put strategies into production.Requirements:, • 3-5+ years of experience as a Quantitative Trader, researching and trading systematic strategies in options, futures, or cash equities., • Strong coding abilities in Python, C++, etc., • Experience leading/managing a team at another fund or a sellside market making team is ideal.

Main responsibilities would include: • Provide detailed attribution analysis to PMs, detailing differences between portfolio and benchmark returns across all their Asset Classes, • Calculate performance returns on a daily and monthly basis, • Analyse, calculate, validate and distribute portfolio and benchmark characteristics Work closely with clients, investment professionals and other internal teams to address performance related questions and queries, • Actively drive forward projects to increase efficiencies and automation

AVP/VP, Quantitative Strategist, Equities GIC is one of the world's largest sovereign wealth funds. With over 2,000 employees across 11 offices around the world, we invest in more than 40 countries globally across asset classes and businesses. Working at GIC gives you exposure to an extraordinary network of the world's industry leaders. As a leading global long-term investor, we Work at the Point of Impact for Singapore's financial future, and the communities we invest in worldwide. Public Equities (EQ) We generate sustainable, superior returns through active investments across global equity markets. Strategies include total return strategies, absolute return strategies, and relative return strategies. Our long-term orientation and strong relationships with corporates provide us with opportunities to capitalize on market volatility to deliver strong investment performance. We are seeking an experienced professional to join our department as a Quantitative Strategist embedded within an investment team. What impact can you make in this role? In this role, you will leverage diverse datasets and apply quantitative and data-driven analytical techniques, including AI/ML,to provide actionable insights and recommendations at the single name and/or sector/country level. These insights will enhance our investment process which spans from idea generation, due diligence, portfolio construction, position monitoring, risk management, and performance analysis and translate into concrete portfolio actions. You will conduct quantitative research and analysis, using diverse datasets to help our investment team understand the impact of trends, macro drivers and events on the portfolio. Additionally, you will integrate both structured and unstructured, internal and external data to provide ongoing, unbiased, data-driven feedback, enhancing the investment decision-making and research quality of our PMs and analysts. In addition, you will utilize visualization tools, and advanced analytics to aid in developing insights for thematic/event-based strategies and portfolio optimization solutions. What will you do as a Quantitative Strategist? • Partner with portfolio managers and analysts to leverage data, quantitative techniques, AI/ML, visualization tools for research and analysis, validating investment hypotheses and providing actionable insights to help screen for investment opportunities and conduct due diligence at the single name and/or sectoral levels., • Develop dashboards and visualization tools to provide real-time insights into portfolio performance, macro trends, and company-specific risks., • Conduct data-driven research and analysis to understand how macro drivers such as interest rates and inflation affect companies and incorporate this understanding into your analysis., • Utilize quantitative and network information to perform sensitivity and impact analysis of events and reporting., • Perform ongoing portfolio risk and performance monitoring through the team's portfolio diagnostic analytics framework., • Apply data insights and behavioural analytics to help analysts and PMs improve quality of research and make better investment decisions., • Harness risks models, quantitative portfolio construction and optimization techniques to provide sizing recommendations., • Harness data and analytical frameworks to aid in the development and implementation of thematic/event-based strategies., • Develop, implement, and maintain models and analytics to provide continuous insights and aid in institutionalizing our knowledge., • Share and cross-pollinate applications, analysis, and tools within and across departments, sharing insights relevant to various investment teams. What qualifications or skills should you possess in this role?, • Relevant experience in quantitative research and analysis., • Strong expertise in data integration for fundamental company analysis and quantitative portfolio construction., • Experience with alternative datasets and its application in forming leading indicators., • Proficiency in R or Python and SQL and data visualization tools., • Excellent communication skills, with the ability to understand, influence, and obtain buy-in from stakeholders effectively., • Sector specialization and experience with equity sectors are a plus. Flexibility at GIC At GIC, our offices are vibrant hubs for ideation, professional growth, and interpersonal connection. At the same time, we believe that flexibility allows us to do our best work and be our best selves. Thus, our teams come into the office four days per week to harness the benefits of in-person collaboration, but have the flexibility to choose which days they work from home and adjust this arrangement as situational needs arise. GIC is an equal opportunity employer GIC is an equal opportunity employerGIC is an equal opportunity employer, and we value diversity. We do not discriminate based on race, religion, color, national origin, sex, gender, gender expression, sexual orientation, age, marital status, veteran status, or disability status. We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. Please email at any point of the application or interview process if adjustments need to be made due to a disability.

The Firm A well-capitalised, technology-driven trading firm operating at significant scale across digital assets, derivatives and prediction markets. The firm runs proprietary systematic strategies across multiple asset classes with institutional-grade infrastructure and deep liquidity. This role sits within a dedicated sports prediction markets trading desk — a high-priority growth area for the business — and represents an opportunity to join at an early and formative stage of its development. The Role A specialist quant trading position focused on market making in sports prediction contracts. Operating at the intersection of data analytics, probabilistic modelling and live sports markets, you will be responsible for systematically providing liquidity, managing risk and identifying pricing inefficiencies across a broad range of sports events. The role demands deep domain knowledge of both sports and prediction market dynamics, combined with rigorous quantitative and execution capability. Responsibilities • Systematically provide liquidity by posting buy and sell offers, managing spreads and facilitating efficient market operations across sports prediction contracts, • Continuously monitor sports prediction markets — including soccer, basketball, baseball, football and emerging eSports — for price movements, liquidity shifts and volatility patterns, • Monitor overall portfolio risk, position limits and exposure caps; adjust strategies in real time based on variance, probability shifts and new information, • Conduct pre-market and post-market analysis of upcoming sporting events, identifying key pricing opportunities and tail risks, • Place trades across multiple markets simultaneously, responding rapidly to changes in live odds, news flow and betting dynamics, • Test and provide liquidity for new sports contracts as they are listed (BAU trading operations), • Analyse trade outcomes and refine predictive models for future events, including signal decay diagnostics and execution quality review, • Collaborate with developers and risk managers to improve trading infrastructure, including connectivity, pricing engines, execution logic and booking systems, • Degree in Mathematics, Statistics, Economics, Finance, Computer Science or a related quantitative discipline; advanced degree is a strong advantage, • 5+ years of profitable sports prediction trading experience on a leading trading desk, proprietary trading firm or market making environment, • Deep understanding of sports prediction market mechanics, order flow dynamics, liquidity behaviour and pricing inefficiencies, • Demonstrable track record of building, managing and improving live trading strategies in competitive prediction or sports markets, • Strong probabilistic reasoning and statistical modelling skills; ability to translate real-time sporting data into actionable trading decisions, • Proficient in Python; genuine interest in expanding technical skill set including automation and model integration, • Experience with prediction market platforms, sports betting exchanges or similar financial environments, • Highly organised, detail-oriented and able to manage multiple live positions simultaneously under pressure, • Highly competitive base salary with a substantial performance-based compensation component — structured to reward genuine trading edge, • Direct exposure to trading across multiple asset classes — including sports prediction markets, digital assets, derivatives and equities — within a single, institutionally scaled operation, • A clear and meritocratic career trajectory — traders with a strong track record are given increasing autonomy, capital allocation and leadership responsibility, • A collaborative, high-performance culture built around intellectual rigour, shared knowledge and continuous improvement, • Access to cutting-edge proprietary technology, deep liquidity and a globally connected trading operation

The Firm A well-capitalised, technology-driven trading firm operating at significant scale across digital assets, derivatives and emerging prediction markets. The firm runs proprietary systematic strategies across multiple asset classes with institutional-grade infrastructure and deep liquidity. The London quant trading desk is a core part of the global operation and is currently expanding its senior trading capability. The Role A senior front office quant trading position combining live risk management, systematic strategy research and execution. You will work directly within the firm’s automated trading infrastructure, taking ownership of both the refinement of existing models and the identification and development of new trading opportunities across asset classes and market structures. Responsibilities • Monitor and actively manage real-time risk across live books, including local time zone coverage and weekend shift rotation, • Conduct pricing and execution research to facilitate systematic hedging strategies using the firm’s automated trading infrastructure, • Design, implement and backtest new trading signals and execution strategies across spot, derivatives and event-driven markets, • Develop and improve models for market microstructure analysis, signal generation, position sizing and execution optimisation, • Identify structural mispricings, liquidity patterns and inefficiencies across new and existing markets, • Perform rigorous post-trade analysis including PnL attribution, slippage analysis and signal decay diagnostics, • Collaborate directly with quant developers and engineers to translate research into production-grade trading systems, • Master’s or PhD in Mathematics, Statistics, Engineering, Computer Science or a related quantitative discipline from a top-tier institution, • 5+ years of profitable trading experience at a bank, proprietary trading firm or market making desk in any asset class, • Deep understanding of market microstructure, order flow dynamics and execution mechanics, • Hands-on experience developing and deploying systematic trading strategies in live production environments, • Strong proficiency in Python; experience with C++ or low-latency execution environments is a plus, • Solid grounding in statistical modelling, time-series analysis, signal research and backtesting methodology, • Experience with derivatives pricing, options microstructure or volatility modelling is advantageous, • Proven ability to manage live risk independently and make sound, fast decisions under pressure, • Highly competitive base salary with a substantial performance-based compensation component — structured to reward genuine trading edge, • Direct exposure to trading across multiple asset classes — including digital assets, derivatives, equities and prediction markets — within a single, institutionally scaled operation, • A clear and meritocratic career trajectory — senior traders with a track record are given increasing autonomy, capital allocation and leadership responsibility, • A collaborative, high-performance culture built around intellectual rigour, shared knowledge and continuous improvement, • Access to cutting-edge proprietary technology, deep liquidity and a globally connected trading operation

About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent. Headquartered in London, we manage $227.6 billion* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at • As at 31 December 2025 Algo Research Team: Algo Research team is responsible for alpha research across a wide range of time-scales (from high frequency to days), design of monetisation/execution algos and market impact modelling across all major asset classes (including Cash Equities, Futures, FX, Options). We work in close collaboration with various systematic research teams across Man Group to maximise realized P&L of strategies. Algo Research is one of the key focus areas for Man. We are looking for a Quantitative Researcher with a primary focus on Futures whose responsibilities will include: • Creating high quality intraday predictive alpha signals in futures on the scale of sub-second to hours, from order book and alternative datasets, • Applying ML techniques to alpha research, • In-depth market impact modelling, • Solving optimal execution optimization problems, • Identifying highest P&L opportunities Essential • 4+ years of work experience on the Buy side, • Experience building intraday alpha for futures markets (N, • Deep understanding of statistics/ML and an ability to apply it to real world problems, • Expertise in a high-level programming language such as Python, • Exceptional analytical skills; recognised by peers as an expert in their domain, • Knowledge of market structure, participants, trading venues and microstructure of at least one of the major asset classes, • Experience with Deep Neural Networks, • PhD or exceptional Master’s / Bachelor’s qualification in a quantitative subject, • Intellectual integrity with a keenly analytic approach to problem solving, • Ability to deliver projects with high commercial value, • Hands-on attitude; willing to get involved with technology and projects across the firm, • Self-organised, with the ability to effectively manage time across multiple projects and with competing business demands and priorities, • Strong interpersonal skills, establish and maintain a close working relationship with quantitative researchers, technologists, traders and senior business people alike You'll have opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development, and with flexible working arrangements available too. Like all our people, you'll receive two annual 'Mankind' days of paid leave for community volunteering. Our comprehensive benefits package includes competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Depending on your location, you may also enjoy additional benefits such as private medical coverage, discounted gym membership options and pet insurance. Equal Employment Opportunity Policy Man Group provides equal employment opportunities to all applicants and all employees without regard to race, color, creed, national origin, ancestry, religion, disability, sex, gender identity and expression, marital status, sexual orientation, military or veteran status, age or any other legally protected category or status in accordance with applicable federal, state and local laws. Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact .

£Competitive Base Salary + Market Leading Bonus GBP Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent TEAM OVERVIEW Our client is a globally leading quant hedge fund, and a quantitative research and trading team with a strong track record in systematic equities. The founding members have approximately 70 years quantitative trading experience between them, with backgrounds from the senior ranks at top tier institutions. Having established the core infrastructure, trading processes and delivered performance, they are now looking to aggressively expand across multiple areas of the business. For the right individual they offer a highly rewarding front office role in a fast paced and collaborative environment, where each individual's impact can be clearly seen. PRINCIPAL RESPONSIBILITIES • Work alongside the Portfolio Manager on developing systematic trading strategies, • Primary focus on idea generation, data gathering and research/analysis, model implementation, and backtesting, • Work on state of the art machine learning techniques to extract alphas for statistical arbitrage strategies REQUIRED TECHNICAL SKILLS, • Demonstrable experience in the latest ML techniques in a production setting, • Strong programming skills in any object-oriented language such as Python and C++, • Bachelors, Masters, or PhD in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university PREFERRED EXPERIENCE, • 2-5 years of experience working in a quantitative research/trading capacity with a focus on mid-to-high frequency equities and/or futures strategies, • Experience with signals that use non-linear machine learning models, such as SVMs, GBMs, or DNNs., • Hands on experience with PyTorch, TensorFlow, or similar packages. HIGHLY VALUED RELEVANT EXPERIENCE, • Prior research in applying machine learning models on intraday securities return prediction.

My client, one of the world's leading hedge funds, is in search of an experienced Quantitative Developer to join them in a team-lead capacity. This role requires technical and managerial skills with an emphasis on hands-on work. This leader would set technical direction and provide guidance to a small team of Quantitative Developers. The ideal candidate is passionate about designing, architecting, and implementing low-latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. This team works directly with the firm's central trading teams, and by leading the construction and maintenance of this high-performance infrastructure, this Team Lead will enable new trading opportunities across businesses and regions, ensuring the best possible execution performance. Job Duties • Lead, mentor, and manage a team of quantitative developers, fostering a collaborative and high-performance culture., • Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems., • Work directly with central trading teams to optimize the firm's overall execution performance., • Enhance the platform's efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency., • Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability., • Assist in building and maintaining automated tests, performance benchmark framework, and other tools., • Bachelor's degree or higher in Computer Science, Engineering, or a related quantitative field., • 12+ years of cumulative professional experience in software development., • 7+ years of professional experience in a front-office, financial services environment, with a proven track record as a senior contributor or technical lead., • Strong background in data structures, algorithms, and object-oriented programming in C++, including:, • Proficiency with new features of C++17 and C++20, • Proficiency with multithreading and asynchronous environments, • Strong understanding of low-latency and real-time system design and implementation., • Strong understanding of Linux system internals and networking., • Strong financial experience across multiple asset classes, with a focus on real-time low-latency trading systems for equities and futures., • Familiarity with python for quantitative research and data-oriented processing., • Familiarity with analysis of execution algorithm performance. Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If this sounds like you, or you'd like more information, please get in touch: George Hutchinson-Binks (+44) 07885 545220 linkedin.com/in/george-hutchinson-binks-a62a69252

Company Description Our client is an expanding global Fintech, looking to hire a Global Head of Market/Credit Risk. Role Description • Globally: design, implement, and oversee a market/credit risk management framework, • Working at Group level, acting a thought leader and reporting into the Group CEO, • Utilise technology, ai and machine learning to manage the design/build of risk management systems, befitting a retail broker on a global basis., • Working with multiple internal stakeholders including IT, BA, PM's and Compliance to build, • Manage staff in shared services centres., • Commercial acumen required as risk product developed will be white labelled to larger clients, • Experience of not only in-house market/credit risk but knowledge also gained in consultancy, risk vendor or similar commercial environment. Qualifications required • Commercial acumen., • Market Risk experience., • Expertise in options and futures risk, margining, leverage, and derivatives exposure management., • A very strong understanding of short selling mechanics, securities financing, and fractional trading risk., • Cross-asset knowledge spanning equities, fixed income, ETFs, FX, futures, and CFDs., • Track record in designing and implementing global risk frameworks and controls. Locations • London, • Hybrid working 3 days a week in the office

PIMCO is a global leader in active fixed income with deep expertise across public and private markets. We invest our clients' capital across a range of fixed income and credit opportunities, leveraging our decades of experience navigating complex debt markets. Our flexible capital base and deep relationships with issuers have helped us become one of the world's largest providers of traditional and nontraditional solutions for companies that need financing and investors who seek strong risk-adjusted returns. Since 1971, our people have shaped our organization through a high-performance inclusive culture, in which we celebrate diverse thinking. We invest in our people and strive to imprint our CORE values of Collaboration, Openness, Responsibility and Excellence. We believe each of us is here to help others succeed and this has led to PIMCO being recognized as an innovator, industry thought leader and trusted advisor to our clients. Position Overview PIMCO is seeking an exceptional investment management attorney to join its EMEA Legal team. This role is designed for a technically strong, commercially minded lawyer who can provide hands-on legal advice across key business functions, including the trade floor / portfolio management, client facing, product management and compliance, in relation to a diverse institutional client base including funds such as UCITS and AIFs. The role will be based in London and will work closely with other lawyers in PIMCO's European Legal team, which supports all aspects of PIMCO's business in EMEA, as well as the global distribution of PIMCO's European funds. Key Responsibilities The role will focus primarily on the following: • Acting as a key legal adviser on portfolio management and trading-related issues, including providing legal advice on investment guideline interpretation and compliance, working closely with portfolio managers, compliance and risk., • Advising the trade floor, client facing teams, product teams and compliance on eligibility and guideline questions (including for PIMCO UCITS and AIFMD funds, and sub-advised fund clients), including complex or novel issues., • Advising on legal issues arising from institutional client mandates, fund investment arrangements and complex account structures, particularly where these intersect with investment activity or trading constraints., • Advising on investment requirements across different clients/product types and jurisdictions. Contributing to updates to investment rule coding, guideline frameworks and governance or investment-related forums, including as needed to cover regulatory change or evolving market practice., • Providing advice across regulations relevant to the trade floor, including UCITS/AIFMD, MiFID, Benchmarks Regulation, Securitisation Regulation, regulatory reporting regimes such as SFTR / EMIR and short selling rules, across both EU and UK regimes, including monitoring and advising on areas of regulatory divergence., • Advising on day-to-day transactions, trading issues and real-time wall crossing / MNPI / market sounding matters., • Providing transactional support to the trade floor, including in relation to private placements and structured investments, and advising on documentation, constraints and key execution risks., • Advising on investment-related elements of fund documentation, including interaction between investment strategy, guidelines and legal restrictions., • Supporting fund restructurings, investment strategy changes and trading activity that raise legal or regulatory interpretation questions., • Advising portfolio management, product, client facing teams and compliance on ESG regulatory requirements, including ESG investment restrictions, PAI reporting, ESG-related disclosures and fund classifications and the practical impact of evolving ESG guidance on portfolios and trading activity.Experience Required, • Qualified lawyer with strong investment management experience, ideally within an asset manager or leading law firm., • Good understanding of global fixed income management, securitisations, credit, equities, derivatives, public and private funds, commodities and real estate., • Demonstrated experience advising on trade floor / investment-related legal and regulatory issues, including investment restrictions, eligibility analysis and real-time trading questions., • Strong technical knowledge of UCITS/AIFMD investment powers, restrictions and guidelines., • Experience instructing and working efficiently with external counsel, including across multiple disciplines/jurisdictions., • Ability to provide clear, practical, timely and commercially focused advice to investment professionals., • Excellent written and verbal communication skills.Desirable Attributes, • Approximately 5+ years' post-qualification experience in investment management or financial services law., • Prior experience supporting portfolio managers, traders or investment product teams., • Strong analytical skills and attention to detail, particularly in complex regulatory or guideline-driven matters., • Ability to manage competing priorities and deliver high-quality advice under time pressure. Equal Employment Opportunity and Affirmative Action Statement PIMCO recruits and hires qualified candidates without regard to race, national origin, ancestry, religion (including religious dress and grooming practices), sex (including pregnancy, childbirth, breastfeeding, or related medical conditions), sexual orientation, gender (including gender identity and expression), age, military or veteran status, disability (physical or mental), any factor prohibited by law, and as such affirms in policy and practice to support and promote the concept of equal employment opportunity and affirmative action, in accordance with all applicable federal, state, provincial and municipal laws. The company also prohibits discrimination on other basis such as medical condition, or marital status under applicable laws. Applicants with Disabilities PIMCO is an Equal Employment Opportunity/Affirmative Action employer. We provide reasonable accommodation for qualified individuals with disabilities, including veterans, in job application procedures. If you have any difficulty using our online system due to a disability and you would like to request an accommodation, you may contact us at 949-720-7744 and leave a message. This is a dedicated line designed exclusively to assist job seekers with disabilities to apply online. Only messages left for this purpose will be considered. A response to your request may take up to two business days.