Trabajos mathematics en Reino Unido - Page 4

Role:- • Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring, • Improvement of existing strategies, • Portfolio optimization, • Evaluating new datasets for alpha potential, • MS or PhD in finance, computer science, mathematics, physics, or other quantitative discipline, • 2-5 years of experience researching systematic macro strategies, • Strong programming skills with a high level of proficiency in Python, • Experience researching intraday futures strategies, • Experience with equity index futures, commodity futures, fixed income futures, interest rate swaps, and/or foreign exchange, • Strong analytical and quantitative skills, • Detail-oriented, • Willing to take ownership of his/her work, working both independently and within a small team

£Up to £350,000 GBP Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Quantitative Analyst - Energy (Power & Gas Focus) A leading financial institution is expanding its European commodities division and is seeking a Quantitative Analyst to join its Power & Gas trading team. While the role is primarily focused on power and gas, candidates with strong experience across other physical energy markets (LNG, oil, coal, renewables) will also be considered. Physical market knowledge is essential. Key Responsibilities: • Develop and enhance quantitative models to support the trading of physical energy products, with a particular focus on power and gas., • Build and maintain tools to optimize physical trading strategies, asset-backed arbitrage, and cross-border opportunities., • Support traders by providing quantitative insights into exposures, hedging strategies, and physical optionality., • Improve and scale existing models and risk infrastructure to capture the complexities of physical positions, including storage, transportation, and capacity., • Ensure robustness and reliability of analytics in live market conditions., • Document methodologies and communicate model assumptions across trading, risk, and technology teams.Requirements:, • Proven experience in physical energy markets (power, gas, LNG, oil, coal, or renewables)., • Strong academic background in a quantitative discipline (Mathematics, Physics, Engineering, or similar at MS/PhD level)., • Experience developing and implementing quantitative models for trading and risk management., • Previous front-office exposure, working closely with physical traders., • Knowledge of derivatives pricing and hedging strategies in the context of physical positions and asset-backed trading., • Strong programming ability in Python and/or C++, with a track record of delivering production-level tools.

We are partnering with a leading European ETF and systematic investment platform to hire a Quantitative Research Specialist for its London-based European Research team. This is a high-impact role focused on developing systematic investment strategies and quantitative research that directly feeds into ETF design, portfolio solutions, and investor-facing insights across European markets. The successful candidate will contribute to expanding the firm’s quantitative research capabilities, helping to design, test, and scale investment ideas across equities, macro, commodities, and multi-asset strategies. A key part of the role will also involve producing detailed, distribution-ready research that articulates the investment rationale behind existing and new strategies. Key responsibilities include: • Supporting the research team in day-to-day quantitative analysis and strategy development, • Designing and testing systematic investment strategies across multiple asset classes, • Building and improving data infrastructure and quantitative research tools (Python/SQL-based), • Conducting rigorous analysis of financial and alternative datasets, including potential use of machine learning techniques, • Producing high-quality, client-facing research that communicates investment ideas clearly and effectively, • Collaborating with internal teams to support product development and enhance research visibility across European markets . Candidate profile: • 2+ years’ experience in quantitative research, systematic investing, asset management, index research, or related financial markets roles, • Strong programming skills in Python and SQL, • Solid grounding in financial mathematics, derivatives, and portfolio theory, • Experience working with financial and/or alternative datasets, • Familiarity with Bloomberg, Morningstar, or similar market data platforms, • Master’s degree (or equivalent) in Finance, Mathematics, Computer Science, Engineering, or a related quantitative discipline, • Exposure to machine learning or data science techniques is highly desirable . Additional advantages: Apply:- Please send a PDF CV to mailto:

The group researches, defines, and optimizes high-frequency trading strategies that leverage cutting-edge technology to improve speed and market access to improve their trades. Working closely with an experienced Quant Strategist, you can utilize your quantitative, research, analytical, and programming skills to gather, house, and analyze data to help optimize existing models. As your experience grows, you will be expected to contribute your own strategy ideas. This is an excellent opportunity to learn about multiple asset classes and high-frequency trading whilst leveraging your current computational skills. Responsibilities:- • Designing and developing systems built in C++ or Java, • Utilizing quantitative, research, analytical, and programming skills to gather, house and analyze data, • Contributing strategy ideas as experience grows In addition to a stellar academic record, you will have a track record of professional quantitative or technology achievements. Ideally, you will have some research experience either in academia or in a research lab. Experience in the financial markets is a plus but not mandatory. A process-driven approach to problem-solving. Intellectual curiosity in quantitative finance. Compensation: £ Base + benefits

£120,000 GBP £70,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Overview My client is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns for our clients. They have deep expertise in trading, technology and operations and attribute their success to rigorous scientific research. As a technology and data-driven firm, they design and build their own cutting edge systems, from high performance trading platforms to large scale data analysis and compute farms. Responsibilities • Collaborate with senior traders and quantitative researchers to structure and evaluate new trading opportunities, • Generate PnL tracking and attribution reports based on trade ideas, • Monitor and analyze portfolio performance to generate risk reports, • Hedge books and allocate hedges appropriately, • Execute large or complex trades which cannot be automated due to complexity or liquidity constraints Qualifications • Recent, or soon to be graduate, with relevant course work, internship, or other applicable experience or knowledge • Bachelor's degree in a quantitative or related field such as Mathematics, Statistics, Econometrics, Engineering, Operations • Research, Computer Science, Physics, Economics, Finance, • Strong communication skills with the ability to collaborate with teammates globally, • Strong sense of urgency with the ability to work well in a fast-paced environment, • Programming skills essential, with at least one major programming or scripting language, strong preference for Python.

Quantitative Researcher We are seeking exceptional Quantitative Researchers to design and enhance proprietary trading models and strategies, collaborating closely with engineers and senior leaders across the firm. This role offers the opportunity to contribute to a range of trading strategies and research initiatives, while gradually developing independent research directions and originating new topics. Key Responsibilities: • Utilize financial and alternative data to develop or refine predictive models., • Apply advanced statistical and machine learning techniques to strengthen the research and development infrastructure., • Minimum of 4 years of full-time professional experience., • Bachelor’s, Master’s, PhD, or Postdoctoral degree in finance, computer science, mathematics, statistics, machine learning, physics, or a related scientific field., • Strong mathematical and analytical aptitude with exceptional problem-solving and modeling skills., • Proven ability to conduct high-level statistical or applied mathematical research., • Prior experience in a quantitative or trading-focused role is advantageous., • Skilled in addressing complex, data-intensive challenges., • Strong research discipline and attention to methodological rigor., • Self-motivated, productive, and driven by a sense of ownership and urgency., • Intellectually curious, creative, and analytical., • Excellent communication and collaboration skills., • Exceptional attention to detail., • Comfortable working both independently and within a multidisciplinary team. Please send a PDF CV to mailto:

Fantastic opportunity for talented programmers at one of the world's top algorithmic trading firms in their London office. They make the world's markets more financially efficient using smart algorithms. To get the job done, they hire some of the smartest computer scientists in the world to develop both their low latency trading platform and their massive distributed research platform. The Systems Development team builds and maintains the platform that is shared by all Systems teams to provision, monitor, and manage the server and network infrastructure. As a Systems Software Engineer with a focus on Security, your main focus will be tool development in Python and Go to engineer creative solutions to security challenges. You'll improve and integrate existing tools and libraries across the platform, as well as design and build new ones to make trading, research, installation, and monitoring systems easier to manage, more secure, and more reliable. Strong Python skills and development experience are required, along with Unix experience and interest in the security space. This role offers a unique opportunity to make a significant impact on a critical part of existing and growing infrastructure. Your responsibilities will vary, but a typical day in the life might look like: • Building and maintaining tools and software features to automate systems engineering workflows related to secure machine provisioning, monitoring, metrics collection, maintenance, secrets management, and network configuration, • Troubleshooting software bugs on a fleet of Linux machines, including application, network, operating system, and/or kernel issues, • Writing configuration management code to build, deploy, and maintain new services, • Helping to set the general direction for the Systems Python platform Required: • Strong Python programming, • Ability to debug and analyze problems quickly, • Ability to learn at a fast pace and apply new skills effectively, • Strong grasp of computer science fundamentals and software design patterns, • Solid understanding of Linux/UNIX operating systems, • Understanding of Debian operating system, • Familiarity with systems configuration management and monitoring technologies, • Familiarity with continuous integration and continuous deployment tools and processes, • BS and/or MS in computer science or a related field, • 2+ years of relevant experience, including programming in Python, • Experience using automation to solve problems and improve process efficiency, • Acts effectively as a team player, but also works well independently, • Skilled at juggling multiple tasks while maintaining meticulous attention to detail 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. 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

Hey there! We’re ___, the world’s leading tech platform for culture and live entertainment. Our mission? To democratize access to culture and entertainment. With our proprietary cutting-edge technology and data-driven approach, we’re revolutionizing the way people engage with live entertainment. Every month, our platform inspires over 300 million people in +55 countries (and counting) to discover unforgettable experiences while also empowering event creators with our data and technology, helping them scale, innovate, and enhance their events to reach new audiences. Our results? We’ve teamed up with major industry leaders like Netflix, F.C. Barcelona, and Primavera Sound, presented international award-winning experiences, and are backed by several leading global investors! Impressive, right? To achieve our mission, we are looking for bar-raisers with a hands-on mindset who are eager to help shape the future of entertainment! Ready to be part of the experience? Now, let’s discuss this role and what you will do to help achieve Fever’s mission. About the Team Growth is the team responsible for promoting the Fever business plan across all markets and ensuring that our partners and experiences perform as expected, helping them grow within Fever. Our decisions are data-driven from the highest to the lowest strategy level, allowing us to fully understand the Fever business model and how we can leverage this to interact with every single team within the company to grow the business in the expected direction. About the Role • Join our Growth team as a Brand Partnerships Growth Manager and play a key role in driving Fever's business plan for Brand Partnerships across all markets, shaping the future of how we engage brands and partners at scale., • Leverage industry trends and the latest technology to make data-driven decisions, from market sizing and revenue/pricing analysis to identifying high-impact partnership opportunities., • Innovate and optimize revenue and cost structures to grow the business, ensuring high-quality delivery across sponsorships, custom events, and media buy partnerships., • Support Brand Partnership proposals from a strategic perspective, structuring compelling, insight-driven cases and strategies for sponsorships, custom event activations, and media buys., • Define and implement new growth strategies to drive impact across Brand Partnerships, establishing key business metrics, identifying performance gaps, and optimizing operations to meet and excel above business goals., • Create and manage scalable business strategies and processes that accelerate partnership growth and improve operational efficiency across the organisation., • You hold a degree in Engineering, Mathematics, Statistics, or Data Analytics (STEM degree)., • You have 5+ years of experience in analytical and business strategy roles, demonstrating ownership, high levels of accountability, attention to detail, and a proactive, self-motivated approach., • You are passionate about using data to drive strategic decisions, with strong analytical and quantitative skills and a data-driven mindset., • You are a natural self-learner, able to explore relevant new technologies, understand them, and find optimal implementations., • Your exceptional written and verbal communication skills allow you to excel in cross-functional collaboration and convey complex concepts to diverse audiences including senior clients., • Proficiency in both written and spoken English is a must; knowledge of additional languages such as Spanish is a valuable asset., • Experience in brand partnerships, sponsorships, or commercial strategy, • Familiarity with Python, JavaScript, SQL, or other programming languages., • Attractive compensation package with room to grow., • 40% discount on all Fever events and experiences + free Candlelight voucher., • Generous Parental Leave: We go well beyond the UK statutory minimum with 16 weeks of fully paid leave for birthing parents and 8 weeks for non-birthing parents., • Future-Proof Pension: We invest in your future with Nest. Fever contributes a generous 10% of your gross salary, with a 4% contribution from you., • Private health and dental insurance with Bupa: 100% covered by Fever., • CycleSaver & Nursery Support: Save on your commute and childcare through tax-free salary sacrifice schemes for bikes, gear, and nursery costs., • Wellhub membership for gym and wellness access: paid by Fever up to the bronze plan., • Language learning support: English and Spanish lessons. If you want to learn more about us: ___ | ___ |___ Fever is committed to creating an inclusive and diverse workspace where everyone's background and ideas count. Our main goal is to find the best possible talent regardless of place of birth, racial or ethnic origin, gender, gender identity, religion, opinion, sexual orientation, disability, pregnancy, marital status, age or caring responsibilities. We encourage everyone to apply! If you require any kind of accommodation during the selection process please contact our Talent team so we can help you by providing a welcoming and seamless journey. If you want to know more about how Fever processes your personal data, click here ___

Analytical Consultant | AI, Data Science & Operational Research UK | Hybrid, typically 3 days on client site Datatech Analytics is supporting a leading consulting and technology organisation delivering advanced analytics, AI and operational research solutions across government, infrastructure, defence and complex commercial environments. This is an opportunity to work on genuinely challenging problems where analytics directly influences operational and strategic decision making. The role • Delivering data science and analytical solutions from discovery through to deployment, • Applying AI, machine learning and optimisation techniques to solve complex operational challenges, • Developing predictive, simulation and scenario-planning models, • Working with large, complex and often geospatial datasets, • Partnering closely with engineering, platform and business teams across modern cloud environments, • Translating technical findings into clear, actionable insight for senior stakeholders, • Supporting delivery across agile, multidisciplinary programmes Environment Python, SQL, R Databricks, PySpark Cloud and modern data platforms GIS and geospatial analytics tooling Optimisation and simulation frameworks Looking for • Background in Data Science, Operational Research, Mathematics, Physics, Engineering, Geography or another quantitative discipline, • Experience working with spatial, geospatial or location-based data, • Strong capability across modelling, forecasting, optimisation or advanced analytics, • Interest in combining AI techniques with traditional analytical and operational research approaches, • Strong problem-solving ability and commercial awareness, • Comfortable communicating with both technical and non-technical audiences Why join • High-impact projects solving real operational problems, • Opportunity to work across AI, geospatial analytics and advanced modelling, • Strong technical environment with excellent long-term progression, • Exposure to varied, complex programmes across multiple sectors, • Hybrid working with collaborative, multidisciplinary teams Please note, some opportunities require eligibility for UK security clearance. Sponsorship is not available.

JOB DESCRIPTION POSITION: Reserving Actuary LOCATION: London/ Hybrid Role Summary: The role supports the Lead Reserving Actuary and their team across all aspects of the Actuarial Function. This includes Bermuda Reinsurance, European insurance company, and group level reporting. The role provides coaching and technical support for the more junior members of the actuarial team. The role holder, their team and the Actuarial function holder carries out the quarterly reserving processes, portfolio reviews and other ad-hoc deep dive analyses. The role sits within the reserving team responsible for Motor Reinsurance, Property Catastrophe, Casualty and Marine amongst others. • Analysis of quarterly reserving projections, • Solvency II technical provisions and IFRS17 fulfilment cashflows, • Reserving analysis and input into assessments of business profitability, • Lead or support actuarial input to meetings alongside other members of the actuarial reserving team with product line underwriters and claims personnel to discuss account performance, underwriting changes, latest developments and trends, • Produce quarterly reserving outcomes for reserving committee that provide insight and explaining core drivers and uncertainties., • Undertake deep dive analysis into range of reserving issues or areas of interest to support overall reserving activity, • Work closely with Finance and Risk functions to ensure financial close numbers fully and correctly capture all relevant actuarial outputs., • To contribute to the growth, development and sustained profitability Knowledge and Qualifications: • University degree in Mathematics or related field, • Nearly/ Newly Qualified Actuary (FIA or equivalent) Skills and Demonstrated Experience: • General commercial and financial knowledge, • Experienced user of MS Excel; VBA and Access/SQL skills, • Strong technical skills and relevant market knowledge with good experience of reserving and actuarial valuation techniques, • Strong analytical skills with attention to detail; accurate and numerate, • Investigating ability to understand claim trends, impact of legislative and other drivers.

Role:- This team member will be responsible for the implementation of technology to enable large-scale computational efforts in quantitative research, as well as related efforts, such as the preparation and transformation of data and other operational tasks. This role will work with senior technologists on the design and implementation of systems, and work closely with the quantitative research team to enable their mission You will:- Partner closely with the Senior Portfolio Manager to develop data engineering and prediction tools primarily for the systematic trading of equities Develop software engineering solutions for quantitative research and trading Assist in designing, coding, and maintaining tools for the systematic trading infrastructure of the team Build and maintain robust data pipelines and databases that ingest and transform large amounts of data Develop processes that validate the integrity of the data Implementation and operation of systems to enable quantitative research (i.e. large scale computation and serialization frameworks) Requirements :- Master’s or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field appropriate to a computational background Expert in C++ Advanced programming skills in Python Strong Linux-based development Knowledge of machine learning and statistical techniques and related libraries Experience as a quantitative developer supporting an intraday (or faster) system ( 3 years experience at least) Experience with the development practices of large tech (Google/Meta, etc.) or finance firms Experience with financial data Approx. 3-4 years of professional experience in a computer science/computational role Experience working in a technical environment with DevOps functions (Google Cloud, Airflow, Influx DB, Grafana) Apply:- Please send a PDF CV to

Role:- • Use a rigorous scientific method to develop sophisticated investment models and shape insights into how the markets will behave, • Apply quantitative techniques like machine learning to a vast array of datasets, • Create and test complex investment ideas and partner with our engineers to test your theories, • Attend academic seminars to learn from thought leaders from top universities, • Degree in a technical or quantitative discipline, like statistics, mathematics, physics, electrical engineering, or computer science (all levels welcome, from bachelor’s to doctorate), • Intermediate skills in at least one programming language (like C, C++, Java, or Python), • Experience performing an in-depth research project, examining real-world data Please send a PDF CV to

We are seeking an Oil Products Analyst to join a global energy trading organisation in London. The role involves providing detailed analysis and forecasts across global oil markets, with a focus on refining economics, supply-demand balances, and market trends, particularly within Light Ends (LPG, Naphtha, Gasoline). You will apply a strong understanding of refining operations alongside geopolitical, regulatory, and macroeconomic drivers to support decision-making across trading, upstream, and strategic functions. The role provides broad exposure to the full commodity trading lifecycle through close interaction with trading, shipping, operations, scheduling, credit, middle office, back office, legal, finance, and contracts teams. Flexibility is required to support cross-functional collaboration and provide operational cover when needed, including occasional out-of-hours work depending on business requirements. The organisation operates globally across crude oil, refined products, and biofuels, with integrated trading, logistics, and supply chain activities. It is actively engaged in both traditional and lower-carbon energy markets, with a growing emphasis on sustainability and the energy transition. Main Responsibilities • Synthesising cross-regional and cross-product fundamental views, with a focus on Light Ends (LPG, Naphtha, Gasoline)., • Developing, implementing, and enhancing analytical tools and models to support real-time market analysis., • Validating and challenging modelling approaches through back-testing and research., • Maintaining global energy datasets, refining balances, and supply-demand forecasts., • Producing reports and presentations for management, including analysis of crude and refined product profitability., • Supporting improvements to IT systems and analytical infrastructure to enhance efficiency and output quality. Skills and Experience Required • University degree in a numerate discipline (e.g. economics, mathematics, science, engineering or similar)., • Experience in a similar analytical or market-focused role., • Strong analytical skills with the ability to interpret complex datasets and generate insights., • High attention to detail and commitment to accuracy in analysis and reporting., • Strong collaboration skills with the ability to work across multiple functions., • Adaptability to changing market conditions and evolving industry dynamics., • Strong problem-solving skills with the ability to address complex analytical challenges., • Fluent in English; additional languages are an advantage.

JOB DESCRIPTION POSITION: Senior Pricing Analyst ASSIGNMENT NO: 29570 LOCATION: London/ Hybrid A bit about the role They're looking for a Senior Pricing Analyst to join their Pricing Team. This is an exciting opportunity and you will play a crucial role in developing and optimising pricing strategies that enhance their competitive edge, whilst ensuring profitability. You will analyse market trends, customer data and competitor pricing to inform decision-making and contribute to their overall business strategy. As Senior Pricing Analyst, your responsibilities will be… • Pricing Strategy Development: Assist in the creation and implementation of pricing models and strategies for personal lines insurance products, • Data Analysis: Analyse large datasets to identify trends, customer behaviour, and pricing opportunities using GLM (Generalized Linear Models), • Software Utilization: Utilize tools such as Emblem and Radar (Live) to develop, test, and refine pricing algorithms and models, • Market Research: Conduct competitive analysis to understand market positioning and identify areas for improvement, • Reporting: Prepare and present regular reports on pricing performance, market trends, and recommendations to senior management, • Collaboration: Work closely with underwriting, marketing, and product teams to ensure pricing strategies align with business objectives, • Forecasting: Support the forecasting process by analysing historical data and projecting future pricing trends, • An excellent communicator, with the ability to present complex data in a clear and concise manner, • A Bachelor’s degree in Finance, Economics, Mathematics, or a related field, • Experience in a pricing, analytics or financial role, preferably in the insurance, • Proficiency in using GLM techniques and experience with pricing software, particularly Emblem and Radar Live, • Knowledge of pricing strategies and market dynamics in the personal lines insurance sector

A leading Tier 1 Investment Bank is seeking a Director-level Equities Exotics Modelling Quant to join its Equity & Hybrids team in London. This is a highly technical and hands-on role focused on complex and exotic equity pricing models (Local Vol, Stochastic Local Volatility, Local Correlation, Cliquets and cross-asset hybrids). The position sits in the 1st line, embedded within the equities quant function glboally, providing expert model challenge and shaping submissions ahead of independent validation. This will suit a senior modelling specialist who has actually built and calibrated complex equity exotics models and can intellectually challenge pricing frameworks because they understand them deeply. Not direct PnL and is a shift from building models for a specific book tobecoming a platform-level modelling authority offering broader influence across the equities business. The successful candidate will: • Perform deep model reviews and challenge assumptions/limitations, • Develop alternative benchmarks and testing frameworks (Python essential), • Write high-quality technical documentation, • Advise senior stakeholders on modelling decisions, • Drive automation and tooling improvements This role requires a true modelling specialist — not just governance oversight. Strong recent experience in Equity exotics is essential. Full detials of the Role: You will work closely with Front Office quant teams developing and enhancing pricing and risk models across Equity and Hybrid products, particularly exotic derivatives. Acting as a senior technical authority, you will review and challenge model assumptions, guide enhancements, and help shape the overall modelling framework. This role goes beyond pure model review — you will influence model standards, testing frameworks and governance practices across the function. Key Responsibilities • Perform detailed technical reviews of complex equity and hybrid derivatives models, • Assess model assumptions, limitations and associated risk impacts, • Develop alternative models or benchmarking approaches where appropriate, • Specify, build and run analytical tests (primarily in Python; C++ exposure beneficial), • Analyse results and clearly articulate findings to senior stakeholders, • Produce high-quality documentation aligned to internal governance standards, • Strengthen model testing coverage and promote automation where possible, • Partner with traders, strategists, developers and validation teams across the model lifecycle, • Contribute to broader strategic initiatives relating to model standards and controls, • Provide mentorship and technical guidance to less experienced quants Candidate Profile • PhD or Master’s degree in Financial Mathematics, Mathematics or Physics, • Significant experience developing and/or implementing Equity Derivatives models (hybrids advantageous), • Strong knowledge of exotic derivatives modelling (equity preferred; other asset classes considered), • Advanced Python skills; C++ beneficial, • Experience interacting with validation and control functions, • Exceptional attention to detail and high professional standards, • Strong communication skills with the ability to influence senior stakeholders This is an opportunity to operate at Director level within a leading global investment bank, combining deep quantitative expertise with strategic influence across Front Office model development and governance. Please get in touch with

About Northern Trust: Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889. Northern Trust is proud to provide innovative financial services and guidance to the world's most successful individuals, families, and institutions by remaining true to our enduring principles of service, expertise, and integrity. With more than 130 years of financial experience and over 22,000 partners, we serve the world's most sophisticated clients using leading technology and exceptional service. Role Audit Services is offering an exceptional opportunity for you to showcase and expand your knowledge in Credit Risk Management and join a global team of experts, whose common goal is to provide independent and objective assurance and consulting activities that assess risks and protect the assets, reputation, and sustainability of Northern Trust. We are seeking an eager partner to help enhance our audit strategy and grow our credit risk audit coverage by assessing key credit risk management processes, inclusive of credit monitoring and ongoing review, counterparty stress testing, Current Expected Credit Losses (CECL) calculations, Single Counterparty Credit Limits (SCCL) monitoring, and Risk Weighted Assets (RWA) interpretations and calculations. As a subject matter expert, you will liaise with other teams in the Internal Audit Department and assist in improving the department's skills through knowledge share discussions and internal training, as needed. In addition, you will be expected to work directly senior leaders and external regulators to build trust and assurance. Through collaboration with other team members, you will assist in the end-to-end execution of audit engagements and gain exposure to senior management across Northern Trust. Success is measured through the quality of the documentation, integrity of the assessment, timeliness of the deliveries, and your ability to foster relationships both internally in the audit department and with key stakeholders. Experience in data manipulation, transformations, and reconciliations is essential. Skills / Experience • Extensive expertise in credit risk management activities via working in the first line (e.g., complex credit origination, asset and liability management), second line (e.g., risk management oversight, limit setting and monitoring), and/or third line (e.g., internal audit) at a global financial services firm or through a similar regulatory supervisory role, • Skilled at confirming compliance with global credit risk regulatory requirements (e.g., Basel III, Basel III Endgame, large counterparty limits, US Regulation Q, EU Capital Requirements Regulation), • Advanced degree in corporate finance, economics, mathematics, or statistics; or an accounting certification (e.g., ACA, CPA, or equivalent) is highly recommended, • Knowledge of auditing techniques and approaches within the financial services industry would be advantageous, though not essential., • An ability to work in a fast paced environment as part of a global audit team across multiple time zones and jurisdictions. Working with Us: As a Northern Trust partner, greater achievements await. You will be part of a flexible and collaborative work culture in an organization where financial strength and stability is an asset that emboldens us to explore new ideas. Movement within the organization is encouraged, senior leaders are accessible, and you can take pride in working for a company committed to assisting the communities we serve! Join a workplace with a greater purpose. We'd love to learn more about how your interests and experience could be a fit with one of the world's most admired and sustainable companies! Build your career with us and apply today. #MadeForGreater Reasonable accommodation Northern Trust is committed to working with and providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation for any part of the employment process, please email our HR Service Center at . We hope you're excited about the role and the opportunity to work with us. We value an inclusive workplace and understand flexibility means different things to different people. Apply today and talk to us about your flexible working requirements and together we can achieve greater.

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: Graduate Business Modelling Analyst (STEM Graduate Opportunity) Salary: Up to £38,000 Base Location: London (Hybrid) Client: Top-Tier Global Firm A leading global firm is seeking a highly analytical STEM graduate to join its team in a technical, model-building role. This position is ideal for candidates from strong quantitative backgrounds (e.g. Mathematics, Physics, Engineering, Computer Science, or Economics with Econometrics) who are interested in applying their skills in a commercial environment. Prior business or financial modelling experience is not required— they are looking for individuals with strong mathematical intuition and the ability to learn quickly! Key Requirements • Degree from a top global university in a quantitative/STEM discipline (Bachelor's, Master's or PHD), • Strong mathematical and analytical skills, • Exposure to data analysis, statistical methods, or modelling techniques, • Ability to work with structured and unstructured data Nice to Have (Not Essential) • Experience with Excel or any modelling tools, • Exposure to programming (e.g. Python, MATLAB, R) What You’ll Be Doing • Building and developing analytical models from first principles, • Working with datasets to extract insights and support decision-making, • Collaborating with stakeholders to translate technical outputs into clear conclusions, • Continuously improving and refining modelling approaches Contact:

Key Responsibilities: • Develop and optimize quantitative models and systems for trading and risk management., • Implement mathematical models into production systems in collaboration with research teams., • Perform data analysis, backtesting, and evaluate trading strategies., • Degree in Computer Science, Mathematics, or related field (Master’s/PhD preferred)., • Strong programming skills in Python, SQL, C# and WPF, • Front-end programming experience in Javascript/React, • Solid understanding of quantitative finance, financial markets, and trading strategies., • Knowledge / experience in portfolio management, • Experience with high-performance computing and algorithm optimization., • Strong problem-solving skills and ability to work in a fast-paced environment.

Salary: £250k + bonus Summary C++/Python Engineers wanted for a leading market maker to join their fast-paced, dynamic engineering team. This role offers the opportunity to contribute to one of the world's most powerful trading platforms. In this role, you will work closely with the Quant Research team to define priorities and design & create high-performance C++ components used by trading applications. Objectives include: develop, test & deploy pricing & risk-management library for OTC trading, code optimization and identify critical bottlenecks in trading. You will work on projects from inception through to deployment, so you'll be expected to take real ownership of the assets you are building. The successful candidate will be an outstanding communicator, confident performing in a fast-moving, ever-changing trading environment. Skills and Experience Required • Strong knowledge of low-level optimization, • Deep-level C++ and Python experience, • Exceptional analytical methods and quantitative skills, • Sound experience with derivatives & pricing library design Rewards and Incentives • Hugely collaborative environment between teams, not siloed like other firms, • Competitive compensation: truly flat structure; feel valued for your input and be rewarded for great ideas, • Work with the latest technologies on complex problems 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 would like to know more, please get in touch. Andy Stirling-Martin +44 (0)20 3137 9579 linkedin.com/in/andrew-stirling-martin-7664a946

£Competitive GBP Onsite WORKING Location: London, Central London, Greater London - United Kingdom Type: Permanent A leading global macro and derivatives-focused hedge fund is expanding its cash equities capabilities as part of the continued build-out of its equities platform. The firm is seeking a Quant with strong day-one expertise in cash equities, specifically within flow and volatility flow modelling, to help address a key capability gap and contribute meaningfully from the outset. Role Overview This role sits within the equities research function and focuses on market-informed quantitative analysis, with an emphasis on understanding, modelling, and monetising equity flows and volatility dynamics. The successful candidate will work closely with portfolio managers and other researchers to translate flow-based insights into robust, tradable signals. Key Responsibilities • Research and develop equity flow and volatility flow models to identify tradable opportunities., • Build and maintain pricing, risk, and analytics tools used directly by investment teams., • Analyse market structure, participant behaviour, and flow-driven dynamics in cash equities., • Translate market intuition and quantitative research into robust, production-ready signals., • Work closely with portfolio managers and traders on live strategies and idea generation., • Take ownership of projects from concept through to deployment and ongoing enhancement.Required Experience & Skills, • Strong experience as an Equities Quant, with clear exposure to cash equities., • Deep expertise in flow modelling, vol flow, or related market-informed quantitative analysis., • Exceptional mathematical, statistical, and programming skills., • Proven track record of building cutting-edge trading tools or analytics that have been used profitably., • Background at a top-tier investment bank, hedge fund, or proprietary trading firm., • Advanced degree (PhD or MSc) in a quantitative discipline such as Financial Engineering, Mathematics, Physics, or related field., • Comfortable operating in a fast-paced, high-performance trading environment.The Opportunity, • Join a highly regarded global investment firm with a strong performance track record., • Be part of a small, high-impact team embedded with investment leadership., • Significant scope to influence the evolution of the equities platform., • Competitive compensation with meaningful upside through bonus and profit participation., • Collaborative environment where traders, quants, and researchers sit together.

Contract Quantitative Developer (C++) – FICC Front Office (London) Role Overview Fixed Income, Currencies & Commodities (FICC) Quants within Global Banking and Markets are seeking a C++ Quantitative Developer specialising in Rates and Credit Derivatives. The role focuses on the development and support of pricing, risk, and P&L infrastructure around a core quantitative pricing library, working closely with quantitative modellers, trading desks, risk, finance, and technology teams. This is a hands-on development role combining pricing system engineering, risk infrastructure, and production support in a fast-paced front-office environment. Key Responsibilities • Support the design and implementation of pricing, risk, and P&L infrastructure around the core pricing library, • Assist quantitative modellers in developing and maintaining the core pricing library, • Develop quantitative tooling supporting the broader platform, • Provide daily support for pricing and risk issues within quant libraries, • Design, develop, and integrate intraday pricing, risk, and P&L calculations, • Build and maintain end-of-day risk and P&L systems, supporting migration away from legacy vendor platforms, • Design and integrate market data pipelines, • Work closely with trading desks, quants, risk, finance, and technology teams across global locationsEssential Requirements Experience • 3–7 years’ experience as a Quantitative Developer, IT Developer, or in a trading environment, • Experience working with large quant or pricing libraries, • Strong C++ development experience (5+ years preferred), • Exposure to financial markets environments (Rates, Credit, FX, or Equities)Technical Skills, • Strong C++ development (preferably modern environments such as Visual Studio 2022), • Experience with Git, pull requests, peer review, and CI/CD pipelines (e.g. Jenkins), • Understanding of Windows and/or UNIX/Linux environments, • Familiarity with automated testing and development workflowsQuant / Product Knowledge, • Understanding of derivatives pricing models used in investment banking, • Knowledge of interest rate swaps and basic bootstrapping techniques, • Understanding of risk sensitivities, stress/shock scenarios, VaR, ES, • Awareness of P&L explain and attribution concepts, • General understanding of trading, pricing, and risk relationshipsEducation, • Degree in Mathematics, Physics, Engineering, Computer Science or related scientific discipline, • Strong academic background preferred (top-tier university advantageous)Desirable Skills, • Knowledge of distributed computing and serialisation techniques, • Experience with scripting languages (Python, Perl, Shell, C#, Java, VBA), • Cross-platform C++ development experience, • Good Excel skills, • Experience in data analysis, • Familiarity with fast-paced, multi-tasking development environmentsSoft Skills, • Strong act with traders and quants, • Ability to handle reactive production support and day-to-day issues, • Quick learner, able to work across legacy and modern codebases, • Comfortable working in a front-line, high-pressure environment, • Pragmatic mindset with understanding of business context behind development work

A leading digital asset trading firm is looking to hire an experienced Systematic Trader to join its quantitative trading team. The role focuses on managing risk, improving automated strategies, and identifying trading opportunities across global crypto markets . You will work closely with quant developers to refine execution, enhance trading models, and scale systematic strategies. Requirements • 5+ years of profitable trading experience in a bank, proprietary trading firm, or market-making environment, • Strong understanding of electronic trading, hedging, and risk management, • Background in a quantitative discipline (Mathematics, Statistics, Engineering, Computer Science or similar), • Familiarity with Python and interest in systematic trading infrastructure, • Experience in options market making or electronic trading environments is highly relevant

About Caxton Associates: Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Singapore, Monaco, Dubai and Bengaluru. Caxton Associates’ primary business is to manage client and proprietary capital through a suite of products designed to fit the specific needs of investors. Employing a multi-portfolio manager framework, Caxton excels in discretionary global macro investing, leveraging its diversified expertise across asset classes and markets. About the role: We are seeking an experienced Software Engineer to lead a team within our London-based Software Development group. This is a hands-on leadership role combining system design, delivery ownership, and team development. The team builds and maintains services and applications that support trading, compliance, and operations across the firm. You will work closely with various Technology and Operations teams across London, Bengaluru and New York. Responsibilities: • Lead, mentor, and develop a small team of engineers, • Design and build scalable, maintainable distributed systems in C#/.NET, • Own delivery across multiple concurrent projects and priorities, • Drive best practices in testing, CI/CD, and software quality, • Collaborate with technical and business stakeholders across regions, • Contribute to architecture and long-term platform direction, • Act as the technical point of contact for the teamRequirements, • 8+ years of software development experience with C# and the .NET stack, • Proven experience leading or mentoring software engineers, • Strong track record building reliable, production-grade systems, • Solid understanding of distributed systems and architectural patterns (event-driven, layered, client-server), • Experience with Python and its ecosystem, • Experience with CI/CD and modern development workflows, • Strong SQL and relational database skills, • Ability to manage multiple priorities effectively, • Strong communication skills with both technical and non-technical stakeholders, • Exposure to financial products and market data (e.g. Bloomberg, Reuters), • Displays and operates at the highest degree of ethics and integrity The following would be highly beneficial: • Knowledge of finance, markets, order to trade life cycle, • Experience with Bloomberg market data APIs like SAPI, B-PIPE, Desktop API, • Experience with Docker and AWS (EC2, RDS), • Bachelor of Science Degree in Computer Science, Mathematics or a related field

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.

Oliver Wyman Actuarial – Manager – UK Life Office: London Company Overview Oliver Wyman is a global leader in management consulting. With offices in more than 70 cities across 30 countries, Oliver Wyman combines deep industry knowledge with specialised expertise in strategy, operations, risk management, and organisation transformation. The Actuarial Practice of Oliver Wyman provides customised actuarial services and strategic insight, supporting clients as they strive to exceed their business objectives. Our exceptional client and employee retention exemplify our commitment to relationships built on trust, responsiveness, and clear communication. Oliver Wyman is currently growing its Actuarial department and seeking Actuaries (partially or fully qualified) to join the UK team. This position requires the candidate to work closely with our wider management consulting team, as well as our actuarial teams across Europe and other regions, to independently analyse complex problems and develop innovative solutions for our clients. Job Description You will work alongside, and learn from, Oliver Wyman’s industry leaders and other experienced consultants while contributing to a broad range of client projects. You will gain industry exposure with Oliver Wyman’s clients, which include top tier insurance companies, reinsurance companies, investment banks, law firms, regulators, private equity firms and many more. You will also have the chance to take the initiative and lead on new and emerging ideas, leveraging the wider Oliver Wyman and Marsh businesses. Potential projects may include: • Capital and financial reporting, leveraging the tools available and developed by Oliver Wyman globally. This will also cover capital optimisation, IFRS 17 and understanding the latest regulatory changes, • Risk management and support, including validation, risk appetite reviews and oversight, as well as emerging practice on climate risk, • New business propositions and life and PRT/ annuity product development including modelling, valuation analysis and strategy support, • Ability to lead client conversations on certain topics and heavily participate in client presentations and RfP responses, • Mergers & acquisitions due diligence including assumption review, management support and strategy, model build, and development of projected UK statutory distributable earnings, Actuarial Appraisal Values and so on, • Transformation of pre and post actuarial model data and processes, including systems and financial reporting integration, analytics, and workflow, • Actuarial model conversions and optimisation and help clients undertake wider actuarial transformation, • Client and industry presentations, surveys, case studies and wider marketing support and business development including managing proposals, tenders and other stakeholder management, • Development and maintenance of intellectual capital, including involvement with the latest data science techniques and cutting edge methodologies from quantitative finance, • Supporting other business lines within the Marsh family as we continue to build integrated solutions for our clients Skills and Attributes • Bachelor’s or Master’s degree, preferably in Actuarial Science, Mathematics, Statistics, Finance or a related field, • Minimum 5 years of relevant Life Insurance actuarial experience, • Fully qualified actuary (FIA or equivalent), • Strong Knowledge of finance and/or risk management topics, including technical aspects such as Solvency II internal models, ORSA and IFRS 17, • Demonstrated ownership of work streams and ability to support the design of a solution and execute on that design as part of a wider team, • Understanding of the insurance industry and the challenges faced by our clients, • Highly motivated and willing to work in a dynamic environmentand ability to motivate others around them, • Strong background in problem-solving with demonstrable analytical skills, • Ability to lead a small team to ensure client needs are met, and our junior staff receive exceptional on the job training, • Ability to manage the various stakeholders with exceptional communication skills - managing the team, the client, and communicating effectively with senior management, • Ability to multi-task and support the team to the best of their ability, in managing its multiple priorities, • Experience in reinsurance, capital, and M&A projects is also highly desirable WHY WORK AT OLIVER WYMAN? Working as part of our global, entrepreneurial company, you will do meaningful work from day one. We are looking for individuals who challenge the norm, and constantly strive to build something new for the firm and the world around us. There is no "one size fits all" - we hire exceptional people and help them thrive through a built-in support network, flexible career paths, and no barriers to advancement. We have a collaborative, supportive and impactful team environment - we want you to bring your authentic self to the team and enjoy working alongside diverse and down-to-earth colleagues who do serious work, but who enjoy what they do. At Oliver Wyman, a Marsh (NYSE: MRSH) business, we bring deep industry insight, bold innovation, and a collaborative approach that cuts through complexity to help organizations navigate their most defining transformative moments. As a business of Marsh, we work alongside the world’s leading experts across risk, reinsurance and capital, people and investments, and management consulting. Together with Marsh Risk, Guy Carpenter, and Mercer, we help organizations build resilience and competitive advantages from every angle. With annual revenue of $27 billion and more than 95,000 colleagues in 130 countries, Marsh helps build the confidence to thrive through the power of perspective.

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.

Data Scientist, Macro Fixed Income Hedge Fund, London [Onsite] We are working with a macro fixed income hedge fund that are looking to hire a data scientist to undertake a range of activities as part of their nimble economic research team in London. You will focus on analysing complex alternative data and turning this into actionable insight that uncovers trends and informs decision-making. In this role, you will work with a wide range of stakeholders including those in the front office, such as PMs, quants and economists. Alongside the outlined tasks, you will, in short, also be supporting the economists in producing thematic research and strategic insights and constructing a range of tools, dashboards, internal visualisations and pipelines. The fund is a high performing group that enjoys a strong track record and low staff turnover. The fund takes a collaborative, research/analysis driven approach across the investment process. There will be a large degree of autonomy in how you explore, extract, and interpret data. You will own the full analytical and modelling lifecycle. Therefore, this is a good opportunity for a self-starting, highly numerate individual keen to move into a highly collaborative hedge fund. The role will be part of one of the very best macro fixed income teams on the street in a role with significant involvement in building out the spine of the business from the ground up. Requirements: • 1-3 years’ experience within data science working with large, complex datasets and data analysis tools, • Solid grounding in statistics, econometrics or applied mathematics., • Minimum of a master’s degree in a mathematical, statistical, or other highly relevant field., • Strong programming skills in the Python Scientific Stack., • Proactive, pragmatic, and can-do attitude., • Operating within a small, highly dynamic team (preferable) Due to demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss. We can only respond to highly qualified candidates.

Job Purpose The Quantitative Analyst will join the Global Quantitative Research Group, which designs, implements, and supports enterprise quantitative models and systems. This role blends quantitative research and data science, focusing on model development, risk analytics, and large-scale data engineering. The primary responsibility is to drive quantitative model initiatives for clearing houses while supporting data-driven solutions across multiple business lines. The candidate must demonstrate strong quantitative and programming skills, deep understanding of financial derivatives, and the ability to manage complex data workflows. Frequent interaction with Risk Management, Technology, and Senior Management is expected. Responsibilities • Lead research and development of margin, stress testing, and risk management models for clearing houses., • Perform quantitative risk analysis and develop solutions across multiple asset classes (interest rate, equity, credit, and commodity derivatives)., • Conduct data exploration, statistical analysis, and time series modeling to support quantitative research., • Build production-quality, data-driven software solutions for model implementation and analytics., • Develop ETL pipelines and data management tools to ensure reliability, efficiency, and quality of large-scale financial datasets., • Diagnose and resolve data issues; recommend improvements to data architecture and governance., • Define business requirements and specifications for model enhancements and data workflows., • Develop and maintain in-house quantitative research platforms and analytics tools., • Document and present methodologies, findings, and risk models to stakeholders including regulators, risk committees, and senior management., • Collaborate with technology teams for production implementation and integration of models and data systems., • Engage in innovative research in quantitative finance, advanced statistical techniques, and data science. Knowledge and Experience • Advanced degree (MSc or PhD) in Mathematics, Statistics, Physics, Quantitative Finance, Data Science, or a related field., • Experience in quantitative finance or data science within financial institutions preferred, with proven record in model development or implementation., • Strong programming skills in Python and SQL; experience with R, MATLAB, C++ or Java preferred., • Working knowledge of relational databases (Oracle, Postgres, Snowflake) and version control tools (Git)., • Solid understanding of statistics, time series analysis, and financial derivatives pricing and risk management., • Ability to work under pressure in a high-performance environment with tight deadlines., • Excellent analytical, organizational, and communication skills; capable of articulating complex concepts to diverse audiences., • Customer-focused, results-oriented, and highly detail-oriented.

Our client is a specialist consultancy operating across energy markets, analytics, and investment advisory. The team supports clients with market analysis, asset valuation, optimisation, and strategic insight across evolving power and gas markets. They are seeking a Technical Analyst to join their growing technical team, contributing to quantitative modelling, research, and analytical platform development. This role is ideal for someone with strong energy market knowledge, advanced modelling capability, and solid programming skills who enjoys solving complex commercial problems. Key Responsibilities • Develop and enhance models for asset valuation, dispatch optimisation, and revenue forecasting across energy markets, • Build and maintain price forecasting and scenario analysis models, • Conduct market analysis to support short- and long-term pricing views, • Develop internal analytical tools, automation workflows, and data infrastructure, • Manage SQL-based datasets and improve modelling efficiency through process optimisation, • Apply AI tools to support research and analytical workflows, • Translate technical outputs into clear commercial insights for clients and stakeholders, • Collaborate across a technically focused and research-driven team environment Requirements • 3–5 years’ experience in energy markets, quantitative analysis, or related sectors, • Strong Python programming skills, • Experience with optimisation, statistical modelling, or forecasting techniques, • Understanding of asset valuation and energy market dynamics, • Strong SQL and data handling capability, • Experience working with structured datasets, pipelines, or analytical platforms, • Strong communication and problem-solving skills, • Degree in a quantitative discipline such as engineering, mathematics, physics, or similar, • Experience within consulting, advisory, trading, or investment environments, • Familiarity with cloud platforms or modern data infrastructure, • Knowledge of risk analysis or transaction modelling within energy markets About Us Climate17 is a purpose-led Renewable Energy & Sustainability recruitment firm. We support organisations driving the energy transition and wider decarbonisation agenda. Inclusive Application Process Climate17 is committed to creating a diverse, inclusive, and equitable workplace. We welcome applications from all backgrounds and are dedicated to supporting an inclusive recruitment process.

£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

Junior Power Broker Location: West End, London (office-based) Working Hours: Typical hours are 07:30–17:30 aligned to European market hours. Occasional earlier starts or later finishes may be required during high-volatility periods or key market events. About the Firm Our client is an independently owned energy brokerage with an established presence in European gas, power and emissions markets. The firm brokers via both voice and electronic channels for a client base that includes energy producers, utilities, trading houses, financial institutions and corporate end-users. The culture is professional, collaborative and performance-focused, with a strong track record of developing talent. The Opportunity This is an entry-level opportunity for someone interested in energy trading jobs and building a long-term career in energy markets. You will join an experienced desk covering gas, power and carbon/emissions products and receive structured on-the-job training, with progression into a full broking role as your skills, market knowledge and compliance capability develop. What You’ll Do 1. Market activity and trade support • Support senior brokers with execution and facilitation of transactions across spot, forward and (where applicable) derivative markets in gas, power and carbon/emissions., • Monitor live market activity and help track price movements, liquidity, order flow and market sentiment across relevant tenors., • Relay price information and market colour to clients and counterparties via telephone, instant messaging and electronic broking platforms., • Help match buyer and seller interest and ensure trades are captured accurately and on time., • Learn and apply the desk’s voice-broking protocols and electronic broking tools (trading platforms training provided). 2. Client and counterparty engagement • Build relationships with a defined set of clients under guidance from senior brokers., • Learn client mandates, trading strategies and risk appetite to better anticipate needs., • Provide reliable market updates, relevant deal flow information and timely responses during the trading day., • Communicate professionally by phone, written message and in person. 3. Deal processing, controls and compliance • Complete deal tickets and trade confirmations accurately, following internal procedures and applicable regulatory obligations (FCA-regulated environment)., • Record transactions promptly in broking and compliance systems to support audit trail and post-trade reporting., • Follow internal policies and industry codes of conduct, including requirements related to recorded/monitored communications., • Escalate booking issues, discrepancies, or compliance concerns promptly to the desk head and/or compliance. 4. Market knowledge and research • Build a working understanding of fundamental drivers in European gas, power and carbon markets (supply/demand, weather, generation, interconnectors, outages, regulation and macro factors)., • Track relevant sources (including Ofgem, ACER, ICE and EEX) and contribute to internal desk discussions as knowledge develops., • Monitor competitor activity and market structure changes to support the desk’s commercial positioning. 5. Business development support • Flag potential new client opportunities to senior brokers., • Assist with client materials (product overviews, market commentary, and simple analysis)., • Support relationship activities such as industry events or client meetings in line with company policy; occasional out-of-hours attendance may be required. What We’re Looking For Experience and qualifications • Degree preferred (e.g., Economics, Finance, Mathematics, Engineering, Physical Sciences) but not required if you can demonstrate strong commercial aptitude and interest in markets., • Helpful experience includes internships, placements, graduate schemes, sales/account roles, analyst/research roles, or project work related to financial markets, commodity trading, energy systems, or derivatives., • Interest in energy markets, commodity derivatives and price formation; foundational knowledge is welcomed., • Strong Excel and Microsoft Office skills; familiarity with electronic trading or broking platforms is a plus. Skills and attributes • Able to work effectively in a fast-moving environment with time-sensitive tasks, with or without reasonable adjustments., • Strong written and verbal communication; comfortable speaking with clients by phone., • Detail-oriented with the ability to handle numbers, reconcile information, and maintain accurate records., • Professional, collaborative and coachable, with a desire to learn and grow into a full broker role. Performance and development Success in this role typically includes: • Accurate and timely trade capture and confirmations, • High-quality client communication and responsiveness during market hours, • Demonstrated improvement in product knowledge and market awareness, • Consistent adherence to compliance and conduct expectations What’s on Offer • Competitive base salary (dependent on experience) plus performance-related bonus., • Structured training, mentoring and day-to-day coaching from experienced brokers., • Progression toward a full broking seat based on competency and performance (typically assessed over 12–24 months, depending on business needs)., • Exposure to a broad range of market participants across the European energy complex., • Collaborative environment with strong learning opportunities. Important information • Right to work: Please confirm your right to work in the UK. Junior level - A-level or University Degree educated with a demonstrable interest & passion for commodities and keen to develop a Client facing Energy career - £30,000 to £35,000 p.a. + Team Performance Bonus

Founded in 2000, Lunalogic is a consulting firm structured around two main areas of expertise: • Finance, Risk & Regulatory: supporting financial institutions, insurance companies, and industrial firms on risk management, regulatory compliance, and quantitative modeling. We work with both large corporations and SMEs across sectors such as finance, banking, insurance, healthcare, and industry, with references including Mérieux, Limagrain, AXA, and Servier. Our strength lies in our strong commitment to R&D, innovation, and continuous training, enabling us to attract and develop top talent from the most prestigious academic institutions. At Lunalogic, we transform our clients’ technological and financial challenges into concrete, operational, and high-impact solutions, within a stimulating and collaborative environment. Lunalogic UK Ltd, established in 2015, strengthens the group’s international presence in the UK market. The entity actively supports both French and international Corporate & Investment Banks (CIB) operating in London, delivering high-level expertise in quantitative finance, risk, and regulatory projects while contributing to the group’s international reach. Overview Our client is seeking a confirmed or senior Quantitative Analyst specialized in XVA to join their Quantitative Research & Development team. The role initially focuses on quantitative modeling, with a later transition toward optimization and implementation of risk metrics while remaining within the R&D framework. This position requires strong interaction with the XVA Strats team and Risk teams, contributing to the development and improvement of advanced quantitative models and risk methodologies used in pricing and risk management of complex derivatives. Key Responsibilities Phase 1 – Quantitative Modeling • Develop and enhance XVA-related quantitative models., • Implement models and numerical methods in C++ within the quantitative library., • Contribute to the modeling framework used for exotic derivatives and structured products., • Work on optimization of existing quantitative frameworks., • Design and implement advanced risk metrics related to XVA., • Improve performance and robustness of pricing and risk analytics systems., • Strong interaction with the XVA Strats team., • Close collaboration with Risk Management teams. Education • Strong C++ programming skills in a quantitative environment., • Solid background in financial mathematics and derivatives modeling., • Experience with XVA frameworks (CVA, DVA, FVA, etc.)., • Confirmed or Senior Quantitative Analyst experience., • Experience working with exotic products and structured derivatives., • Ability to work closely with Strats and Risk teams., • Strong analytical and problem-solving abilities., • Work on cutting-edge XVA modeling and risk metrics., • Exposure to exotic derivatives and advanced quantitative techniques., • Opportunity to move from pure modeling to optimization and risk analytics within the R&D team., • Highly collaborative environment with Strats and Risk stakeholders.

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.

Summary Senior Quant Developer / Low-Latency C++ Engineer at a leading quant & systematic fund. Looking for an exceptional low-level C++ programmer with deep metaprogramming experience and a minimum of 7+ years' professional C++ experience (since university/graduation). In this role, you will: • Develop, optimize, and maintain high-performance C++ code for ultra-low-latency trading systems., • Work on strategy interaction with FPGA to ensure seamless integration., • Minimum 7+ years' C++ experience, • In-depth knowledge of memory management, multithreading, CPU cache optimization, and Linux, • Ideally BSc, MSc and/or PhD in Computer Science, Mathematics or Physics, • Top of the market salary + bonuses + generous benefits package, • Latest technologies & opportunity to work on deeply complex problems with significant impact 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

Role:- As a quantitative researcher you will be responsible for developing automated quant trading strategies using sophisticated statistical techniques. Your role will involve:- • Statistical modelling of financial and non-financial datasets, examining real-world data., • Delivering high quality statistical research output against our research goals., • The opportunity to make an impact on the continued build out of Systematic Macro infrastructure ., • 3 + years prior experience on the buy side developing global Systematic Macro strategies with exposure to Equites, FX, EM FX, Commodities and Rates., • Extensive experience in financial data analysis with a focus on a highly rigorous and technical approach to modelling., • Experience of building and running systematic intraday futures/ FX strategies., • A background in statistical research for systematic investment management activities (returns forecasting, risk modelling, market impact modelling etc)., • Quantitative background - includes advanced degrees ( PhD) in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics Please send a PDF resume to

£120,000 - 200,000 GBP Onsite WORKING Location: City Of London, Central London, Greater London - United Kingdom Type: Permanent My client is a top-tier quantitative hedge fund headquartered in London renowned for its data-driven approach and innovative trading strategies. We are currently looking for an experienced Quantitative Researcher to join the Systematic Trading team. This team designs, builds, and maintains fully systematic strategies operating across a variety of global markets and trading frequencies. Key Responsibilities • Analyse vast and complex datasets using advanced statistical methods to uncover actionable insights., • Research, develop, and implement cutting-edge quantitative trading strategies., • Continuously monitor and improve the performance of existing strategies., • Develop a deep understanding of global market structures and microstructure dynamics.Requirements, • Advanced academic degree (PhD or Master's) in a quantitative discipline such as Mathematics, Physics, Computer Science, or Engineering., • Strong programming skills in at least one core language - Python, C++, or Java., • Proven experience in quantitative research or systematic trading environments., • Excellent communication skills and the ability to thrive in a highly collaborative, fast-paced team environment.What's on Offer, • Highly competitive compensation package with performance-based bonuses., • Access to state-of-the-art technology, proprietary tools, and vast datasets., • A world-class team environment that encourages innovation, ownership, and growth.Interested in learning more? Click 'Apply Now', or reach out directly to Stephen Kennedy at Anson McCade via LinkedIn for more Information.

£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.

£100,000 GBP Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Our client is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns for their clients. They have deep expertise in trading, technology and operations and attribute their success to rigorous scientific research. As a technology and data-driven firm, they design and build their own cutting-edge systems, from high performance trading platforms to large scale data analysis and compute farms. With offices around the globe, they emphasize true, global collaboration by aligning their investment, technology, and operations teams functionally around the world. Position Overview: • Identify and evaluate risk associated with discretionary trading strategies, • Collaborate with Quantitative Researcher and Traders on the strategies analysis, • Ensure the strategies are run within the risk allocation defined by the Investment Committee, • Analyze risk at the portfolio level and performance drivers, • Help with trade portfolio construction across the discretionary business, • Drive the build out of risk framework by improving the firm's processes and infrastructure for management of the discretionary businessQualifications • Education: Bachelor's degree in a quantitative or related field (includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics); advanced degree preferred. Years Experience: (guidelines) • From graduate level up to 3 years of commercial experienceRequired Skillset:, • Demonstrated interest in Risk Management, • Demonstrated interest in a quantitative approach, • Capacity to collaborate with the trading, analysts and quants team, • Strong communication skills with the ability to collaborate with teammates globally, • Strong sense of urgency with the ability to work well in a fast-paced environment.

Key Responsibilities • Research and implement high-frequency trading strategies, leveraging deep knowledge of market microstructure, • Analyze large-scale market data to uncover inefficiencies and design robust, data-driven models, • Build and maintain simulation and backtesting tools aligned with real-world trading conditions, • Write and optimize production-grade code for signal generation, execution logic, and infrastructure components, • Collaborate across disciplines to ensure seamless integration of research and engineering efforts, • Strong experience in high-frequency trading or systematic strategies within crypto or traditional markets, • Advanced programming skills in Python , along with proficiency in at least one compiled language (Rust preferred , C++ or Go also welcome), • Deep understanding of market microstructure and the technical nuances of low-latency trading, • Background in a quantitative discipline such as mathematics, statistics, physics, computer science, or engineering (MSc or PhD preferred), • Practical experience working with large datasets, real-time data pipelines, and cloud-based research environments, • Familiarity with version control systems (Git), Linux/Unix environments, and containerization tools such as Docker This role is based in London . We believe in the power of close collaboration, and candidates should either be located in London or willing to relocate. Support for relocation is available.

Role :- You will be working as a Quantitative Researcher possessing exceptional analytical capabilities and have a real passion for developing systematic strategies and coming up with new ideas. Prior experience in crafting high to mid- frequency trading signals is highly desirable. Candidates who exhibit an entrepreneurial spirit and the belief that any problem, no matter its complexity, can be addressed, are highly regarded. You will ideally be living in London or have the desire to relocate. Requirements :- A Master’s or a PhD degree in mathematics, statistics, physics, computer science. Very strong research skills and experience using sophisticated mathematical tools in different contexts Strong programming skills in Python or Rust. Track record of having a scientific approach to analysing real-world problems and large amounts of empirical data (1+ year experience) Strong familiarity with concurrency and OOP Comfortable working with Linux/Unix, AWS, Git, Docker Apply :- Please send a PDF CV to

We are seeking a talented Quantitative Researcher to develop machine learning-based models for systematic trading in digital asset and financial markets. This is a front-office research role based in the UK, offering hands-on experience with high-frequency market data, advanced ML architectures, and collaboration with a team of quantitative researchers and engineers. Responsibilities • Develop ML-based alpha generation models using high-frequency order book and market microstructure data, • Design and maintain robust data pipelines, preprocessing, and feature extraction workflows for streaming tick data, • Research and implement advanced deep learning architectures for short-horizon forecasting and signal extraction, • Collaborate with quantitative researchers and engineers to integrate models into live trading systems, • Optimise inference latency and ensure model robustness under live market conditions, • Continuously refine model performance through systematic backtesting, live evaluation, and monitoring Requirements • Degree in Computer Science, Machine Learning, Applied Mathematics, or a related quantitative discipline, • Strong programming skills in Python and familiarity with standard ML libraries, • Proven experience applying ML/DL techniques to real-world problems, • Familiarity with time-series modelling, signal extraction, or high-frequency data, • Experience developing ML infrastructure, including data pipelines, experiment tracking, and version control, • Collaborative mindset and problem-solving orientation Preferred Experience • Exposure to finance, trading, or quantitative research (helpful but not required), • Publications, competition results (e.g., Kaggle, academic ML contests), or open-source contributions, • Familiarity with C++, CUDA, or other low-latency systems Why Join • Work at the forefront of systematic trading and digital asset markets in the UK, • Hands-on exposure to large-scale, high-frequency data and cutting-edge ML techniques, • Collaborative, meritocratic team environment with direct impact on strategy and performance, • Fast-paced, technology-driven culture offering meaningful ownership and growth, • Competitive UK-based compensation aligned with experience and performance

£200,000 - 250,000 GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client, a leading global systematic hedge fund is seeking a Senior Commodities Quantitative Researcher to join its London-based team. The firm is renowned for its collaborative culture, strong research focus, and giving quants strong autonomy in a full-stack role. With an established and successful commodities platform across European markets, the team is now looking to expand into US Power and Gas. This hire will play a pivotal role in shaping and building out this next phase of growth. The Role As a senior member of the commodities research team, you will: • Lead the research, development, and implementation of systematic trading strategies focused on US Power & Gas markets, • Identify and exploit inefficiencies through data-driven modelling and advanced quantitative techniques, • Work closely with other researchers and technologists in a highly collaborative environment, • Contribute to the end-to-end research lifecycle, from idea generation through to production deployment, • Help define the research agenda and strategic direction for the US energy expansion Key Requirements, • Proven experience in systematic strategy research and development within commodities, ideally US Power and/or Gas, • Strong understanding of energy markets, fundamentals, and data structures, • Advanced quantitative skillset, including statistical modelling, time series analysis, and machine learning techniques, • Proficiency in programming (typically Python; experience with large datasets is essential), • Demonstrated ability to independently drive research projects while contributing to a team-oriented environment, • Excellent academic background in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Computer Science) Why Join?, • Opportunity to lead and shape a new growth areawithin an established, high-performing platform, • Strong emphasis on collaboration with high-calibre colleagues, • Autonomy and ownership over your research and ideas, • Competitive compensation aligned with impact

London | Start by September 2026 We are partnering with a leading systematic investment team in London seeking an exceptional early-career Quantitative Researcher to join a high-performing, research-driven environment. This is a rare opportunity to work directly alongside experienced portfolio managers and researchers, contributing to live trading strategies from the outset. The team operates at the intersection of data science, financial theory, and advanced engineering, with a strong emphasis on original thinking and rigorous experimentation. The Opportunity From day one, you will be immersed in the research lifecycle—helping to generate, test, and refine alpha signals across liquid global markets. The role is designed for individuals who combine strong academic foundations with a genuine curiosity for markets and data. You will: • Develop and evaluate predictive signals using large, complex datasets, • Design and run robust backtests across multiple asset classes and time horizons, • Explore new modelling approaches, including statistical and machine learning techniques, • Work closely with senior researchers and developers to translate ideas into production, • Contribute to improving research infrastructure and data workflows Who They’re Looking For This role targets high-potential junior talent ready to step into a front-office research environment. You should meet one of the following criteria: • A Master’s graduate (from a leading/red-brick university) with relevant internship experience in quant research, trading, or data science, • Strong grounding in mathematics, statistics, physics, computer science, or a related field, • Proven programming ability (typically Python; C++ or similar is a plus), • Experience working with data—cleaning, analysing, and extracting signal, • A methodical, research-oriented mindset with attention to detail, • A genuine interest in financial markets and systematic trading Why This Role • Direct exposure to live trading strategies from an early stage, • Highly collaborative, intellectually rigorous team culture, • Meritocratic environment where strong ideas are quickly recognised and implemented, • Clear progression into a long-term research career within systematic investing Additional Requirements • Ability to start no later than September 2026, • Right to work in the UK (or ability to secure it quickly)

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

A leading sports betting fund is seeking a Junior Quantitative Researcher to join its expanding quantitative research team. This is an exciting opportunity for an analytically minded individual with a passion for sports modelling, data science, and statistics to contribute to cutting-edge research and model development within a high-performing environment. Key Responsibilities • Assist senior quantitative researchers in delivering research and model development projects., • Support clients and internal teams by:, • Developing, maintaining, and improving the mathematical libraries that power predictive models and analytical tools., • Building and maintaining software systems that deliver model outputs into production., • Perform statistical analysis of datasets, test hypotheses, and communicate findings effectively to key stakeholders., • Contribute to the ongoing enhancement of core programming libraries. Required • MSc in Statistics , Data Science , Mathematics , or another quantitative discipline (e.g., Computer Science, Engineering, Finance) with a strong statistical component., • Prior experience in a role involving significant statistical analysis, demonstrating skills beyond academic study., • Programming experience and a willingness to learn and work in R ., • Demonstrated passion for sports modelling—through personal projects, academic research, or independent analyses., • Commitment to continuous learning and professional growth., • Curiosity and enthusiasm for exploring new technologies and programming languages., • Strong interest in horse racing , supported by prior modelling or data analysis projects., • Understanding of sports betting markets ., • Familiarity with statistical and machine learning methods (e.g., GBM, Torch, CNN, LSTM, NLP, GNN)., • Experience with additional programming languages (e.g., Python, C++, Julia)., • Working knowledge of database systems (e.g., SQL, MongoDB, Redis, Postgres)., • Experience with version control , code reviews , and merge requests ., • Familiarity with CI/CD pipelines and test-driven development (TDD) .

• Title: Junior Trader Assistant – Interest Rates (1 to 2 Years), • Permanent Vacancy -, • Location: London, • Working Model – 5 Days in the office, • Salary - £40,000 to £50,000 base salary plus benefits + bonus (discretionary and trade desk-based profit), • Right to Work – UK Full Right to Work – please note no Dependent Visas (due to 3rd party risk) and Post Study Student Visas (time limited) and out client can’t formally sponsor. We kindly ask applicants to respect this requirement. Our client a London based Hedge Fund, is seeking a highly motivated and detail oriented Junior Trader Assistant to support the Interest Rates trading desk in London. This is an excellent opportunity for a Junior Trading Assistant to gain direct experience in a fast-paced trading environment, sat with traders and PM’s, understanding key market positions and contributing to trade execution and management of interest rate products across the markets. Key Responsibilities for Jnr TA - Interest Rates - • Provide day-to-day support to traders and PMs on the Interest Rates trading execution., • Assist with trade execution, IR trade booking, and accounting for notional, rates and market strategy., • Monitor market movements, with a focus on interest rate products (e.g. bonds, swaps, futures), • Maintain and update pricing models and spreadsheets, • Liaise with Trading Operations – Middle Office, to ensure smooth trade flow and Counterparty risk management., • Support traders in identifying market opportunities and managing operational risk exposure and management. Prerequisite Requirements • Bachelor’s degree in Finance, Economics, Mathematics, or a STEM related field – ideal 2.1 and above., • Strong understanding of Financial Markets; with prerequisite knowledge of Interest Rates Products is advantageous ~ IRS, Interest Rate Swaps, understanding why rates are traded, notional, pricing and processing life cycle events., • Excellent numerical and analytical skills, • Proficiency in Excel; programming skills (Python/VBA) are a plus, • Strong attention to detail and ability to work under pressure, this is a desk based role. Exposure to a dynamic trading floor environment, working with some of the best PMs in London, understanding IR trading and strategies. Opportunity to work alongside experienced traders and clear career progression within the trading function post 2 to 3 years in the front office IR Pod. • Salary - £40,000 to £50,000 base salary plus benefits + bonus, • Working Model – 5 days in the office – support the traders and PMs directly., • Right to Work – UK Full Right to Work – please note no Dependent Visas (due to 3rd party risk) and Post Study Student Visas (time limited) and out client can’t formally sponsor. We kindly ask applicants to respect this requirement. **Please apply early and sent across your CV and ensure your highlight your prior IR Rates experience as candidates matching the brief will be invited for screening call and introduced to our client for interview.

Job Title: Insight Analyst Location: London Employment Type: Full-time Salary: Up to £40,000 depending on experience Who we are: 72Point is a content creation agency which delivers top quality news stories, pictures, videos, and assets to the national news media and beyond. We work with big names brands and agencies to help earn them coverage in the news pages online, in print, social and via broadcast, with interesting stories, case studies, research driven insight, exciting visuals and more. Our client list includes a string of huge global brands, as well as some of the biggest names on PR Week’s Top 150. We distribute to the biggest news publishers in the UK – from the Sun, Mirror and Daily Mail to the Times and Telegraph. ABOUT THE ROLE The Insight Analyst plays an important role in transforming data into meaningful insights that support informed decision-making across the organisation. This role is responsible for working closely with internal stakeholders to gather, analyse, and interpret data from a variety of sources, including media monitoring, social listening and CRM platforms. The Insight Analyst helps identify patterns, trends, and opportunities that enhance understanding of performance, audience behaviour, and market activity. The role focuses on delivering accurate, clear, and actionable reporting, ensuring that complex information is synthesised into insights that are easily understood by both technical and non-technical audiences. The Insight Analyst contributes to continuous improvement by supporting analytical projects, maintaining data quality, and assisting teams in evaluating the effectiveness of campaigns, communications, and business initiatives. MAIN DUTIES & RESPONSIBILITIES o Partner with stakeholders across Creative, Sales, and other business functions to gather, clarify, and prioritise requirements o A mixture of internal and external reporting o Internal: keeping the company informed on the performance across multiple departments in terms of media mentions, share of voice, sales and media relations o External: Input into pitching decks to win new business, looking at market data, media analytics and website traffic; summarising, drawing insight and identifying relevant findings for each report to help outreach or tracking o Media monitoring and measurement – using a media platform, filtering, data downloads, drawing insights and familiarity with media metrics such as Reach, Views, Impressions, Sentiment, Key Messaging, Spokespeople, Call to Action, etc, and how best to use these in reporting o Social Listening – searching for topics or brands, and able to analyse large datasets in order to summarise into meaningful insights that can help inform decisions or create opportunities o Build strong working relationships within the Group, with external partners and third-party vendors to ensure smooth collaboration o Proactively scope and build new reports to help drive the business o Facilitate workshops, meetings, and interviews to elicit business needs and align expectations THE SKILLS YOU NEED Required o Minimum of 3+ years’ experience in analytics in a commercial or digital environment, preferably in media or communications sector o Proficiency with Microsoft Office, especially advanced Excel (e.g. pivot tables, VLOOKUP, macros) o Ability to synthesise information from multiple sources, identify the key information and communicate it both in a written report and verbally (presenting) o Strong presentation skills with the ability to convey complex ideas clearly to both technical and non-technical audiences o Solid foundation in mathematics and/or statistics to support data-driven decision-making o Media monitoring and measurement: experience searching, filtering, exporting/downloads, organising data and extracting insights from a media monitoring platform and strong working knowledge of common media metrics and how to use them appropriately in reporting: Reach, Views, Impressions, Sentiment, Key Messaging, Spokespeople, Calls to Action, etc o Social listening: able to query topics/brands, handle large datasets, and summarise into meaningful, decision-ready insights o Proven track record of analysing business processes and delivering actionable recommendations o A positive approach to challenges Desirable o Experience in building Boolean Searches o Strong technical experience with CRM systems, databases, and data visualisation tools (e.g., Power BI). o Knowledge of SQL or other programming language o A good understanding of the UK media landscape and the PR industry