Trabajos quant en Ashton-under-Lyne - Page 4Crear alertas

Robert Half is recruiting for a Python/Quant Developer - Investment Management/ Funds experience role for a 12 Month contract. We’re working with a highly regarded investment management firm looking to hire an Python/Quant Developer to support a growing internal initiative.

If you are a high-performing graduate developer or quantitative-minded technologist looking to break into the top echelon of quantitative trading, please apply with an up-to-date CV or email rdelaney@hunterbond. Graduate Quant Developer / Quant Researcher. A boutique hedge fund is seeking an excepti

The role is focused on the Digital / Automation space and sits within the Quant Engineering Group.

Engineer high-performance data systems powering real-time trading and quantitative research in a world-class trading environment. This role sits at the intersection of software engineering and quantitative research, building robust, low-latency data pipelines that support both research workflows and

Quant Developer (Library Quant – Rates) | C++ / Python. Background similar to top-tier quant devs (e. Pure software engineer with no quant exposure.

We are partnering with one of London’s most selective and highest-performing quantitative investment funds to appoint a Senior Quant Software Developer to their core systematic trading group. Experience in a systematic trading environment or quantitative data domain is highly advantageous, though

Pure quant research / academic background. E-Trading Quant Developer (C++ / Python) – Rates / FX / Equities.

A specialist recruitment firm is seeking a Lead Technical Recruiter focused on hedge funds and quant technology.

Interest in algorithmic and quantitative trading is a plus. The focus of the role would be to create data infrastructure to bring the analytics to the next level and support the scaling of quantitative trading. We are looking for a C++ Quant Developer who is passionate about technology, interested i

Join a high‑performance team building an industry‑leading quantitative portfolio construction platform, where you’ll apply strong Java/(Python across the full SDLC. As a Lead Software Engineer at JPMorgan Chase within JPM Asset Management, we are looking for you to contribute to the transforma

The ideal candidate will manage quantitative research projects that analyze economic impacts of technology.

Join a high‑performance team building an industry‑leading quantitative portfolio construction platform, where you’ll apply strong Java/(Python across the full SDLC. As a Lead Software Engineer at JPMorgan Chase within JPM Asset Management, we are looking for you to contribute to the transforma

Our client is a $70BN quant hedge fund.

A leading financial institution is seeking a highly motivated Quantitative Analyst for their Cash Equities Central Risk team in London. Candidates should have a Master’s or PhD in a quantitative discipline, strong programming skills in technologies such as KDB+/q or Python, and a knack for analyti

A leading global financial services firm is seeking a Vice President / Executive Director to join their Global Markets Structuring team in London.The role focuses on architecting and delivering end-to-end digital platforms, applying modern AI techniques to enhance structured product workflows, and c

A global financial services group in London is seeking a Quantitative Analyst to enhance derivative products through innovative pricing models and trading operations.

A leading global fund is seeking a Quantitative Researcher to join its London trading team. This role focuses on developing quantitative signals and trading strategies in the single-name credit markets. The ideal candidate will have 2-4 years of experience in quantitative research or front-office tr

A leading global trading firm is seeking an experienced Senior Quant Execution Trader to optimize execution strategies and enhance trading performance in equities markets.

Principal - Quant Trading page is loaded## Principal - Quant Tradinglocations: London, United Kingdomtime type: Full timeposted on: Posted Todayjob requisition id: R260125Position OverviewWe are seeking a Principal to join Apollo’s PM & Trading Strats team within Global Corporate Credi

PhD or equivalent advanced degree in a highly quantitative discipline (e. The Senior algo-trading model validation quant will join the Traded Risk Model Validation (TRM) function at Standard Chartered Bank. Design and enhance standardised validation testing frameworks to quantify and monitor model r

You will build quantitative and ML-driven insight systems using structured time series data. You will work closely with engineers to productionize quant logic. You shape how quant insights are built at Reflexivity.

A financial market leader in London is seeking an experienced Head of Business Development to promote and enhance its trading services among proprietary clients.The ideal candidate will have extensive experience in equities and ETFs, with a strong grasp of market regulations and a proven ability to

A dynamic trading company headquartered in Mayfair is seeking a talented Quantitative Researcher to enhance their systematic equity strategies. In this role, you will conduct extensive quantitative research, analyze large datasets to identify predictive signals, and design alpha models.

Candidates should have a quantitative degree, programming skills in Python, and strong analytical abilities.

A leading financial markets firm in London seeks a Senior Quant Analyst to enhance trading decision tools. The role involves creating innovative quantitative models and contributing to trading strategies across asset classes.

A leading electronic trading firm in London is seeking a Systematic Options Quant Trader to enhance their market-making strategy. The ideal candidate should have 5–7 years of experience in options trading or quantitative research and expertise in Python, C++, or Rust.

A global financial services leader in Greater London is seeking an Analyst or Associate to join their Quantitative Trading group. Candidates should have a degree in a quantitative field and strong programming skills in Java or C++.

HPC Storage Engineering Lead | Quant Finance Research Firm. We’re supporting a global quantitative research and engineering organisation that depends on extremely high‑throughput, low‑latency storage systems to fuel large‑scale modelling, simulation, and data‑driven research.

We tackle the most complex problems in quantitative finance, by bringing scientific clarity to financial complexity. Leading the team responsible for enabling quantitative researchers to efficiently utilise a large‑scale compute estate.

You’ll work closely with quants, traders, and developers to refine trading strategies and enhance execution performance. Leverage quantitative models to drive best execution and trade efficiency. A chance to lead and innovate in quant execution trading.

A leading trading firm in London is seeking a Quant Researcher / Developer to join their trading team.

A market-leading proprietary trading firm in London is seeking a Senior Quantitative Researcher to enhance trading performance through innovative real-time models.

A leading financial technology firm in Greater London is seeking a Quantitative Developer for its Equities Statistical Arbitrage business line. Responsibilities include developing quantitative trading strategies, managing execution quality, and collaborating with researchers.

This pivotal role involves developing strategies to expand membership and drive sustainable revenue growth while establishing thought leadership in the quantitative finance community.

Strat/Quant Pedigree: A strong quantitative background or significant experience working closely with Sales/Trading Quants. Cross-Functional Collaboration: Partner daily with Sales, Trading, and Quants to translate complex business requirements into technical and analytical reality.

Looking for a deep learning role that could make the Mariana trench seem like a puddle?.This global investment manager hires asset class experts, such as an ex-portfolio manager from a Tier 1 hedge fund to grow and manage risk.You’re going to be part of headcount growth this year to over 1000 whic

Quant Capital is urgently looking for a.

The role requires a three-pillared approach - quantitative intuition, being a truly technical contributor and the communication skills to work closely with the business.

Provides quantitative analyses to the Trading Community, Business Developers, Commercial Advisors, and/or Project Teams – using derivatives expertise, optionality evaluation, opportunity identification, structuring, asset valuations and statistical modelling to support trading, commercial and proj

A boutique hedge fund is seeking an experienced Intraday Futures Quant to lead and develop a new intraday trading desk. Candidates should have a minimum of 5 years in quantitative trading with strong programming skills, particularly in Python or C#.

A diversified digital asset investment firm seeks an experienced Quantitative Research Engineer to enhance research efficiency. You'll collaborate with quantitative researchers and improve their productivity through innovative tools and systems.

Join us in the role of Equity Derivatives and Hybrids Quant Modeler (Model Integrity and Control), where you will be responsible for presenting 1st line challenges to current models and assessing impacts of models assumptions and limitations. In this role you will focus on model assessment, increasi

Ideal candidates have strong Python and SQL skills, a degree in a quantitative field, and substantial experience in quantitative development. A leading global hedge fund is looking for experienced Quantitative Developers for their Trading and Data Platform & Risk Analytics teams in Greater London.

A specialized consulting firm is seeking an experienced Quantitative Analyst to develop and maintain pricing models for interest rate products.

You are an experienced quantitative researcher with existing mid-frequency (MFT) or short-term alpha strategies in traditional finance or crypto markets. You will leverage Wintermute's sophisticated research, backtesting, and execution infrastructure to adapt and scale your strategies to crypto mark

The PC Quant Senior Analyst role supports the newly formed PC Quantitative pillar, working closely with the PC Quant manager to enhance technological capabilities for systematic evaluation of investment opportunities and risks. Senior Quant Analyst - Fixed Income. Senior Quant Analyst - Public Credi

A leading investment management firm in the UK is seeking a quantitative researcher to join their collaborative quant team.

The Senior algo-trading model validation quant will join the Traded Risk Model Validation (TRM) function at Standard Chartered Bank. The Senior algo-trading model validation quant will join the Traded Risk Model Validation (TRM) function at Standard Chartered Bank. Design and enhance standardised va