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Responsibilities • Deliver investment risk analysis and reporting across both public and private markets funds, • Measure and monitor market, liquidity, counterparty credit, leverage, and valuation risks, • Cover investment strategies including public equities, credit and fixed income, private credit, private equity, real estate, and infrastructure, • Maintain and enhance risk data, quantitative models, and reporting systems and workflows, • Produce risk reporting for committees, internal stakeholders, and regulators, • Implement and test enhanced risk and quantitative models, risk systems, and automated reporting Requirements • Previous experience in investment risk, market risk, or quantitative analysis within asset management, wealth management, or private markets, • Degree in mathematics, economics, or finance-related quantitative discipline as preferred, • Strong quantitative skills; proficiency in Python and/or SQL; advanced Excel, • Familiarity with MSCI and/or Bloomberg is advantageous

Managers at CFGI work closely with senior management of FTSE 100, mid-cap, and start-up companies. CFGI Managers lead project teams and interact with clients and their Big 4 auditors on all aspects of engagements, including report writing and developing and managing client relationships. Take ownership of your career at CFGI: · Gain exposure to a wide range of industries and/or projects · Make a true business impact with your clients · Own projects from start to finish · Experience client interaction and thrive in a client-facing role · Be consistently challenged and learn through a collegial environment created from top tier experts hired within the firm · Enjoy a flexibility working environment - office/remote/client site (engagement specific) · Create your own path · Enjoy what you do! As part of the CFGI Valuation Practice your job will be to help clients in navigating through various complex debt and equity transactions in a multifaceted business environment. We advise a multitude of public companies and private enterprises operating in a variety of industries on a wide range of valuation considerations related to financial and tax reporting. Our Valuation Services professionals work on a wide range of services including valuation of business enterprises, complex debt and equity instruments, and intangible assets for mergers and acquisitions, divestitures, IPOs, dispute resolution, financial reporting, and tax purposes. Work you’ll do · Financial reporting valuations for business combinations (purchase price allocations), including enterprise valuation and intangible assets, inventory, deferred revenue, contingent consideration, debt and equity components analyses · Valuation of goodwill and asset impairment testing for financial reporting purposes · Valuation of complex derivatives and debt instruments for financial reporting purposes · Valuation for tax purposes, including local, international and personal tax, as well as services related to a client's allocation of purchase price for tax purposes only · Advising clients on corporate actions, strategic investment decisions, or other financial objectives Qualifications you’ll need · 5+ years of UK big 4 experience performing valuation analyses for financial reporting purposes is required · In-depth understanding of general valuation approaches · Experience in valuation of complex debt and equity instruments is strongly preferred · Strong excel modelling skills · Exceptional writing skills in preparation of valuation reports, exhibits, memos, and other client deliverables/communication · Strong analytical and problem-solving skills, as well as team building, interpersonal and communication skills · Bachelor's degree in mathematics, finance, economics, accounting, or business · ACA (or equivalent) and/or CFA qualified preferred We may use artificial intelligence (AI) tools to support parts of the hiring process, such as reviewing applications, analyzing resumes, or assessing responses. These tools assist our recruitment team but do not replace human judgment. Final hiring decisions are ultimately made by humans. If you would like more information about how your data is processed, please contact us.

£100,000 - 120,000 GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client is a leading quantitative hedge fund that is actively expanding its commodities platform across a broad range of products. The firm has a strong track record in systematic investing and is now building out its commodities business across both quantitative and fundamental strategies. This is an opportunity for a Commodities Trading Analyst to join a high-calibre team at an early stage of growth, offering significant exposure and the chance to contribute directly to the growth of the platform. Key responsibilities include: • Sitting within a collaborative, high-performing team, working at the intersection of data, modelling, and market fundamentals, • Supporting the development of fundamental supply and demand models across commodity markets, • Conducting quantitative analysis using Python to support trading strategies, • Building and enhancing analytical tools, datasets, and research processes, • Producing ad-hoc analysis in response to evolving market conditions and trade ideas, • Monitoring and improving live strategies, • Working closely with traders and senior researchers on strategy development, • You will also gain exposure to the full trading lifecycle, including intraday analysis and longer-term model developmentRequirements:, • 0-3 years' experience in commodities (internship or full-time), • Degree (BSc and/or MSc) from a top-tier university, ideally in a STEM discipline (e.g. Mathematics, Statistics, Engineering, Econometrics, Applied Economics), • Strong Python programming skills (essential); familiarity with Excel is a plus, • Prior experience analysing and modelling data, • Demonstrated interest in commodities markets and investing, • Strong written and verbal communication skills, with the ability to synthesise complex information clearly, • Proactive mindset with a willingness to take ownership of a wide range of tasks, • Comfortable working in a collaborative, fast-paced, and globally integrated environmentWhy Apply?, • Join a top-tier quant hedge fund expanding into commodities, • Work in a highly collaborative, globally connected team, • Gain exposure to both systematic and fundamental investment approaches, • Be part of a growing platform with real opportunity for progression and impact, • Contribute to building market-leading models and analytics capabilities

Role description This London based role is for a quantitative strategist/analyst within CDSClear First Line Risk Quant Team. Implementation of risk model analytics changes required to support business development, suggesting model improvements and documenting methodology for risk governance. Ensuring the analytics for model risk monitoring reports are maintained, produced and approved by the relevant governance. Supporting regular model validation reviews and guiding them through the methodology. Partnering with Second Line Risk, CDSClear IT Dev, CDSClear IT Test and CDSClear Risk Change to ensure a smooth transition to production deliveries. Key Responsibilities Change Define, prototype and test model changes required for business developments and document to obtain approval from internal and external governance. Define business requirements and corresponding test cases for CDSClear Risk model changes. Maintain risk methodology documentation for members and auditors to be able to review the details of CDSClear's risk model, and for the CDSClear First Line Risk code to be understandable. Maintain the analytics tools and libraries required to produce the regular model risk monitoring reports and margin calculation. Partnership Provide SME support to answer queries from clients / members or regulators. Build and manage relationships with internal stakeholders, including model validation, second line risk, CDSClear IT devs, CDSClear IT test and CDSClear Risk Change to improve predictability, transparency and efficiency of all deliveries impacting CDSClear Risk Run. Candidate Profile / Key Skills Quantitative strategist/analyst with 2-5 years experience working in a front office credit derivatives quant team. In depth knowledge of credit derivatives including one or more of (CDS Single name, CDS Index, CDS Index tranches, CDS Index Option, Credit CVA/XVA). Experience in coding in production quant libraries written in C++ (additional experience in Python or R an advantage). Educated to Master's or PhD level in Mathematics, Statistics, Physics or related field. Rigorous and organised with excellent communication skills, able to coordinate with other teams to safely introduce market driven and CDSClear driven changes in production. Career Stage: Senior Associate 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 dedication 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 65 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 values of Integrity, Partnership, Excellence and Change 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 65 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 Overview LCH's ForexClear division is looking for a Senior Risk Analyst to support the day-to-day risk management of our OTC foreign exchange clearing service. The role focuses on monitoring exposures, supporting margin and stress-testing processes, and contributing to default management readiness. This is a technical and collaborative position that will work closely with internal teams, clearing members, and market participants. The successful candidate will also have opportunities to support new product risk assessments and process enhancements, contributing to the ongoing development of risk capabilities at ForexClear. Key Responsibilities Risk Monitoring • Escalate daily risk exposures and produce regular reports highlighting material risk drivers., • Lead end-of-day exposure assessments, including pre-close checks and margin impact analysis., • Validate data inputs and pricing models used in risk calculations and margin processes., • Support the review and back-testing of risk models to ensure alignment with market behaviour., • Ensure consistent application of risk policies and contribute to periodic reviews of risk processes.Stress Testing, • Maintain and update stress-testing scenarios to reflect relevant market risks., • Evaluate the impact of market stress on member exposures and assess Default Fund adequacy., • Ensure inclusion of new products and scenarios within the stress-testing framework, as appropriate.Default Management, • Assist with the execution of default management drills and contribute to post-event analysis., • Support interactions with clearing members involved in the Default Management Group (DMG)., • Ensure that appropriate procedures are in place to handle a member default effectively., • Facilitate trade capture during simulation exercises and coordinate with operations teams.Product & Process Support, • Help define risk requirements for new product initiatives and system enhancements., • Contribute to the specification and testing of risk processes, reporting tools, and control mechanisms., • Assist in assessing the risk implications of clearing new contracts and onboarding new members. Candidate Requirements, • Prior experience in a financial institution, preferably within a central counterparty, investment bank, or broker., • Familiarity with FX derivatives and/or interest rate products such as swaps, repos, and futures., • Working knowledge of risk concepts, stress testing, and margining principles., • Proficiency in using risk systems and data tools; experience with Murex (preferred)., • Strong analytical skills and attention to detail., • Good communication and collaboration skills.Desirable, • Degree or equivalent experience in a quantitative or finance-related field (e.g., Mathematics, Economics, Finance)., • Exposure to programming or automation tools (e.g., Excel VBA, Python)., • Understanding of central clearing frameworks and risk standards.Development and Growth This role provides exposure to a wide range of risk activities and offers practical experience with cleared products in a regulated market infrastructure. The successful candidate will work closely with experienced risk professionals and traders, gaining insight into the day-to-day risk management of a global clearing service. There will be opportunities to contribute to system enhancements, new product initiatives, and operational improvements as the service evolves. Career Stage: Senior Associate 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.

Our client is an international, corporate organisation, actively involved in International Trade & Development, based in Central London. The role of the trade operator, within the Metals trading division, is to administer contracts, logistics, and payments related to non-ferrous and ferrous raw materials department. The role covers a wide range of operational functions to supply goods in Europe and system data entry in a timely/professional manner. DUTIES AND RESPONSIBILITIES: • Manage execution/ administration of Sales and Purchase Contracts., • Arrange the transportation of goods via Road, Rail Barging and Sea Freight., • Negotiate with logistical service providers to secure transportation at competitive price., • Arrange customs clearance of goods., • Handle Bills of Lading and other commercially necessary documentation., • Invoice relevant counterparties and control all payments by paying high attention to credit line., • Liaise with relevant counterparties direct or via branch offices/agents) by phone/e mail/letter., • Comply with filing policy., • Administer currency receivables against FX contracts internally., • Reconcile accounting data., • Process payments to logistical providers., • Comply with internal rules and operating policies., • Investigate settlement queries with Accounts Department and customers., • Arrange warehouse stock inspections and circulate internally against the internal controls., • Assist with system development., • Implement automation of administrative tasks where required., • Support Ad hoc tasks when required. REQUIRED SKILLS AND QUALIFICATIONS: • Previous related work experience in a physical trading environment; ideally metals., • Minimum GCSE level Mathematics & English language (overseas equivalents apply), • Professional verbal and written communication skills in English language, • Basic MS Office skills (Desirable advance level in Excel)., • Works well under pressure whilst remaining calm and methodical., • Prioritise own work under the general guidance of the line/department manager., • Works on own initiative with little supervision, • Very high standard of accuracy and attention to detail, • Excellent time management skills and good interpersonal skills, • Previous experience of working with SAP (preferred but not essential), • Experience of working in a multicultural environment (preferred but not essential), • Previous experience working with bulk commodities; Concentrates, Iron ore, Met coke., • Previous experience in end-to-end concentrate operations, including but not limited to;, • Experience in provisional pricing settlement., • Experience in Concentrate pricing models., • Experience in Assay exchange processes.

At Pulse Clean Energy, we are passionate about changing energy systems for the better. To do this we are building a team of people who can bring diversity of thought, expertise and ideas to tackle big issues that will have a positive impact on our lives and the lives of those around us! We invite you to join our growing, entrepreneurial team who want to make net zero a reality. About the Role PCE's Revenue and Trading team is looking for a Trading Performance Associate to join our growing team. In this role, you will play a key part in managing our relationship with optimizers and evaluating and improving the trading performance of our BESS assets by combining market intelligence with rigorous data analysis. Working closely with the Market Data Analyst, you will gather, interpret, and act on information from both internal and external sources. You will be the bridge between raw performance data and actionable commercial insight — helping the team understand how our assets are performing, where we can do better, and how to hold our partners accountable. Please note that this role involves working from our London office at least 4 days per week. To apply for this role, please submit a cover letter explaining why you are interested in this position, along with a description of the relevant skills that you have for this role with your CV. What You'll Do • Manage our ongoing relationship with optimizers, identifying opportunities to expand existing partnerships and develop new ones., • Assess trading performance against relevant benchmarks on a regular basis, identifying trends, gaps, and opportunities for improvement., • Engage with route-to-market providers through regular meetings, communicating findings and recommendations to drive better outcomes., • Design analysis tools and dashboards, guiding their implementation to support ongoing performance monitoring., • Communicate trading performance clearly and effectively to internal stakeholders across the business., • Monitor contractual compliance, ensuring route-to-market providers adhere to the commercial terms agreed in their contracts., • Proactively identify opportunities to enhance trading strategy and revenue, and substantiate these with data-driven analysis. What We're Looking For • At least three years experience in the electricity sector., • Strong proficiency in Microsoft Excel and PowerPoint., • Demonstrated ability to analyse proprietary and market data to extract insights about trading strategy and performance., • Ability to read, understand, and edit code (preferably Python or a similar language)., • Ability to conceive and design analytical models for electricity market analysis and forecasting (design-level, not implementation)., • Clear and confident communicator — able to distil complex analysis into actionable conclusions for both technical and non-technical audiences., • Strong critical thinking — able to formulate, present, and substantiate recommendations., • Self-starter mindset — proactively identifies gaps and problems, analyses them, and proposes solutions without waiting to be asked. Desirable (Nice to Have) • Direct experience in the battery energy storage system (BESS) commercial or trading space., • A bachelor's degree in Economics, Mathematics, Physics, Engineering, or Finance, combined with a master's degree in Energy; or a bachelor's degree with a specialisation in Energy., • Experience with building and maintaining dashboards on data visualization tools (e.g. Grafana, Power BI, Tableau), • Experience with a power market scheduling tool (e.g., Plexos)., • Experience in structuring, negotiating, and executing commercial contracts, • Understanding of key commercial terms in energy contracts, and the ability to connect analytical conclusions to contractual obligations. What Pulse Clean Energy Can Offer You: At Pulse Clean Energy our purpose is to Improve Lives. We do this by making energy systems more stable, less costly, and more secure – all whilst contributing to a future which aspires to a zero emissions environment. While exhibiting an unwavering commitment to our values - Leadership, Ethical Stewardship, and Teamwork – we believe that our work will enable the enduring transformation of energy systems. People at Pulse share a belief in a more affordable, sustainable, and secure future. A future where our contributions to energy management will improve lives. We thrive on the challenge to be our best, to deliver an unparalleled employee experience and to work as one team to continuously improve the social, economic, and natural environments in which we operate. In addition to offering a competitive salary and comprehensive benefit package that includes health, dental and critical illness insurance, enhanced parental leave policies and flexible/remote working options, we pride ourselves on helping you reach your potential, making a difference in our communities, and achieving success that is mutual. Don't Meet Every Requirement? At PCE, we are always looking for talented people with high potential and the drive to grow. If this role excites you and you believe you can make an impact, we encourage you to apply — even if you don't satisfy every core or desirable requirement listed above. The right mindset and willingness to learn matter as much as what you already know. PCE is an equal opportunity employer. We welcome applications from all qualified candidates regardless of background.

Job: Front Office Pricing Quant – Rates Modelling • Location: London, • Hybrid working – travel to office is required, • Full time contract – long term engagement We are seeking a Pricing Quant Analyst with strong experience in interest rate products, pricing model development, and programming in Python and C++. This role sits within the front office quant team, supporting traders and structurers through the design and implementation of robust pricing and risk models for a wide range of rate derivatives. Key Responsibilities: • Develop, implement, and maintain pricing models for rates products (e.g., swaps, swaptions, futures, structured rates), • Work closely with traders and structurers to provide real-time pricing and risk analytics, • Calibrate models using market data and ensure alignment with market conventions, • Contribute to the enhancement of pricing libraries and analytics infrastructure in Python and C++, • Proven experience as a Quantitative Analyst within a front office or desk-aligned environment, • Deep understanding of interest rate products and pricing methodologies, • Strong proficiency in Python and C++ for quantitative development, • Solid background in mathematics, quantitative finance, or physics, • Familiarity with model calibration, curve construction, and market data handling WHO WE ARE Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: • Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement.

To underwrite and manage a profitable International General Liability book. Main duties • Support the Head of Intl GL in writing a profitable International General Liability book, • Take responsibility for part of the International General Liability class of business, • Support the production of a business plan for review and agreement by Divisional Head, • Input into the monthly and quarterly forecasting process for the International General Liability class, • Underwrite in accordance with underwriting authority and the business plan, • Seek out new business opportunities through liaison with brokers and clients, • Review of new and renewal risks including slip analyses, perform rating/benchmark analyses and undertake premium monitoring, • Liaise with brokers and develop good working relationships with broking and support teams, • Liaise with other business areas within Chaucer as required, including credit control, claims, internal risk review, actuarial etc., • Use market, industry and other sources to enhance awareness of technical factors and developments relevant to portfolio underwriting and the Int GL market in general, • Peer Review of risks as allocated under the peer review selection criteria and responsibility matrix as set out in the Underwriting Manual., • Responsibility for the accuracy and upkeep of written premium data on Charisma and other systems for all risks written within the area of responsibility, • Prepare reports and statistical information as required by senior management, • Assist in the continuous assessment of rating and benchmarking models, • Travel to visit existing and potential clients as required, • Ensure compliance with and maintenance of syndicate systems, • Compliance with Lloyd’s regulations and byelaws Regulatory Responsibilities Comply with all policies and procedures and ensure that due regard is paid to providing good customer outcomes and the fair treatment of customers. Manage the relationships with Customers, Agents and Service Providers: • Advise, assist and service customers on insurance and risk matters to promote customers’ satisfaction;, • Foster positive relationships with Customers and attain an understanding of their needs;, • Ensure that Customer Complaints are promptly identified, recorded and referred as appropriate; and,, • Complete all required annual product review assessments to agreed timescales with approvals obtained and recorded, • Follow all Chaucer Group Product Governance processes in the UCM and obtain appropriate approvals, • Ensure that the principles of providing good customer outcomes and the fair treatment of customers are upheld by Agents and Service Providers. Skills and Competencies • Relevant class experience, • Managing Agency experience, • Excel and Word – Intermediate, • Mathematics, data and analytical skills, • Global Macro Economics, • Able to communicate with different levels and is adaptable, • Resilient and able to work in a pressured environment, • Works as part of a team Qualifications • ACII qualified ABOUT US Chaucer is a leading insurance group at Lloyd’s, the world’s specialist insurance market. We help protect industries around the world from the risks they face. Our customers include major airlines, energy companies, shipping groups, global manufacturers and property groups. Our headquarters are in London, and we have international offices in Bermuda, Copenhagen, Dubai and Singapore to be closer to our clients across the world. To learn more about us please visit our website. Chaucer is committed to diversity, actively values difference and respects people regardless of the protected characteristics which are outlined in the Equality Act 2010 (UK legislation) as a result of the Equal Treatment Directive 2006 (EU legislation). A diverse workforce and an inclusive workplace are core to our success as a business and integral to our winning strategy and culture. We recruit from the widest available pool of talent, and our hiring, assessment and selection process is fair, free from bias and one which ensures we select the right person for the job, based on merit. We are committed to promoting a culture that actively values difference, and recognises that everyone has the right to be treated with dignity and respect throughout their employment. We are open to considering flexible working arrangements for all roles and encourage you to outline your needs during the interview process.

About the Role Join the Commodities Risk & Pricing team, building and owning the risk and pricing libraries that underpin PnL and risk across the business. You'll design and implement core vanilla models and products, partnering directly with traders and structurers in a front-office, high-impact role. What You'll Do • Build and maintain core vanilla pricing models for commodities, • Own risk and pricing libraries used firm-wide, • Partner with trading and structuring teams on live transactions, • Senior front-office QR/QD experience (commodities preferred; open to other asset classes), • Proven track record in pricing model development and ownership, • Strong programming skills (e.g. C++, Python), • Commercial mindset and ability to work directly with risk takers, • Minimum MSc, ideally PhD, in Mathematics or a quantitative field, • OTC product development experience, • Strong quantitative skills, • Need to be able to face off to senior stakeholders across the business, • Commodities experience is ideal, but they will hire from other backgrounds 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're a good match for the role and would like further info, please contact: Ali Wilson (+44) 07412908641 linkedin.com/in/alexander-wilson-050

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 Purpose of Role: The main purpose of the role is responsibility for the posting, review and reporting of the Group’s management fees, performance fees, client rebates and commissions. This involves the oversight and analytical review of monthly net revenue bookings, billing processes and cash matching as well as ensuring that payments to clients are made on a timely basis. This role will report directly into the Manager of Revenue. Specific responsibilities: • Review and post into the general ledger; ensure revenues, rebates and commissions are recorded correctly, • Analyse and understand the drivers behind changes to accruals and month-on-month movements, • Prepare balance sheet reconciliations as part of the month-end reporting process, • Distribute payment schedules and invoices; ensure prompt collection of cash from clients/counterparties, including cash matching and management of returned payments, • Review, analyse and approve rebates and commission payments to ensure accuracy and timeliness; provide debtor correspondence as required, • Comply with CASS regulatory requirements, • Liaise with Middle Office, Accounts Payable, Client Agreements, administrator (BNYM) and other internal/external stakeholders; prepare fund reinvestment instructions and ensure funding is in place, • Support internal and external audit queries, • Minimum 1 years post graduate, work experience, • Part or fully qualified accountant (ACA, ACCA, CIMA) preferred but not essential, • Degree-level education, preferably in Finance, Accounting, Mathematics or a related discipline, • Experience working in a Finance team ideally within Investment Management or Investment Banking preferred but not essential, • Strong Excel skills (lookups, pivot tables, sumif etc.); ability to learn new systems quickly 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 .

£150,000-200,000 GBP Discretionary end of year bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Machine Learning/Data Science Quantitative Researcher - London/Paris My client is a quantitative hedge fund with offices globally, focusing on systematic trading. Their Quant Researchers develop and monitor strategies covering all liquid markets, including HFT/arbitrage, statistical arbitrage, CTA, Macro and event-driven models. The firm has a mandate for Quantitative Researchers who are specialised in Machine Learning, Deep Learning, Reinforcement Learning, NLP, or Computer Vision. Successful applicants will apply these techniques to analyse datasets and identify trading opportunities, and develop them into monetizable strategies in collaboration with other researchers, developers, and traders. The Role: • Researching and applying Machine Learning and other Data Science techniques to analyse datasets and identify alphas., • You will work closely with other researchers, developers and traders on the development and implementation of these strategies, and monitor their performance over time., • Quantitative Researchers collaborate with each other globally. You will share ideas and work on tools for others to use across the firm, expanding the business and building your own skills.Requirements:, • An academic background with degrees covering numerical fields of study, such as Computer Science, Mathematics, and Quantitative Finance, PhD level degrees are preferred but not required., • Experience/knowledge of finance from academic studies, internships or professional experience., • Coding proficiency in at least on language, successful candidates are typically expert users of Python, and proficient with data science libraries.

In this role, your primary focus will be on engineering – crafting robust, low-latency, and high-throughput systems that directly drive trading performance. The role demands an elite level of coding ability, especially in C++ , and a deep interest in how software architecture impacts real-world execution. If you’re passionate about clean code, optimization, and pushing the limits of what software can do in production, this is the environment for you. Key Responsibilities • Design, develop, and deploy high-performance C++ code to power algorithmic trading systems., • Optimize latency-critical components through low-level systems programming, performance tuning, and efficient data handling., • Engage in continuous refactoring, testing, and code review to ensure engineering rigor and production stability., • Work across the stack—from network interaction to execution pipelines—and contribute to system-wide performance gains., • Collaborate with a world-class team of engineers and researchers to translate abstract trading ideas into production-grade code., • Stay current with modern hardware, compiler behavior, and systems-level development techniques., • Degree in Computer Science, Engineering, Physics, or Mathematics (minimum BSc or equivalent) from a red brick University., • Proven experience as a software engineer—whether through professional roles, open-source contributions, or independent projects., • Expert-level programming in C++ (required), with an emphasis on performance, memory management, and concurrency., • Proficiency in at least one scripting language (preferably Python) for tooling and prototyping., • Strong understanding of system internals—compilers, memory models, CPU architecture, and how code translates into hardware behavior., • Familiarity with Linux systems and modern development practices (e.g., CI/CD, TDD, code reviews)., • Interest in algorithm design, data structures, and writing code that is both elegant and efficient., • Be part of a deeply technical, tight-knit engineering culture that prioritizes precision, pragmatism, and performance., • Work on greenfield projects that have direct and measurable impact on real-world trading outcomes. Please send a PDF CV to

Role:- This role offers exciting challenges and opportunities to make a real impact. You would be a member of the quantitative investment strategies, manage derivative overlays, and help with related portfolio management and trading activities. Prior experience with derivatives from a role in trading, portfolio management, or risk is a must-have pre-requisite for the position. In addition, you should be experienced with data analysis and programming. Your data skills should be complemented with strong academic knowledge of statistics or econometrics. You will be able to apply your expertise in data analysis and statistics to quantitative investment strategies that use derivatives Become part of a close-knit team of portfolio managers and traders who collaborate across various asset classes. As a team, they have a very wide skill set ranging from trading and portfolio management to quant skills and programming. You will have the opportunity to work with and learn from the team. Requirements:- • Master’s degree or higher from a tier-1 university with knowledge of econometrics, statistics, or applied mathematics, • Strong statistics/econometrics skills are essential., • Has worked with derivatives, • Knowledge of Python, • Knowledge of Bloomberg is a plus, • Experience and knowledge of trade execution is highly desirable, • Experience with Risk Premia and index structuring is highly desirable, • LDI experience is a plus, • At least two years of experience working with data or financial models in the private sector or academic research, • Understanding of systematic investment strategies and portfolio management, • Strong communication skills to liaise with brokers and bank sales Please send a PDF CV to

Credit Risk Analyst – Python & SQL – London We are seeking a Credit Risk Analyst to join our dynamic team in London. You will leverage Python and SQL to analyse credit data, build risk models, and deliver actionable insights while ensuring compliance with relevant regulations. Key Responsibilities: • Analyze credit portfolios and assess risk exposure., • Develop and maintain risk models using Python and SQL., • Generate reports and dashboards to communicate findings to stakeholders., • Ensure credit risk activities comply with regulatory requirements., • Collaborate with business teams to support data-driven decision-making.Requirements:, • Strong experience with Python and SQL., • Solid understanding of credit risk frameworks and regulatory requirements., • Previous experience working with financial regulations (e.g., Basel III, IFRS 9)., • Excellent analytical and problem-solving skills.

COMMODITY MARKET RISK ANALYST – STRUCTURED PRODUCTS Exciting opportunity to join a leading Global Commodity Trading company . The role will be based in their London office . A dynamic company who offer rapid learning opportunities with potential for movement across teams and international roles. Main responsibilities: • Preparing and reviewing daily P&L and risk reports, monitoring limits, and proactively resolving any issues in coordination with the relevant teams . • Support front office in obtaining approval for new and non-standard products. • Assisting in identifying significant risks within the business and ensuring they are transparent to senior management., • Provide information and commentary for the bi-weekly Risk Committee meetings., • Review and approve any relevant changes to the main ETRM system (Endur)., • Guarantee compliance for trading procedures with relevant controls and support when necessary internal and external audit requests., • Participate in the enhancement of reporting and the development of reporting systems. Skills and experience required: • University degree in a numerate discipline (e.g. economics, mathematics, pure science, finance, engineering or similar)., • Relevant experience in a market risk role within commodity trading companies or banks., • Strong Knowledge of risk metrics such as VaR, stress-testing, scenario analysis., • Good knowledge of derivatives and options., • Strong knowledge of MS Office suite including Excel and VBA. SQL and Python would be a strong advantage., • Knowledge of the Endur ETRM system would be an advantage., • Analytical mindset and strong numerical skills., • Strong organization skills with good attention to detail and the ability to work to tight deadlines. • Strong communication skills, able to communicate concisely with senior management in the market risk function and with all stakeholders., • Fluent level of English.

Exciting opportunity at one of the fastest growing financial services firms around the world. They offer prime brokerage, clearing and financing across traditional and digital assets, and are now looking to hire world-class Python software engineers to help build on their success. Responsibilities • Ensuring risk models are in a production-ready state by contributing to various parts of development, in particular the productionization, • Improving research tools and models, e.g. backtesting, • Developing APIs for internal and external customers with customized analytics, • Minimum 5+ years' quant software development experience, preferably at a top-tier financial services firm, • Ability to write production-grade (robust and maintainable) Python code, • BS degree or above in Computer Science, Mathematics, or related field, • Previous hands-on experience of (some part of) a model-building pipeline (e.g. risk, alpha, etc.), • Built large-scale, distributed systems 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 feel you are suitable for this role, drop me an email or give me a call! Jack Peck [e] [t] +44 20 3745 6537 linkedin.com/in/jack-peck-448a70131

£Competitive GBP Onsite WORKING Location: London, Central London, Greater London - United Kingdom Type: Permanent Our client is a leading global market maker whose team of quantitative researchers brings markets to life by developing and implementing cutting-edge trading strategies every day. This highly skilled team leverages sophisticated statistical techniques to design, test, and optimize automated quantitative trading models that directly impact trading performance. They are seeking an extraordinary Quantitative Researcher who embodies their core values of winning, integrity, continuous learning, and fostering a meritocratic culture. Key Responsibilities: • Conduct in-depth research and statistical analysis to evaluate securities and trading opportunities, • Work with large and unconventional data sets to develop and enhance trading strategies that have immediate effects on P&L, • Conceptualize valuation methods, develop robust mathematical models, and translate algorithms into efficient, maintainable code, • Back-test models rigorously and implement trading signals within a live trading environment to optimize execution and profitabilityRequired Skills and Experience:, • Advanced academic background in mathematics, statistics, physics, computer science, or a closely related quantitative discipline, • Proficiency in probability and statistics, including time-series analysis, machine learning, pattern recognition, and natural language processing (NLP), • Demonstrated experience working in a data-driven research environment, ideally within finance or related fields, • Strong programming skills, particularly in Python; familiarity with analytical tools such as R or Matlab and compiled languages like C++ is highly advantageous, • Exceptional analytical and problem-solving abilities with a track record of applying quantitative techniques to complex challenges, • Excellent communication skills, capable of clearly conveying advanced concepts and research findings, • Expertise in developing algorithms to analyze large datasets and conduct meticulous error checkingWhy Join?, • Work alongside a world-class team driving innovation in automated trading, • Make an immediate, measurable impact on trading performance and profitability, • Thrive in a culture that rewards merit, encourages learning, and upholds the highest standards of integrityIf you are passionate about quantitative research and eager to contribute to a dynamic, high-performance trading environment, we would love to hear from you. Interested in learning more? Click 'Apply Now', or reach out directly to Stephen Kennedy at Anson McCade via LinkedIn for more Information.

Our client, a globally established and highly prestigious multi-platform Hedge Fund, are seeking a Systematic Macro Quant Researcher to work with a new Portfolio Manager within their Systematic business. In this dynamic and collaborative role, you will be responsible for developing and implementing cutting-edge quantitative models and strategies across global macro futures markets (excluding commodities). Key Responsibilities: • Quantitative Research & Strategy Development: Conduct rigorous quantitative research to identify market inefficiencies and develop systematic trading strategies. Utilize statistical, econometric, and machine learning techniques to model macroeconomic relationships and forecast asset prices., • Data Analysis & Signal Generation: Analyse large and complex datasets, including macroeconomic indicators, market prices, and alternative data sources, to extract predictive signals. Employ advanced data science methodologies to enhance the robustness and accuracy of models., • Model Implementation & Optimization: Collaborate with the technology and trading teams to build and implement quantitative infrastructure, models and strategies in a live trading environment. Continuously optimize and refine models to adapt to changing market conditions., • 2-5 years’ experience in a high-performance trading environment, ideally on the buyside., • Experience of developing and implementing successful quantitative trading strategies, preferably within macro futures markets., • Advanced (Ph.D. or Master's) degree from a top-tier institution, in a quantitative discipline such as Economics, Finance, Mathematics, Statistics, Computer Science, or a related field., • Strong programming skills in Python, R, or a similar language, and the ability to write clean code., • Experience with statistical analysis, econometrics, and machine learning techniques. We can only respond to highly qualified candidates.

Senior Client Reporting Analyst London Perm MUST HAVE VERMILLION EXPERIENCE. Join a leading investment management firm where the Reporting team plays a key role in delivering excellence to our clients. You’ll help produce high-quality investment, marketing, product, and regulatory reports while collaborating closely with Sales and Investment teams to support client engagement across international offices. The Opportunity This is an exciting opportunity for a motivated individual with strong analytical, technical, and communication skills to contribute to a high-performing environment. You’ll gain exposure to multiple business areas, shape the reporting process, and help drive innovative solutions across the business. Key Responsibilities • Produce accurate, impactful investment reports, marketing materials, and client presentations for institutional clients., • Collaborate with internal teams across London and Geneva to ensure timely, high-quality deliverables and alignment with client needs., • Support the migration of existing reports to the Vermilion Reporting Suite (VRS) and the data transition to Snowflake., • Contribute to the design and automation of reporting processes to enhance efficiency and quality., • Degree in Finance, Mathematics, Economics, or a related field (preferred)., • Strong understanding of financial markets, ideally with previous experience in a similar role., • Advanced skills in Excel and PowerPoint, with solid knowledge of SQL. Experience with VRS, Snowflake, or Tableau is an advantage., • Excellent attention to detail, analytical mindset, and commitment to quality.

£150,000-250,000 GBP Formulaic Bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Our client is an established quantitative hedge fund operating in the mid/low frequency trading space, with teams globally. The firm is looking for experienced Quantitative Researchers/Traders and Portfolio Managers, particularly those covering systematic Macro Futures or FICC markets, to build and lead a team and trade their own strategies in return for a performance based bonus. The firm can offer exceptional resources, including historical market data, alternative/fundamental datasets, development support, and cutting-edge execution infrastructure, allowing strategies to cover intraday and mid frequency time horizons, while maintaining low costs and a quick time to market. The Role: • Building and leading a desk where you will research and trade alphas based on analysis of market or alternative data., • Researching and monetizing signals, monitoring performance of models and optimising them where possible., • Creating quantitative tools to aid the strategy development process, such as execution algorithms, modelling libraries, etc. for the rest of your trading team to use.Requirements:, • A degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc., • Coding proficiency in at least one language, such as C++ or Python., • At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated quant methods for the research and optimisation of macro strategies., • You will need to be a confident, resilient, and highly motivated individual, capable of working collaboratively with your colleagues in your office and in other locations.

We are partnering with a top-tier, globally recognised hedge fund to identify exceptional Software Engineers to join their systematic trading and quantitative research platforms. This firm is renowned for its cutting-edge technology, scientific approach to markets, and a track record of sustained, market-leading performance. Our client is seeking intellectually elite individuals with strong foundations in quantitative disciplines and a passion for solving complex, high-impact problems at scale. The Opportunity You will work at the intersection of advanced engineering and quantitative finance, building highly performant, scalable systems that directly power trading strategies and research workflows. This is a front-office role with immediate impact on PnL, collaborating closely with world-class quants, researchers, and technologists. Key Responsibilities • Design and develop low-latency, high-throughput trading systems and research infrastructure, • Work closely with quantitative researchers to translate models into production-grade systems, • Optimise performance across distributed systems handling large-scale financial data, • Contribute to architectural decisions in a fast-moving, intellectually rigorous environment, • Continuously improve code quality, testing, and deployment pipelines Candidate Profile We are specifically targeting individuals with: • Outstanding academic credentials (e.g. Computer Science, Mathematics, Physics, Engineering) from leading global universities, • A strong quantitative background with deep problem-solving ability, • Proven experience in high-performance systems (C++, Python or similar), • A track record of excellence, whether in industry, academia, or competitive environments, • Strong understanding of algorithms, data structures, and system design Desirable Experience • Exposure to systematic trading, quantitative finance, or data-intensive environments, • Experience with distributed systems, concurrency, and low-latency optimisation, • Familiarity with Linux-based systems and modern DevOps practices Why This Role? • Work alongside some of the brightest minds in quantitative finance and technology, • Direct impact on trading performance and firm profitability, • Exceptional compensation structure, including significant performance-related bonuses, • A culture that prizes intellectual curiosity, autonomy, and engineering excellence This is a rare opportunity to join an elite environment where technical ability and intellectual rigor are paramount. We are looking for candidates who thrive in challenging settings and want to operate at the very top end of the industry. If this aligns with your background, we would welcome a confidential discussion.

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 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:

£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

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

Lead Deep Learning Researcher – Hedge Fund I’m partnered with an industry-leading Hedge Fund that, after nearly 20 years of pioneering innovation and hiring some of the brightest minds in the market, is now looking to further its success through the latest advancements in deep learning. The firm has built its reputation on rigorous research and cutting-edge technology, and this hire will play a pivotal role in shaping the next generation of their quantitative research capabilities. The Opportunity This is a rare chance to take full ownership of the fund’s AI research strategy. You’ll have complete freedom to explore, design, and implement novel deep learning models to generate alpha across the fund. Working alongside world-class quants, you’ll define the long-term roadmap for deep learning at the fund - from foundational model research to production deployment. What You’ll Do • Lead the development of advanced deep learning frameworks for financial time-series forecasting and market modeling., • Research, prototype, and evaluate cutting-edge architectures (e.g., GNNs, RNNs, Transformers) for signal discovery., • Collaborate closely with data engineering and trading teams to translate research insights into scalable, production-grade models., • Set and drive the fund’s overall AI strategy, identifying emerging techniques and trends in academia and industry., • Present research internally and contribute to the firm’s broader innovation initiatives. What They're Looking For • PhD (or equivalent research experience) in Artificial Intelligence, Data Science, Computer Science, Applied Mathematics, or a related field., • A strong publication record in top-tier conferences such as NeurIPS, ICML, or ICLR., • Hands-on experience applying deep learning models to complex, ideally temporal or financial, datasets., • Expertise in Python and modern ML frameworks (TensorFlow, PyTorch, JAX, etc.)., • Prior experience in a commercial or industry setting post-PhD, ideally in a similarly data-driven domain. Why Apply • Compensation and total rewards package on par with top Big Tech firms., • Opportunity to define the deep learning direction of one of the world’s most respected hedge funds., • Hybrid model: 3–4 days a week onsite in Central London.

Key Responsibilities: • Design and develop systematic trading strategies with holding periods ranging from intraday to several weeks, with a focus on macro-driven relative value or CTA (Commodity Trading Advisor) approaches ., • Conduct in-depth quantitative research and signal generation using advanced statistical and machine learning techniques to identify inefficiencies in macro markets., • Implement, back-test, and optimize systematic models to ensure robustness and adaptability to changing market conditions., • Leverage extensive experience in macro asset classes and systematic trading to refine risk management and portfolio construction techniques., • Stay ahead of market developments and advancements in quantitative finance, integrating cutting-edge methodologies into the research process., • Work closely with trading, risk, and technology teams to align research insights with business objectives., • 5+ years of direct experience in macro systematic trading , with a proven track record in quantitative research or trading across commodities, FX, rates, or equity indexes ., • Strong background in mid to low frequency systematic strategies , particularly macro-focused relative value or CTA trading ., • Advanced degree (Master’s or PhD) in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering ., • Expertise in Python and proficiency in handling large datasets, statistical modeling, and machine learning techniques., • Deep understanding of macro market dynamics, quantitative finance, and numerical techniques relevant to systematic trading., • Strong problem-solving abilities and experience in handling complex data analysis and model development ., • Excellent communication skills, with the ability to articulate research findings to both technical and non-technical stakeholders.

The Research & Development team at this successful algo trading firm builds and maintains the computers, networks, data storage, operating systems, and software that enable trading strategies and research environment to operate worldwide 24/7. Looking for a Storage Strategist who enjoys being challenged, appreciates an open and collaborative organizational structure, and thrives in a fast-paced hands-on environment. In this role, you will own the vision, planning and execution of current and future storage needs. Given the firm's growth and ever-evolving needs (especially when it comes to AI), this is a unique opportunity to set the direction for future storage solutions and work across engineering teams to deliver it. You will drive engagement with all stakeholders - internal users and both external and internal technology providers - understand their product portfolio and roadmap, and build a strategy that is inclusive of financial modeling. Responsibilities • Own the overall charter of delivering performant, reliable, and future-proof storage solutions for all storage needs, • Collaborate and drive efforts across multiple (internal) cross-functional engineering teams, • Improve user experience by understanding storage workloads and designing a variety of solutions and tools, • Forecast future storage needs, research new storage solutions, and build a five-and ten-year roadmap, • Draw insights from a deep understanding of hardware infrastructure and industry trends to inform the roadmap and planning decisions, • Review deliverables and provide relevant guidance to engineering teams, • Troubleshoot complex storage, OS, and networking issues, • Integrate storage systems with HPC clusters, ensuring compatibility with existing hardware and software, • 10+ years of experience in HPC-like environments with multi-PB storage deployments, • Experience in developing advanced storage software solutions and/or leading software development team(s), • Deep expertise in HPC and scale-out enterprise storage solutions, • Knowledge of distributed file systems used for large-scale cluster computing (Lustre, GPFS, WEKA, S3, CEPH, etc.), • Strong leadership, communication, and stakeholder management skills, • Deep technical understanding of commodity storage technologies, • Knowledgeable on storage industry trends, • Deep technical understanding of server architecture, design, and development, with emphasis on power and performance analysis, • Ability to analyze and solve problems under quick turnaround times, • Ability to manage time efficiently, balancing independent and collaborative workflows This fund brings a scientific approach to trading financial products. They've built one of the world's most sophisticated computing environments for research and development, and their researchers are at the forefront of innovation in the world of algorithmic trading. Colleagues come from all sorts of backgrounds: mathematics, computer science, statistics, physics, and engineering. A community of self-starters who are motivated by the excitement of being at the cutting edge of automated trading, and their culture celebrates great ideas whether they come from veterans or new hires. Seem like something you might be interested in? The goal is to find the best people and bring them together to do great work in a place where everyone is valued. They're proud of their diverse staff; with offices all over the globe they benefit from varied and unique perspectives. This is an equal opportunity employer; so whoever you are they'd love to get to know you. 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

Role :- Development and maintenance of the in-house C++ pricing libraries Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques . Development and maintenance of multi-threaded servers for delivering data to users . Design, develop, test, and deploy elegant software solutions for automated trading systems. Design and build out model framework and signal research tools. Implement new signals and assets . Build execution and portfolio construction tools. Build tools and applications required by traders. You will work closely with the traders, quantitative analysts, compliance, and technology teams to provide innovative solutions with a focus on highly scalable systems. You will see your ideas and hard work used by experienced traders across a diverse range of instruments and markets. Requirements:- Excellent knowledge of both Python and C++. Experience with QuantLib library will be a major advantage for any candidate. Knowledge of fixed income and FX derivatives instruments and models will also be sought and interviews will centre around these areas . Strong foundational knowledge of computer science, mathematics & statistics. Financial experience/knowledge is a strong plus. Ideally you will have a Masters / PhD in a technical discipline (Computer Science, Engineering, Mathematics, Physics) A demonstrated track record in risk, quantitative or trading systems development. Apply:- Please send a PDF resume to

What You’ll Be Doing: • Generate and explore new alpha ideas grounded in both academic research and real-world market intuition, • Design and implement systematic trading signals across macro asset classes, with a focus on short- and medium-horizon models, • Work closely with the portfolio manager and trading group on all aspects of strategy design, including signal construction, portfolio optimization, risk frameworks, and execution, • Contribute to the continuous development of an internal research platform and infrastructure, • 4–6 years of experience in a quantitative research role, ideally within a collaborative hedge fund or asset management environment, • Demonstrated success developing and deploying alpha signals in futures or FX markets, • Strong applied programming skills, preferably in Python (other languages such as R or MATLAB also considered), • Advanced degree (Master’s or PhD) in a quantitative discipline such as Applied Mathematics, Statistics, Computer Science, Financial Engineering, or Economics, • Independent thinker with a strong analytical mindset and an ability to translate complex ideas into practical solutions, • Familiarity with macro markets including fixed income, commodities, equity indices, and currencies, • Experience working with alternative and large-scale datasets to extract investment-relevant features, • Research or professional background in quantitative macro, asset pricing, econometrics, or related fields

£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.

Overview Our client; a leading cross-asset front-to-back trading and risk technology provider is building out its Quant Research capability and is seeking a Credit Quantitative Analyst to drive model development across credit products. This is a high-impact role contributing to the core analytics embedded within a global trading and risk platform. You will: • Develop and enhance pricing and risk models for credit products (bonds, CDS, credit derivatives, structured products)., • Research and implement credit curve construction, hazard rate models, and spread dynamics., • Design robust risk analytics including sensitivities, scenario analysis, and XVA considerations., • Collaborate with product, engineering, and clients to embed models into production systems., • Contribute to long-term quantitative research strategy within credit analytics. Essential requirements: • Strong background in quantitative finance, mathematics, physics, or similar., • Extensive experience in credit modelling within a bank, hedge fund, or vendor environment., • Deep understanding of fixed income mathematics and credit risk modelling., • Strong programming skills (Python/C++ or similar)., • VP / Director-level experience with ability to operate autonomously. WHO WE ARE Our expertise We provide high-impact consulting across five key domains: • Quantitative Finance — Model design, implementation and validation., • Risk & Regulatory — Risk frameworks and regulatory transformation., • Data & AI — Data optimisation and AI adoption with strong governance., • Digital & Technology — Cloud, engineering, automation and digital solutions., • Transformation — Change management and large-scale delivery programmes. Our commitment Built on excellence, collaboration and innovation, Quanteam partners with clients to strengthen resilience, accelerate transformation and build future-ready capabilities. Benefits & inclusion We offer a competitive UK-aligned package, including: • Competitive salary and performance bonus, • Private medical insurance, including mental health support, • Pension, • 25 days annual leave, • Schemes: Cycle to work, Perks at work, Home and tech, • Training and development opportunities We are committed to a diverse and inclusive workplace where all individuals are respected and valued. We welcome applicants from every background and uphold equality across all characteristics. Diversity drives innovation and strengthens our ability to deliver exceptional results. Our aim is an environment where everyone can thrive and contribute to collective success.

Responsibilities • Develop, maintain and calibrate a proprietary asset simulation platform, • Model capital market assumptions and produce asset class simulations, • Design and implement macro-financial models in Python and/or C++, • Adapt internal models to specific optimisation and simulation requirements, • Build ad‑hoc analytical tools in Python and Excel to deliver customised solutions, • Support Strategic Asset Allocation, ALM and lifecycle investing (including decumulation), • Contribute to forecasts and portfolio construction best practice across geographies and asset classes, • Provide technical support to sales/clients and present methods and results clearly, • Write clean, tested code; use Git and deploy into production environments, • Drive automation and scalability across quantitative research processes Requirements • Master’s degree in Mathematics, Statistics, Computer Science, Economics or Financial Engineering, • 3–5 years’ experience as a quantitative analyst/programmer in an asset manager or investment bank, • Strong foundation in probability theory, stochastic calculus and statistical inference, • Experience modelling liquid and illiquid asset classes, asset allocation and portfolio optimisation, • Hands‑on exposure to bond pricing, stochastic volatility modelling and Monte Carlo simulations, • Proficient in time‑series analysis, econometrics and factor‑based modelling, • Advanced Python (numpy, pandas); experience deploying code to production, • C++ a strong advantage; SQL proficiency; MS Office with VBA a plus

£ £120,000 - £200,000 GBP Onsite WORKING Location: London, Central London, Greater London - United Kingdom Type: Permanent A leading global financial institution is seeking a Vice President-level Quantitative Analyst to join its Capital Analytics team within a front-office-aligned quant group. This team plays a critical role in the development of cross-asset quantitative models and tools that underpin the firm's capital calculations and regulatory frameworks, including SACCR and Resolution requirements. This is a high-impact, hands-on quant role offering close collaboration with trading desks, structurers, and risk and control teams. You'll be joining a technically strong and commercially aware group operating across asset classes in a fast-paced, front-office environment. Key Responsibilities: • Design, implement, and support cross-asset quantitative analytics related to capital requirements and regulatory frameworks., • Develop pricing and risk models using advanced mathematical methods including Monte Carlo simulations, stochastic processes, and numerical techniques (e.g., PDE solvers)., • Code production-quality models and tools in Python; familiarity with C++ is a plus., • Partner directly with traders, structurers, and control functions to ensure robust analytics and appropriate governance., • Deliver scalable solutions with impact across multiple asset classes and regulatory domains., • Maintain high standards of model validation, documentation, and control in line with internal and external requirements.What We're Looking For:, • 6-7 years of quant experience in a front-office or risk capacity at a leading bank or financial institution., • Strong familiarity with capital regulation (e.g., SACCR, Resolution planning)., • Solid programming expertise - Python is essential; C++ experience is highly desirable., • Deep understanding of financial products across asset classes., • Excellent problem-solving skills and a strong quantitative background., • Effective communicator, able to work across teams and explain complex models clearly., • MSc or PhD in a technical field such as mathematics, physics, quantitative finance, engineering, or computer science., • Candidates from model validation backgrounds may be considered only with exceptional academic qualifications and demonstrated modeling ability.Why Apply:, • Join a front-office aligned quant team solving real-world capital and risk problems., • Gain broad product and desk exposure in a cross-asset environment., • Work in a collaborative, technically excellent team with a high degree of ownership and impact., • Be part of an organisation with strong focus on innovation, governance, and responsible finance.Applications are being reviewed on a rolling basis, with an immediate start preferred. If you're a quant with strong front-office or risk credentials and want to work on impactful, regulatory-driven modeling challenges, we encourage you to apply now.

Intercontinental Exchange ( NYSE:ICE ) is a Fortune 500 company operating a leading network of global futures, equity, and equity options exchanges, alongside world-class clearing and data services spanning financial and commodity markets. We place the needs of our customers and global market participants at the forefront of everything we do. As a high-growth organisation, we pioneered transparency and risk management in global derivatives markets. Our team comprises engineers, strategists, and problem-solvers who continuously innovate technology solutions to address complex market structure challenges. About the Role The ICE Data Derivatives business provides market data, valuation, and analytics services across all OTC (over the counter) derivative asset classes to a global customer base. We are seeking an exceptional Financial Engineer to join our Pricing and Analytics tea m, a group dedicated to researching, implementing, and supporting enterprise-grade pricing and risk systems. This role requires a unique combination of quantitative finance expertise and cutting-edge AI capabilities, with particular emphasis on Deep Neural Networks and Large Language Models (LLM) applied to derivatives markets. Key Responsibilities • AI-Powered (artificial intelligence) Market Access: Design and deploy AI-driven conversational agents that enable clients to interact with derivatives market data and analytics through natural language interfaces, democratizing access to complex financial information., • Neural Network Pricing Models: Research and implement Deep Neural Network-based approximations for exotic derivatives pricing models across Interest Rate, Equity, FX (forex), and Commodity asset classes, delivering order-of-magnitude improvements in computational performance for large, complex portfolios., • Next-Generation Risk Analytics: Leverage advanced AI techniques to enhance risk management capabilities, including significant acceleration of Value-at-Risk ( VaR ) and XVA computations., • Research & Documentation: Produce rigorous analysis and comprehensive documentation of AI methodologies, model architectures , and research findings to support transparency and knowledge transfer across the organization., • Large-Scale Data Analysis: Extract insights from complex, high-volume datasets to inform model development and business strategy., • Model Interpretation & Guidance: Provide clear explanations of AI model behavior, conduct scenario analysis, and deliver actionable analytics to stakeholders across the business. Knowledge and Experience * Expert professional experience in Machine Learning and quantitative finance . * Demonstrated proficiency in modern AI development workflows, including fluency with tools such as Claude Code and GitHub Copilot. * Proven ability to leverage Large Language Models for productivity enhancement across documentation, architecture design, and project development . * Expert programming skills in C++. * AI Agent Development: Demonstrated experience designing and deploying production-grade AI. agents utilizing Large Language Models, including prompt engineering, tool integration, and orchestration frameworks for autonomous decision-making systems. * Deep Learning Architecture : Strong theoretical and practical knowledge of Deep Neural Network architectures, including feedforward networks, recurrent models, transformers, and their application to time-series forecasting and function approximation in financial contexts. * Solid understanding of financial markets, derivatives pricing - risk modeling principles valued. Core Competencies * Hard worker and team player, highly self-motiv at ed in learning and applying new techniques . * Ability to solve real world business problems using AI and quantitative techniques . * Strong oral communication and documentation skills . Education * Advanced degree (MSc OR PhD) in Mathematics, Physics, Quantitative Finance, Machine Learning , or any other related quantitative discipline/ equivalent.

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

About Us Wellington Management offers comprehensive investment management capabilities that span nearly all segments of the global capital markets. Our investment solutions, tailored to the unique return and risk objectives of institutional clients in more than 60 countries, draw on a robust body of proprietary research and a collaborative culture that encourages independent thought and healthy debate. As a private partnership, we believe our ownership structure fosters a long-term view that aligns our perspectives with those of our clients. About the Role We are seeking a Performance Analyst to join our Performance Team. This role will focus on supporting the delivery of accurate, timely performance and attribution analysis across a broad range of investment strategies. The ideal candidate will bring strong analytical capabilities, attention to detail, and a desire to develop expertise in performance measurement, investment analytics, and data-driven insights. Key Responsibilities • Support the production and validation of portfolio performance and attribution results across asset classes, • Analyze performance drivers and assist in communicating insights to investment, product, and client-facing teams, • Monitor and investigate data quality and performance discrepancies, working with internal teams to resolve issues, • Collaborate with investment, operations, and technology teams on performance-related workflows, • Assist in maintaining and improving performance reporting processes, controls, and documentation, • Contribute to automation and efficiency initiatives (e.g., SQL, Python, reporting tools), • Support composite and benchmark-related processes, • Participate in ongoing enhancement of analytics, tools, and reporting infrastructure Qualifications, • Bachelor's degree in Finance, Economics, Mathematics, or a related field, • 1-3 years of experience in investment performance, analytics, or operations, • Strong analytical and problem-solving skills with attention to detail, • Basic understanding of investment concepts (equity, fixed income, or multi-asset), • Proficiency in Excel; familiarity with SQL and/or Python is a plus, • Strong written and verbal communication skills, with the ability to interact effectively with business, operations, and technology stakeholders., • Self-motivated and able to manage multiple priorities in a fast paced, evolving technical environment., • Interest in pursuing CFA or CIPM preferred Preferred Qualifications, • Intellectual curiosity about investment strategies and markets, • Interest in automation, data platforms, and AI-driven analytics, • Collaborative mindset with ability to work across teams, • Exposure to investment data domains such as performance measurement, benchmarks, attribution, analytics, holdings, or transactions., • Experience validating or reconciling system outputs (e.g., calculations, reports, or data feeds) against business expectations. Not sure you meet 100% of our qualifications? That's ok. If you believe that you could excel in this role, we encourage you to apply and welcome a chance to review your background. We are dedicated to building and maintaining a diversified workforce and considering a broad array of candidates with a variety of skill, workplace experiences, and backgrounds. As an equal opportunity employer, Wellington Management ensures that all qualified applicants will receive equal consideration for employment without regard to race, color, sex, sexual orientation, gender identity, gender expression, religion, creed, national origin, age, ancestry, disability (physical or mental), medical condition, citizenship, marital status, pregnancy, veteran or military status, genetic information or any other characteristic protected by applicable law . If you are a candidate with a disability, or are assisting a candidate with a disability, and require an accommodation to apply for one of our jobs, please email us at . At Wellington Management, our approach to compensation is designed to help us attract, inspire and retain the best talent in our industry.We strive to pay employees fairly and competitively across all levels and roles. Our approach to compensation considers all aspects of total compensation; all employees are eligible to receive salary, variable compensation, and benefits. The base salary range for this position is: USD 90,000 - 180,000 This range takes into account the wide range of factors that are considered when making compensation decisions, including but not limited to skill sets; role; skills and experience; certifications; and education. This range is an estimate, and further details on salary and total compensation aspects will be shared with candidates during the recruitment process. Base salary is only one component of Wellington's total compensation approach. Other rewards may include a discretionary Corporate Bonus and/ or Incentives, if eligible. In addition, we offer a comprehensive and high value benefit package to meet the unique needs of our employees and their families, and we are committed to fostering a flexible work environment that enables employees to thrive personally and professionally. Examples of our benefits include retirement plan, health and wellbeing, dental, vision, and pharmacy coverage, health savings account, flexible spending accounts and commuter program, employee assistance program, life and disability insurance, adoption assistance, back-up childcare, tuition/CFA reimbursement and paid time off (leave of absence, paid holidays, volunteer, sick and vacation time) We believe that in person interactions inspire and energize our community and are essential to our culture. In support of this commitment, our employees work from our offices 4 days a week with flexibility to work remotely 1 day a week. We believe that this approach ultimately supports our mission to deliver investment excellence to our clients and their beneficiaries over the long term.

Quantitative Developer - LNG - London THE ROLE We are seeking a highly skilled and motivated Quantitative Engineer with a focus on Commodities Trading, and ideally LNG .You will be part of a small but growing team where you will work directly with the business on complex technology trading problems. You will collaborate with Analysts, Traders and Software Engineers cross-functionally. KEY RESPONSIBILITIES • Work closely with the trading desks (traders, originators, structurers and analysts) to acquire in-depth business knowledge, identify their challenges, and capture specific needs., • Design and build scalable, high-performance end-to-end applications and implement quantitative models for structuring deal evaluations, trading, risk management and portfolio optimization., • Calibrate models to market data, including curves, volatilities, and correlations; perform back-testing, stress testing, and monitor model performance., • Implement robust applications to replace Excel-based processes where applicable, to enhance reliability, reduce operational complexity and minimise operational risk., • Contribute to the development of the shared quantitative platform designed to support all trading desks., • Utilise cutting-edge technologies, such as cloud computing, to drive improvements in efficiency and productivity for the trading desk., • Take ownership of the delivery and maintenance of high-quality code and provide prompt, effective support to resolve issues as they arise. Qualifications and Requirements: • Degree educated in either Computer Science, Mathematics, Statistics, Financial Engineering, or a related quantitative field., • Strong programming skills and advanced proficiency in Python., • Strong understanding of probability theory and derivative option pricing., • Experience with front-end frameworks such as Angular or React, and understanding of database management, including SQL or NoSQL systems., • Experience with Continuous Integration/Continuous Deployment (CI/CD) practices and cloud computing platforms., • Intellectual curiosity and willingness to learn new models and physical commodity markets., • Excellent problem-solving skills and a strong attention to detail., • Strong stakeholder communication skills., • Prior experience in commodities trading is beneficial but not required.

Octavius Finance are a specialist hedge fund and asset management recruitment firm, working with leading investment managers across public and private markets. Octavius Finance are recruiting for a Credit Quantitative Researcher on behalf of a London-based asset manager specialising in credit investing, long/short credit strategies, and credit hedge fund investing across global credit markets, with a primary focus on European credit. This Credit Quantitative Researcher role sits within a credit investment team covering corporate bonds, leveraged loans, and structured credit instruments such as CLOs. Key Responsibilities: • Develop, implement, and maintain quantitative models for credit relative value, pricing, and risk analysis across cash and structured credit markets, • Build factor-based and statistical models for credit spread dynamics, default risk, and recovery assumptions, • Analyse large, complex datasets across corporate bonds, leveraged loans, CDS, and structured credit products (including CLO tranches), • Support portfolio construction, optimisation, and trade idea generation across long/short credit strategies, • Develop tools for risk monitoring, stress testing, scenario analysis, and performance attribution, • Enhance pricing and valuation frameworks for illiquid or complex credit instruments, • Work closely with portfolio managers and analysts to translate quantitative outputs into actionable investment insights, • Contribute to automation and improvement of research workflows and data pipelines, • Research and prototype new quantitative approaches for credit investing, including machine learning and alternative data applications Requirements: • Degree in a highly quantitative discipline (e.g. mathematics, physics, engineering, statistics, computer science, finance, econometrics), • Experience in credit markets, fixed income, or structured credit strongly preferred, • Strong programming skills in Python (or equivalent), with experience in data analysis libraries (e.g. pandas, NumPy, SciPy), • Good understanding of credit products including corporate bonds, leveraged loans, CDS, and CLO structures, • Knowledge of statistical modelling, time series analysis, and machine learning techniques beneficial, • Familiarity with risk modelling, portfolio construction, or quantitative trading strategies, • Experience working with large financial datasets and building robust research pipelines, • Strong analytical mindset with ability to work with incomplete or noisy financial data, • Excellent communication skills and ability to work collaboratively within an investment team, • Strong interest in global credit markets and alternative investment strategies To apply, please submit a copy of your word CV to mailto:

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 Job Summary: The Public Markets Credit Middle Office team is responsible for Security pricing controls, NAV (Net Asset Valuation) calculations, fee modelling, and portfolio rebalancing across Feeder/Master/Multi-Book structures, as well as setting trading levels and instructing FX hedges related to client capital flows across Man's Public Markets Fixed Income/Credit Funds. The role involves running key operational processes independently, while continuing to develop broader technical and operational expertise. The team develops tools and reporting solutions, widely used across the firm, primarily using Python, Excel, and internal databases to deliver critical reporting and analytics. The Analyst demonstrates technical expertise and ability to contribute to process improvements and collaborate on wider projects. Specific Responsibilities: Credit Fund Operations: • Review and analyse fixed income securities and derivatives (including credit default swaps, bonds, loans and other fixed income instruments), with focus on their pricing and profit/loss calculations, • Support daily operational processes including hedge fund valuations and reconciliations of fixed income funds, • Perform fixed income-specific valuations including yield curve analysis, duration calculations, and credit spread assessments, • Work with various internal tools and databases to deliver fixed income reporting and analytics, • Contribute to the team's continuous improvement of systems, controls and workflows related to fixed income fund administration, • Learn and utilize programming tools to enhance team processes and reporting Stakeholder Engagement: • Collaborate with team members and other departments both in daily activities and long-term projects, • Communicate findings and recommendations clearly to various stakeholders Professional Development: • Take advantage of training opportunities in technical and financial topics, particularly in fixed income markets, • Develop understanding of investment operations and market infrastructure, • Contribute ideas for process improvement and efficiency Technical Competencies: Required: • Previous experience in fixed income fund accounting, fixed income valuations, or fixed income operations, • Strong understanding of fixed income instruments including bonds, credit derivatives, and interest rate products, • Knowledge of fixed income valuation methodologies and pricing conventions, • Strong analytical mindset with ability to solve complex problems, • Keen attention to detail and strong organizational skills, • Ability to work both independently and as part of a team, • Excellent communication skills and confidence to raise questions, • Demonstrated ability to learn new concepts quickly, • Strong academic background in a quantitative or analytical field (Mathematics, Finance and Accounting, Physics, Engineering, Computer Science, or any data/finance-oriented disciplines), • Interest in fixed income markets and motivation to build a career in the industry Advantages (but not required) • Basic programming knowledge with enthusiasm to develop technical skills, • Previous exposure to hedge fund administration or asset management operations, • Professional qualifications (CFA, accounting qualifications such as ACA/ACCA) or studying towards, • Python programming (or similar languages), SQL or database experience 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 .

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

Associate or Senior Associate – Building Physics London About us Hoare Lea is a human-centric and planet-conscious engineering consultancy. We offer intelligent and sustainable solutions to complex design challenges for the built environment throughout the UK and further afield. We provide a wide range of engineering and consultancy services, including acoustics, air quality, building services (MEP), fire, lighting, security and sustainability to name but a few. Together, our highly skilled teams use technical expertise and problem-solving skills to bring buildings to life. We ensure that whatever the building, its design is outstanding, and its operations meet the needs of the communities it serves. We are as committed to providing an environment where everyone can realise their unique potential. So, in joining Hoare Lea, you will experience a business that enriches your knowledge, supports your wellbeing, and welcomes your individuality. You’ll have the opportunity to participate in our 9-day fortnight scheme, thriving community groups, varied social and networking events, and extensive professional and technical development schemes. We also offer an extensive benefits package, including private medical cover, an electric vehicle salary sacrifice scheme, stock options, and 25 days of annual leave (increasing with service), alongside flexible and hybrid working. Whatever your ambitions or circumstances, our aim is to enable everyone to develop their knowledge, give their best, and enjoy what they do. About the role We’re hiring an Associate/Senior Associate to join our building‑physics team working on CFD, data‑centre thermal performance and whole‑building energy modelling. You will lead and deliver modelling studies, translate results into practical design and operational guidance, and help grow our technical capabilities and reproducible workflows across the team We are looking for an experienced, client‑facing engineer with hands‑on CFD and data‑centre modelling experience plus a strong grounding in building physics (heat transfer, ventilation/HVAC optimization, dispersion and wind‑microclimate analysis, and dynamic thermal modelling). You should be comfortable setting technical standards, leading projects, mentoring colleagues, and communicating results to clients and project teams. If you meet many of the criteria but not every bullet, we encourage you to apply. It's an exciting time to join our Building Physics team. Working alongside a range of specialist engineers and consultants, you will be joining a collaborative, knowledgeable, highly engaged team who love what they do, and offer a supportive, flexible, and high performing work culture. In this key and varied role, you can expect to: • Lead data‑hall CFD studies (rack‑ and room‑scale): containment and airflow strategies (hot/cold aisles, perforated‑tile & raised‑floor flows, fan walls, in‑row/rear‑door cooling, liquid‑cooling), transient resilience/time‑to‑critical analyses, hotspot mitigation, and assessment of re‑entrainment risks from plant equipment (generators, chillers)., • Oversee production CFD across sectors (Residential, Science & Research, Workplace): set meshing and solver standards, enforce convergence and QA/QC practices, and recommend higher‑fidelity approaches (e.g., LES) where justified., • Evaluate HVAC and ventilation strategies: model ventilation effectiveness and control strategies to improve thermal comfort, air distribution and energy performance., • Execute dispersion and wind‑microclimate studies: contaminant transport and tracer‑gas approaches, pedestrian wind comfort/safety assessments (Lawson criteria, City of London guidance), and interaction with site plant., • Integrate local CFD findings into whole‑building energy model., • Build and maintain automation and parametric workflows (Python; Rhino + Grasshopper/Ladybug/Honeybee), creating reusable components and batch‑run pipelines for scenario studies., • Define and implement model validation and uncertainty approaches: calibration, sensitivity analysis and reporting., • Provide technical leadership: review deliverables, mentor junior staff, support proposals and client presentations, and ensure projects are delivered on scope, schedule and budget., • A collaborative mindset, with the self-awareness and openness to work effectively within multi-disciplinary teams., • Support timely invoicing, debt chasing, management of WIP and forward workload/resource planning for your own projects., • Mentor and support our ‘next gen’ professionals including apprentices and graduates. About you To be successful in this role you’ll need: • BSc or MSc in Mechanical Engineering, Building Science, Thermal/Fluid Engineering, Physics, Mathematics, CFD or similar (or equivalent practical experience)., • Demonstrable CFD experience; data‑centre project experience is highly desirable., • Hands‑on experience with two or more CFD platforms (e.g., ANSYS Fluent/CFX, OpenFOAM, Star‑CCM+, Cadence DC) and meshing tools., • Practical experience in data‑centre thermal modelling (rack/room CFD, containment, transient resilience analyses)., • Experience into energy modelling tools like IES‑VE, TAS, EnergyPlus / OpenStudio)., • Automation skills: Python for scripting and data work; Rhino + Grasshopper and Ladybug/Honeybee for parametric workflows., • Strong communication and client‑facing skills; experience writing technical proposals and presenting to clients., • Ability to create clean, watertight geometry in Rhino, SpaceClaim or similar., • Commercial awareness and accountability, • A commitment to supporting the development of others Desirable: • Roles in data centre consulting and close collaboration with MEP teams., • Experience with LES and transient high‑fidelity studies for targeted investigations., • Familiarity with 1D flow network modelling for liquid‑cooling strategies., • Exposure to wind‑tunnel validation for CFD (boundary‑layer reproduction, instrumentation data processing, and CFD‑to‑experiment comparison)., • Professional registration (CIBSE or equivalent) or progressing toward registration. How to apply To apply simply complete a CV profile and submit your application, or for further information please contact . If shortlisted, one of our recruitment team will be in touch to arrange an introductory call (about 30 minutes) to discuss the role and your experience in more detail. From there, successful candidates will be invited to attend a panel interview, either via Microsoft Teams or in person at one of our offices. We aim to provide feedback at each stage of the process. Adjustments and accommodations If there are adjustments or accommodations that we can put in place to help you participate and give your best at any stage of the recruitment process (whether relating to disability, neurodivergence or anything else) please let us know. Data privacy We have updated our terms and conditions for candidates, click here to find out more. Recruitment agencies We have a Preferred Supplier List of trusted partners who assist us when required. We do not acknowledge speculative CVs or unsolicited candidate introductions from agencies not on the list. #LI-HYBRID

We are working with a leading global markets business looking to hire a Quantitative Analyst to join a front-office aligned team supporting the pricing, risk management, and quantitative analytics of complex Equity Exotics and Autocallable products. The role sits at the intersection of Trading, Quantitative Research, and Risk Analytics, with responsibility for pricing integrity, model calibration, valuation methodologies, and lifecycle analytics across a complex structured products portfolio. This is a highly technical role suited to candidates with strong derivatives modelling expertise, deep understanding of structured equity products, and hands-on experience working closely with trading desks. Responsibilities Pricing & Quantitative Analytics • Develop and enhance pricing and analytics frameworks for Equity Exotics and Autocallable products., • Perform detailed analysis of daily P&L and risk sensitivities across structured equity portfolios., • Investigate valuation discrepancies, pricing behaviour, and complex risk exposures across exotic structures., • Build and maintain calibration frameworks for volatility surfaces, correlation assumptions, dividend curves, and other structured product model inputs., • Analyse model behaviour, parameter sensitivities, and hedging impacts under varying market conditions., • Support implementation and enhancement of pricing models for complex path-dependent and callable products., • Monitor and analyse lifecycle events associated with autocallable and structured products, including barriers, coupon events, and callable features., • Ensure pricing and risk analytics accurately reflect evolving product behaviour and market dynamics., • Act as a key quantitative partner to Trading, Risk, and Technology teams., • Communicate complex quantitative concepts and pricing dynamics clearly to both technical and non-technical stakeholders., • Support ongoing enhancement of pricing infrastructure, analytics frameworks, and quantitative processes. Requirements • Advanced degree in Mathematics, Physics, Engineering, Quantitative Finance, or a related quantitative discipline., • Strong experience within Equity Derivatives, Equity Exotics, Structured Products, or Autocallables., • Strong understanding of derivatives pricing, volatility modelling, Greeks, and structured product risk dynamics., • Experience working with volatility surfaces, correlation modelling, calibration techniques, and pricing methodologies for exotic derivatives., • Strong Python programming skills; experience with C++ or other quantitative development languages beneficial., • Experience working closely with Front Office Trading or Quantitative Research teams., • Excellent analytical and problem-solving skills with strong attention to detail., • Ability to operate effectively in a fast-paced front-office environment. Preferred Backgrounds The team is particularly interested in candidates currently working in: • Equity Exotics Quant / Desk Quant teams, • Front Office Quantitative Analytics, • Equity Derivatives Strats, • Structured Equity Quantitative Research, • Exotics Pricing Analytics Experience supporting Autocallables, Phoenix products, barrier options, worst-of structures, or structured equity notes would be highly advantageous.

Job Title: Junior Assistant Graduate Opportunity – Boutique Finance Firm We are working with a highly regarded boutique finance firm seeking a bright, motivated Graduate to join their growing team. This is an outstanding opportunity for a high-calibre graduate to gain hands-on experience across the business while building a long-term career in a collaborative, high-performing environment. The Role From day one, you will be exposed to senior stakeholders and meaningful work, supporting key business activities and learning the fundamentals of the firm’s operations and investment processes. This is a broad role offering exceptional development, responsibility, and a clear pathway for progression. Key Responsibilities • Supporting senior team members with analysis, reporting, and client materials, • Assisting with financial modelling, research, and data analysis, • Preparing presentations and documentation to a high standard, • Coordinating with internal and external stakeholders, • Supporting live projects and transactions where required, • Recent graduate with a strong academic background (finance, economics, mathematics, or related discipline preferred), • Strong analytical skills with excellent attention to detail, • Confident communicator with a professional and proactive approach, • Eager to learn and develop within a fast-paced finance environment, • Highly organised, adaptable, and able to take initiative, • Structured training and hands-on mentoring from senior professionals, • Exposure to high-level work and decision-making, • Clear progression opportunities within a growing boutique firm, • Supportive, close-knit team culture

Quantitative Alpha Researcher – Systematic Macro A global investment firm is looking to hire a Quantitative Alpha Researcher to join a systematic macro trading team. The group develops fully systematic strategies across liquid markets, with a focus on mid-horizon signals (intraday to multi-day holding periods). This role will focus on researching and implementing scalable alpha across a diversified macro universe, including futures, FX, and other products such as interest rate swaps and credit indices. This is a key hire working with an established and successful Portfolio Manager. Key Responsibilities • Research and develop systematic alpha signals with intraday to multi-day horizons, • Design, test, and implement fully automated trading strategies, • Work with large datasets to identify robust, scalable sources of alpha, • Contribute to expanding coverage across macro instruments (e.g. futures, FX, IRS, credit indices), • Collaborate with trading and engineering teams to bring models into production Requirements • 3–7+ years of experience in quantitative alpha research, • Strong track record researching short- to medium-term signals, • Advanced degree (MSc or PhD preferred) in a quantitative discipline (e.g. Statistics, Mathematics, Physics, Engineering, Machine Learning), • Strong foundation in statistics and probability, • Excellent programming skills in Python, • Experience working with large and complex datasets, • Detail-oriented, with a rigorous and methodical approach to research, • Ideally non-compete of less than 12 months Compensation • Competitive base salary in the range of $150,000–$250,000, depending on experience and location, • Performance-related bonus Location • London, New York, or Singapore

Exciting opportunity at one of the fastest growing financial services firms around the world. They offer prime brokerage, clearing and financing across traditional and digital assets, and are now looking to hire world-class software engineers to help build on their success. Responsibilities • Help build out the data ingestion / query framework to add functionality and improve performance, scalability, robustness and ease of use, • Integrate new sources of pricing data, • Minimum 5+ years' experience developing large-scale or low-latency systems, preferably at a top-tier financial services firm, • Experience with market data or trading infrastructure, • BS degree or above in Computer Science, Mathematics, or related field, • Proficiency with these relevant technologies: asyncio, Kafka, time series databases 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 feel you are suitable for this role, drop me an email or give me a call! Jack Peck [e] [t] +44 20 3745 6537 linkedin.com/in/jack-peck-448a70131