Phd finance jobs in United Kingdom

Our Vision: Changing lives through education. What We Do: As part of our partnership with CCCU, we offer a wide range of modern courses across business, accounting and finance. The Role: We are currently seeking Lecturers to teach on our BSc (Hons) Business and Tourism Management programme. Due to our delivery model, we require flexibility to teach during weekdays, evenings and at weekends. Please note this role is not eligible for visa sponsorship. Do you have a background in teaching any of the following? • Tourism Marketing Principles, • Strategic Management, • Entrepreneurship in Tourism, • An honours degree and Master’s level in a relevant subject area and will usually hold a PhD or be able to demonstrate equivalent high level professional experience in the related discipline., • A Postgraduate Certificate of Academic Practice or equivalent teaching qualification (or commitment to enrol on a teaching programme during the probationary period and complete within three years) or Fellowship of HEA (or international equivalent), • Previous lecturing experience for similar courses, • Experience supervising student work and providing support and feedback, • Experience teaching in the wider subject area, • Experience with distance learning and supporting learners both online and face to face., • Professional conduct in all interactions with staff and students, • Extensive knowledge of relevant subject matter, • A firm commitment to personal and professional development, • Attention to detail and accurate reporting, • Ability to maintain thorough and organised student records, • Ability to work under pressure, plan and prioritise own workload to meet tight deadlines, • Highly motivated and able to work with minimum supervision, • Excellent communication, interpersonal and team-working skills, • Ability to work with diverse groups of people

Responsibilities: • Engage in the validation and approval sign off of the firm's models across Liquidity Risk, Market Risk, and Counterparty Risk models., • Challenge model assumptions, implementations, and mathematical formulations., • Review and oversee the monitoring of the performance of models including outcomes, verification, and benchmarking., • Understand and communicate the risks of model limitations to senior management. Requirements: • Education: PhD/Masters in a finance/mathematical/quantitative field, • Prior Experience: 3-5 years in model validation of liquidity/market/counterparty risk models., • Knowledge: Strong understanding and experience working with ILST/VaR models, • Technical: Python

Senior Python Quantitative Developer sought to join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central Python/SQL/Linux/Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Investment teams. Our client is an early Quantitative Investment Boutique focusing on Scientific Investing and new ideas. They also boast a rare and enviable culture focusing on collaboration and communication, with no siloes whatsoever, and industry-leading tenure. The firm totals around 150 staff, all of whom are office-based three or more days per week. This is a more technical Senior QD role which will involve collaborating with Quantitative Researchers and Portfolio Managers to design and implement scalable solutions, addressing complex business needs. Primarily, you will be charged with delivering and maintaining critical components of the investment infrastructure, including the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks utilized by diverse Investment teams. Essential Skills & Experience: • Excellent Python skills, as per 5+ years of professional experience in a technically and/or scientifically complex and competitive environment, especially in Financial Markets., • Hands-on experience with continuous integration and delivery systems such as Jenkins and GitLab CI/CD and a strong understanding of Software Development Life Cycle (SDLC) best practices., • Knowledge of SQL for database management and query optimization., • Proficiency in Linux and Docker, ideally including system administration and containerization for deployment and scaling. Preferred Skills & Experience: • Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and Systematic Trading, • Experience in developing financial Backtesting systems for Quantitative Strategies., • PhD/MSc level education in a numerate discipline from a top institution., • MATLAB experience highly desirable. This is an outstanding opportunity to join a world-class boutique Systematic Investment business, playing a key role in the delivery of a crucial core platform for use by cross-functional teams across multiple investment platforms.

Overview: A rapidly expanding proprietary trading and global markets firm is seeking a Head of Risk to lead the design and execution of its enterprise-wide risk framework. The firm has deep roots in global markets and prime brokerage, and is now scaling aggressively into multi-asset proprietary trading strategies and client-facing financing. This is a senior, high-impact role reporting directly to the executive team, suited for a candidate with a strong buy-side multi-strategy background who can bridge quantitative risk analytics, governance, and commercial decision-making in a fast paced environment. The Role: The Head of Risk will be responsible for building and overseeing the risk management framework across market, credit, liquidity, and operational risk. You will develop and maintain the infrastructure, policies, and culture that enable disciplined growth while supporting an entrepreneurial trading environment. You’ll work closely with trading, finance, technology, and compliance teams to ensure all activities are conducted within the firm’s risk appetite, while enabling strategic expansion into new asset classes and products. Key Responsibilities • Risk Framework Design: Define and implement the firm’s overall risk management framework, spanning proprietary trading and prime brokerage activities., • Market & Portfolio Risk Oversight: Establish methodologies for exposure measurement, VaR, scenario analysis, stress testing, and drawdown control across multi-asset portfolios., • Credit & Counterparty Risk: Oversee margining, collateral, and exposure management across counterparties, clients, and clearing relationships., • Liquidity & Capital Management: Partner with Finance and Treasury to align capital allocation, internal pricing of risk, and regulatory capital requirements., • Operational & Model Risk: Identify and mitigate operational risks across trading and technology infrastructure; validate and challenge models and assumptions where relevant. • Governance & Reporting: Lead risk committee processes, define escalation thresholds, and deliver clear, actionable reports to senior management and the board., • Technology Integration: Collaborate with technology teams to develop or refine risk systems and real-time monitoring tools., • Team Leadership: Build and manage a small, high-performing risk function, fostering a culture of accountability and proactive risk management., • Strategic Projects: Assess new product lines, asset classes, and jurisdictions from a risk perspective, ensuring appropriate controls before launch. Ideal Candidate Profile • Experience: 10+ years in risk leadership roles within a multi-strategy hedge fund, proprietary trading firm, or global markets / prime brokerage environment., • Expertise: Strong grasp of market, credit, liquidity, and operational risk, with experience designing frameworks in growth or transformation-stage firms., • Quantitative Rigor: Comfort with risk modelling, stress testing, VaR, and scenario design; able to challenge and validate models with data-driven reasoning., • Commercial Acumen: Adept at translating complex risk concepts into business context and engaging with trading and executive stakeholders., • Regulatory Awareness: Familiar with UK/EU financial regulations and risk governance expectations for trading and brokerage firms., • Leadership: Proven ability to build, develop, and lead teams while working cross-functionally in a fast-paced environment., • Communication: Excellent written and verbal communication skills; capable of providing clear, concise reporting and influencing at board level. Preferred: • Experience in a regulated prime brokerage or prop trading environment., • Advanced quantitative or financial degree (MSc/PhD/CFA/FRM)., • Familiarity with real-time risk monitoring, automation, or big data applications in trading risk., • Exposure to multi-asset or global market strategies. Why This Role • Join a firm in rapid expansion mode with the opportunity to shape its risk culture from the ground up., • Direct influence over risk policy, governance, and infrastructure., • Exposure to a broad set of trading strategies and global markets., • Senior leadership visibility and collaboration with top-tier trading and executive talent., • Entrepreneurial environment with strong financial backing and institutional rigor.

We are seeking candidates with quantitative research experience and intimate knowledge of systematic strategies across global equities market, with short-term strategies. Key Responsibilities: • Research and design alpha intraday strategies in global equities., • Conduct data analysis, model training, signal validation and backtesting., • Collaborate closely with portfolio managers and data engineers to implement and optimize trading models and portfolios., • Monitor live strategy performance and continuously refine models for stability and capacity. What You’ll Bring: • PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline., • 2-8 years’ experience in quantitative research and/or quantitative development for systematic strategies, • Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms Our Benefits: • Competitive compensation among top hedge funds, bonus cut from PnL., • Fully paid parental leave, generous PTO (paid time off)

My client are actively looking for an individual with an appetite to join quant finance, coming from a postdoc or PhD in Mathematics, ideally stochastics, probability or combinatorics. Key Responsibilities: • Conduct original research in one or more of the following areas: combinatorics, discrete probability, stochastic modelling, random graphs, or related topics., • Collaborate with senior researchers and contribute to joint publications., • Present findings at seminars, workshops, and conferences., • Engage with the wider academic community and support outreach activities., • A PhD (or near completion) in mathematics, statistics, theoretical computer science, or a closely related discipline., • Ideally research background in one of the following: combinatorics, probability theory, stochastic processes., • Evidence of research potential through publications, preprints, or thesis work., • Excellent analytical and problem-solving skills.

The Vice President of Operations will be a key member of the Senior Leadership Team, responsible for overseeing day‑to‑day operations and driving efficiency across the organisation. Reporting to the CEO, this role will lead process improvement initiatives, streamline cross‑functional operations, and ensure alignment with the company’s strategic objectives. Working closely with functional leads, the VP of Operations will oversee implementation of new systems and technology, monitor financial and operational performance, and support key business decisions. The role will provide leadership across Operations, Project Management, and Digital and Data functions, managing external partners as needed, and will play a central role in delivering the company’s lead therapeutic program. Responsibilities • Lead project management for the lead candidate and broader pipeline, translating corporate goals into clear operational plans across clinical, manufacturing, and commercial functions, • Work with the SLT and department heads to design and implement operational processes, internal systems, reporting frameworks, and policies that align with company objectives, • Optimise use of talent, technology, and infrastructure to support company growth and ensure scalability through successive funding rounds, • Identify and implement continuous improvement initiatives to reduce cost, eliminate inefficiencies, and manage operational and quality risks through innovation and tight budget control, • Ensure compliance with all applicable regulations, including GMP, GCP, data integrity, and health and safety standards, • Monitor operational performance metrics to track progress and ensure targets are met efficiently, • Drive best practice adoption and process standardisation across the organisation, • Collaborate cross-functionally to streamline the path from development to market, • Champion long-term initiatives that build operational resilience and excellence Financial Management • Partner with the CFO and finance team to ensure operational plans are aligned with financial strategy, budgeting, and forecasting, • Oversee vendor relationships to ensure partnerships are cost-effective, strategically aligned, and deliver value, • Manage resource planning and allocation to support efficient execution against strategic goals Leadership & Team Development • Lead, develop, and support operational teams to meet both day-to-day objectives and long-term priorities, • Champion a culture of accountability, collaboration, and continuous improvement in line with core company values Qualifications & Experience • Advanced degree in Business Administration, Finance, Life Sciences, or a related field (MBA or PhD preferred)., • Ability to drive performance in line with strategy, strong leadership and engagement skills, cultural fluency, vision, expertise in continuous improvement, knowledge of process transformation, and risk management, • Minimum of 10 years of experience in the biotech or pharmaceutical industry, particularly in cell therapy with at least 5 years in a senior leadership role., • Proven track record of developing and executing successful business strategies., • Strong financial acumen and experience managing budgets and financial performance., • Excellent leadership, communication, and interpersonal skills., • Ability to navigate complex business environments and make data-driven decisions., • Experience in cell therapy is highly desirable., • Experience working with boards and committees is highly desirable. Skills & Attributes • Strategic thinking and problem-solving skills., • Strong analytical and financial modelling skills., • Ability to lead and inspire cross-functional teams., • Excellent negotiation and relationship-building skills., • High level of integrity and professionalism., • Demonstrated independence, problem-solving abilities, self-motivation, resourcefulness and ability to work in a fast-paced team environment., • Excellent communication skills with an ability to efficiently and productively communicate both verbally and in writing across all levels of the organization and externally.

Technical Quant Developer with deep Computer Science expertise applied to Python, SDLC tooling, Linux, Docker, and SQL sought to join a Boutique Quant Hedge Fund.You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio Managers to design and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The platform is pure Python, with SQL, on Linux and Docker platform. Python is the primarily required skill, however mastery of Linux/Docker environments and SDLC tooling such as GitLab CI/CD would be extremely highly regarded. In return for your Computer Science and Engineer nous, full training on the Quantitative Finance, Hedge Funds and Systematic Investing will be provided. Essential Skills & Experience: • Undergraduate degree in Computer Science, Computing, Software Engineering or similar with top grades from a reputable institution. MSc or possibly PhD level academics in said subject(s) preferred., • Strong Python skills, as per 3+ years of professional experience in a technically and/or scientifically complex and competitive environment., • Proficiency in Linux and Docker including system administration and containerization for deployment and scaling., • Hands-on experience with continuous integration and delivery systems such as Jenkins and GitLab CI/CD and a strong understanding of Software Development Life Cycle (SDLC) best practices., • Knowledge of SQL for database management and query optimization. This is an outstanding opportunity to join a world-class boutique Systematic Investment business, playing a key role in the delivery of a crucial core platform for use by cross-functional teams across multiple investment platforms.

Brainpool is an Artificial Intelligence services company on a mission to help businesses unlock the transformative power of artificial intelligence. Members of the Brainpool network are PhD and MSc-level scientists from top universities such as UCL, Oxford, Cambridge, MIT and Stanford. Brainpool provides companies with end-to-end AI solutions, starting from strategy development, all the way to implementation. Brainpool ensures seamless AI adoption for mid-market businesses in the UK, USA and Canada. Recently Brainpool had a privilege of getting involved in projects with an environmental impact, such as timber design optimising tool - DAISY.ai, research project with Natural Resources Canada, and CO2 calculator tool with a construction company in Quebec. Our vision for the future is a partnership between Artificial Intelligence and Humans. AI solutions designed to free humans from manual, repetitive and time-consuming tasks to allow people to focus on the creative tasks and on the things that matter, such as saving the natural environment. We’re now looking for an Account Manager who’s excited to work with clients at the cutting edge of AI adoption. You’ll be the bridge between our world-class technical experts and senior business leaders—making sure our clients not only get outstanding solutions, but also understand the real business value of what we deliver. This isn’t just account management—We are building out our partnership with AWS and shaping how industries across finance, construction, manufacturing, and ecommerce embrace AI. What you’ll be doing • Managing a portfolio of mid-market and enterprise clients—guiding them from onboarding through delivery and beyond, • Being the go-to partner for client relationships: building trust, running check-ins and strategic reviews, and ensuring we always deliver excellence, • Working hand-in-hand with our AI experts to scope, shape, and deliver bespoke solutions, • Translating complex technical ideas into clear business impact stories for senior stakeholders, • Spotting opportunities to grow accounts—whether through new projects, expansion, or cross-selling services, • Overseeing timelines, budgets, and deliverables alongside our project managers, • Supporting proposals and presenting to C-level execs What we're looking for • Someone proactive, curious, and comfortable in a fast-paced environment, • Proven ability to build trust and maintain long-term partnerships, • Skill in explaining complex technical concepts to non-technical stakeholders, • Understanding of pricing models, contract negotiation, and revenue optimization, • Analytical mindset with hawk-eyed ability to anticipate client needs and resolve issues proactively, • Experience managing multiple internal and external stakeholders across projects, • Willingness to learn about AI and continuously put an effort to stay on top of the latest tech, • 3-5 years managing client relationships in a consulting environment (Big 4, boutique consulting, or professional services), • Understanding of machine learning concepts, LLMs, and AI applications in business contexts, • Exceptional written and verbal communication skills with ability to present to senior executives, • Experience managing multiple complex projects simultaneously with competing deadlines Preferred Qualifications • STEM Background: Degree in engineering, computer science, mathematics, physics, or related technical field, • Experience in technology consulting or software implementation projects, • Experience in the AWS Partner Ecosystem., • Familiarity with AI/ML project lifecycles and common challenges, • Previous exposure to Retainer/ Time & Materials/ Fixed cost billing models and POC-to-production workflows, • Experience working in a startup environment, • Understanding of data science methodologies and business intelligence reporting What We Offer • Opportunity to work at the forefront of AI development with exposure to cutting-edge technologies, • Access to our global network of AI experts and continuous learning opportunities, • Competitive salary of £60 - £75K with performance-based bonuses tied to account growth, • Healthcare benefits, • Direct impact on shaping how businesses adopt and implement AI solutions If you want to have a direct impact on how industries adopt AI and grow your career at the same time—we’d love to hear from you. Join us in helping businesses unlock the transformative potential of artificial intelligence.

Job Title: Quantitative Product Specialist - Private Market Data Location: London Type: Full-time About Scientific Infra & Private Assets Scientific Infra & Private Assets is a global leader in data and analytics for private infrastructure and private equity markets. We transform academic excellence into investment-grade indices, tools, and insights that bring transparency and scientific rigor to historically opaque markets. Our indices – such as infraMetrics® and privateMetrics® – serve investors managing hundreds of billions in AUM and are ESMA-registered. Role Overview We are seeking a Product Specialist with strong quantitative skills and professional writing experience to contribute to thought leadership and applied research in infrastructure and private assets. This role is ideal for candidates with a passion for private markets, financial economics, and data analytics. The successful candidate will develop high-quality publications, lead analytical research, and present findings to global institutional investors and industry forums. Key Responsibilities • Design and implement quantitative research studies on private infrastructure and private equity using SIPA data platforms (infraMetrics®, privateMetrics®), • Develop and refine financial and statistical models to analyse asset-level data, market pricing, and factor exposures, • Produce investor-facing content, including white papers, use cases, and thematic thought pieces that clearly communicate technical findings, • Deliver presentations to clients, prospective investors, and at external conferences or academic events, • Translate quantitative insights into practical takeaways for asset allocators, consultants, and regulators, • Collaborate with researchers, data scientists, and marketing teams to maintain analytical rigor and message clarity Required Qualifications • Advanced degree (Master’s or PhD) in Finance, Financial Economics, Applied Mathematics, or a related quantitative field, • 3–5+ years of experience in financial research, data analytics, or economic strategy roles, • Proficiency in R and/or Python, especially for statistical modelling, empirical finance, and data visualisation, • Proven track record of producing professional research publications or thought leadership articles for sophisticated financial audiences, • Strong presentation skills with experience speaking to clients, C-level audiences, or industry panels, • Familiarity with infrastructure, private equity, or private market data is a strong advantage, • Professional certifications such as CFA or CAIA are preferred What We Offer • Opportunity to work with industry-leading data and insights in private markets., • Collaborative and intellectually stimulating work environment., • A platform to influence how investors engage with infrastructure and private assets analytics., • Competitive salary and benefits package. MORE ABOUT US Scientific Infra & Private Assets stands at the forefront of innovation in private market analytics, offering sophisticated investors unparalleled insights into the valuation and risks associated with private equity and infrastructure investments. Emerging from the research endeavours of the EDHEC Infrastructure & Private Assets Research Institute, the company has transformed academic findings into practical tools that address the critical data deficiencies in private markets. Central to their offerings are infraMetrics® and privateMetrics®, two groundbreaking products that provide comprehensive, model-driven analytics. infraMetrics® delivers asset-level metrics for private infrastructure investments across more than 20 markets, categorized by sector, business risk, and corporate structure. This tool enables investors to access robust market indices and benchmarks, facilitating informed decision-making and precise performance assessments. Similarly, privateMetrics® offers detailed analytics for private equity investments, encompassing over 100 markets. It classifies data by activity, customer model, revenue model, lifecycle, and value chain, providing investors with a nuanced understanding of market dynamics. This depth of analysis empowers investors to identify undervalued assets and optimize their investment strategies. A standout feature of Scientific Infra & Private Assets is their commitment to data integrity and transparency. By leveraging advanced financial modelling, statistics, and machine learning, they produce scientific results that are indispensable for making informed investment decisions. Their indices, such as the infra300® and infra100® series, are registered with the European Securities and Markets Authority (ESMA), underscoring their adherence to stringent regulatory standards. In an industry often characterized by opaque data and limited transparency, Scientific Infra & Private Assets distinguishes itself by providing reliable, up-to-date, and customizable analytics. Their innovative approach not only bridges the gap between academic research and market application but also sets a new standard for data-driven decision-making in private markets. For investors seeking to navigate the complexities of private equity and infrastructure investments, the tools and insights offered by Scientific Infra & Private Assets are invaluable resources. The salary will be determined according to the candidate's qualifications and experience. To apply, please send your CV and a cover letter (pdf format) & mention where you found the ad.

Successful candidates will have recently completed their PhD, be highly quantitative and have a clear interest in finance. Have graduated, or are graduating shortly, with a PhD in a highly quantitative discipline.

PhD in Economics, PhD in Banking and Finance). King's Business School invites applications for funded, full‑time PhD studentships Economic Studies, to start in October 2026. When completed, your award would state “PhD in your subject area” relating to the relevant Academic Department (e.

Candidates should have a completed PhD, or be close to obtaining a PhD, in finance or economics by the position start date. Expertise and research interests in finance and demonstrate a clear, well developed, and viable strategy for future outstanding research with potential for world-leading public

The Researcher role provides an ideal transition for recent graduates who are interested in going on to a top business school PhD programme in finance, economics or accounting. We use our diversity to create a multi‑portfolio, multicultural learning environment embodying the global ambitions of bi