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Forvis Mazars is a leading global professional services network providing audit & assurance, tax, and advisory services. Forvis Mazars in the UK spans 14 offices across the nation and has over 3,400 professionals, with 190 partners. We have a clear purpose and a shared commitment to shape a better future. You'll join a collaborative and inclusive team where you're supported to grow your skills, explore new opportunities, and contribute from day one. You'll work with a diverse client base, develop meaningful connections, and gain experience that extends beyond your local team. Together, we grow, belong and impact. We are seeking an experienced Senior Consultant, Manager OR Associate Director (AVP to VP Level) to join our Market Risk advisory practice, focused on delivering innovative quantitative solutions to clients. In this role, you will leverage your deep quantitative expertise to advise clients on risk measurement, modelling, and regulatory compliance, contributing directly to their strategic decision-making progress. • Lead small and large multidisciplinary engagements and manage client relationships, provide advanced quantitative analysis and modelling to address complex market risk challenges, • Develop, validate, and implement quantitative risk models (including cVaR, CCR and xVA), • Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. Basel III/IV, FRTB), derivatives pricing techniques, and industry best practices, • Lead project teams, mentor and supervise junior team members, and ensure high-quality delivery, • Support business development initiatives, including identifying new opportunities and developing proposals, • Minimum of 3-8 years of relevant experience in quantitative modelling, market risk management, derivatives pricing, or risk advisory within financial services, • Demonstrated experience in one or more of the following areas: derivatives pricing, stochastic modelling techniques, statistical methods including AI/ML, and programming (e.g. Python, R, C++), • Excellent analytical and problem-solving skills with the ability to translate complex quantitative concepts clearly to non-technical stakeholders, • A dynamic, collaborative, inclusive work environment, • Opportunities to work with leading global financial institutions on challenging and impactful projects We seek to attract, develop, and retain the best talent, inclusive of sex, ethnicity, disability, socio-economic background, sexual orientation, gender identity, nationality, and faith. We select candidates based on skills, knowledge, qualifications, and experience and aim to support all our team members to reach their potential. At Forvis Mazars, we promote an environment in which you can grow your skills, belong to a team that values your ideas, and make an impact that matters.

Senior Technical Business Analyst | £700 - £800 (Inside IR35), dependent on experience | 6-months (initially) | London (Hybrid) Our client is looking for a Senior Technical Business Analyst to support the design and delivery of an analytics and modelling platform (AMP) across the energy markets. The role sits within the intersection of energy fundamentals, quantative modelling and technology- playing a critical part in enabing advanced analystics and driving commerical decision making. You'll work closely with Quant Analysts, Fundamental Analysts, Data Scientists, Developers, and Product Owners. The focus is on translating complex analytical and modelling requirements into scalable data and platform solutions Key Responsibilities • Act as the primary Business Analysis partner to Energy Analytics and Quantitative teams, • Analyse and document complex modelling and forecasting requirements, • Support the evolution of the Analytics & Modelling Platform, including modelling frameworks, data pipelines, and analytical tooling, • Define requirements for large, complex datasets (market data, weather, flows, storage, fundamentals), • Support Python-based analytics and modelling solutions, • Contribute to model documentation standards and lifecycle governance, • Own backlog contributions, user stories and acceptance criteria, • Strong knowledge of energy markets, including supply demand fundamentals, storage, flows and pricing, • Proven background in energy analytics and forecasting, including scenario modelling, • Experience with major energy hubs (e.g., TTF, JKM) and cross-commodity linkage, • Solid understanding of feature engineering, statistical modelling, and ML workflows, • Strong Python skills (e.g., pandas, NumPy, Jupyter) Senior Technical Business Analyst | £700 -£800 (Inside IR35), dependent on experience | 6-months (initially) | London Oscar Associates (UK) Limited is acting as an Employment Business in relation to this vacancy. To understand more about what we do with your data please review our privacy policy in the privacy section of the Oscar website.

Machine Learning Engineer - £110k – £130k – Geospatial Tech 4 GoodMachine Learning | Deep Learning | Time Series | Climate | Remote Sensing | PyTorch | scikit-learn | Geospatial | AWS | MLOps | Python | Risk Modelling | FinTech |Do you want to work with a business building AI-native data system that bring clarity and credibility to nature-based assets?A business tackling complex, real-world environmental challenges, helping organisations make high-impact decisions around risk, resilience and commercial performance?This is the chance to join as a Machine Learning Engineer working with a climate-tech scale-up applying cutting-edge Machine Learning to satellite data, weather models and environmental signals, reshaping how nature is valued in real-world decision-making.Joining their AI team, you’ll design and deploy models that forecast climate volatility, detect vegetation stress, and generate risk-driven insights from remote sensing and time-series data. You’ll work across AI, climate science, geospatial modelling and scalable pipelines, contributing meaningfully from day one.What you’ll be working on:• Building and evaluating Machine Learning/DL models for satellite, weather and climate data• Forecasting environmental and risk-related signals (volatility, vegetation stress, land-surface change)• Developing geospatial and remote-sensing models (Sentinel-1/2, GEDI, optical, radar, LiDAR)• Creating time-series and forecasting models for environmental change• Translating business questions into robust modelling problems• Turning research prototypes into scalable, reproducible AI pipelines• Communicating assumptions, uncertainty and results clearlyThe must-haves:• Strong background in Machine Learning, DL and Applied Statistics• Time-series modelling + backtesting• Experience with geospatial and climate datasets• Python stack: PyTorch, scikit-learn, scipy• Reproducible workflows (Git, AWS/cloud, W&B)Nice-to-haves:• Risk modelling, financial time series, portfolio optimisation (great for FinTech/quant backgrounds)• Climate/weather datasets (CMIP, forecast data)• Geospatial tools: rasterio, xarray, geopandas, GDAL• Remote sensing (optical, radar, LiDAR)• MLOps: CI/CD, containerisation, monitoring• Startup or fast-paced product environmentThe role offers £110k–£130k, a global team environment, and the chance to shape the future of AI-powered environmental and risk intelligence.If it ticks those boxes, don’t hang about message me: Machine Learning | Deep Learning | Time Series | Climate | Remote Sensing | PyTorch | scikit-learn | Geospatial | AWS | MLOps | Python | Risk Modelling | FinTech |

Pricing Services and Risk Viewer UI Developer We are seeking a highly skilled Pricing Services and Risk Viewer UI Developer to join our dynamic team. This senior software development position requires excellent C# and TypeScript/React skills, a strong knowledge of pricing models, quant libraries and risk analytics for both vanilla and exotic FX derivatives. The successful candidate will collaborate closely with business analysts, traders, and software engineers to ensure seamless integration into real-time trading platforms. Key Responsibilities: • Design and implement pricing and risk analytics tools for FX cash trades and options, including exotic and structured products., • Integrate and support the optimization of quantitative models in collaboration with quants and traders., • Maintain and enhance low-latency infrastructure for real-time risk and PnL calculations., • Conduct back-testing and performance analysis of models and trading strategies., • Provide technical guidance and support across the trading floor on model behavior and system performance., • Liaise with technology and infrastructure teams to ensure robust deployment and monitoring of analytic tools., • Enhance the FX Options Risk Viewer UI in collaboration with traders and other IT team members., • substantial experience in software development., • Highly experienced in C#, TypeScript/React, and Quant Library integration., • Solid understanding of mathematics as applied to derivatives risk and pricing., • Excellent written and verbal communication skills in English., • Experience working with traders, quants, and risk managers in an investment-banking environment., • Comply with all applicable legal, regulatory, and internal Compliance requirements., • Maintain appropriate knowledge to ensure full qualification to undertake the role. To apply for the Pricing Services and Risk Viewer UI Developer position, please submit your CV and cover letter detailing your relevant experience and qualifications. Highlight your experience in software development, particularly in C# and TypeScript/React, and your understanding of FX derivatives trading, risk, and pricing.

We are working with a leading global financial institution seeking a Lead Java engineer to help drive the development of a large scale, low latency market data platform. This role sits within a high impact data/tech function responsible for delivering real time and historical data to trading and quant teams. You will play a key role in shaping the architecture and evolution of a central data platform that underpins front office decision making. Key Responsibilities • Lead the design and development of a large scale market data ingestion platform, • Build and optimise low latency data pipelines for real time and historical data, • Integrate and manage market data feeds from external vendors and trading venues, • Drive improvements in data quality, validation and monitoring frameworks, • Translate business requirements from trading and quantitative teams into technical solutions, • Define and implement engineering best practices and architectural standards, • Mentor and develop a team of engineers across multiple locations, • Contribute to both hands on coding and high level system designKey Requirements, • Strong Java engineering background with experience building enterprise scale systems, • Proven experience working with market data or trading systems within financial services, • Experience building data ingestion pipelines and handling real time data feeds, • Understanding of low latency system design and distributed architectures, • Experience integrating vendor data feeds such as Bloomberg or Refinitiv, • Ability to operate in a hands on technical role while leading and mentoring engineers

Senior Headhunter - Quant & Trading Technology £Up to £65,000 GBP uncapped commission Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Senior Headhunter - Quant & Trading Technology Build a desk at the sharp end of global finance. Anson McCade is a 26-year established executive search and consultancy firm, headquartered in the UK with an international footprint. Ou... ZIPC1_UKTJ

Junior Quant Developer – Multi-Strategy Systematic Trading Location - London (or NYC) A leading investment firm specialising in multi-strategy systematic trading is seeking a Junior Quant Developer to join its front-office execution team in London. The firm integrates diverse strategies across asset classes to capitalise on market opportunities. As a Junior Quant Developer (0–4 years of experience), you will: • Develop and enhance high-performance trading systems., • Optimise execution algorithms for systematic trading., • Contribute to research and simulation frameworks. Key Requirements • Bachelor's degree in Computer Science or closely related field, • Interesting internship(s) within trading, • Proficiency in C++ or Python (the firm’s tech stack includes both)., • Strong problem-solving and analytical skills., • Ability to work in a fast-paced, collaborative environment. This opportunity offers a competitive compensation package and hybrid working model.

Associate Director – Opinion & Impact Polling – Tech Sector London (Hybrid – 2 Core days in office) £62 – 80,000 + Bonus & Bens Exciting opportunity to join a super smart group of researchers, comms, policy strategists and advisors who are building out their capability at a time of growth. This is a role in the research team. The perfect candidate will have strong client and project leadership abilities, technical know-how in polling and strong quantitative research skills. This opportunity will suit someone passionate about the role opinion research can play, complementing economic impact analysis in the Tech & AI space. You should enjoy managing every aspect of multi-market research projects from the research design to analysis and write-up and have an interest in the transformative potential of AI. You should be entrepreneurial, and excited by the opportunity to build a dependable team in a rapidly growing space. This is a genuinely unique role in a small but impactful global organisation where you will have the freedom to explore your interests and have a real impact on the direction and strategy of the polling and impact team. They are currently increasing their work in economic impact reporting. They have a strong pipeline of work, primarily working with Technology companies (including the Mag 7), assessing their economic impact within particular geographies, and the opportunity that AI creates. This work typically involves combining economic modelling with opinion research. There will be a focus on technology sector clients, so you should have an interest in exploring how tech giants are making an impact on us all and what that means. A keen interest in building relationships, designing studies in a way that avoids bias, and gets to the heart of an issue. You should have a knack for clearly explaining the results and very strong writing skills. In addition to this, you will have experience with data analysis in the context of opinion data, including technical methods such as running attitudinal segmentations or regressions. There is a Qual expert in the team; you will work on mixed-method delivery on occasion where you will bring the quant competence in an environment that rewards independent thought and innovation.

Senior Compliance Monitoring and Testing Officer: Our Client, a Leading Quant Hedge Fund, are looking for an experience Compliance Monitoring and Testing professional to join their team, and lead on the build up and build out of their Monitoring Program on a GLOBAL scale. Key Responsibilities: • Lead the Compliance Monitoring Programme (CMP) and support the development of a global testing function, • Act as a key point of contact for compliance testing activities across jurisdictions, • Deliver thematic reviews and targeted testing, ensuring timely remediation of identified gaps, • Partner with Investment teams to understand new processes and asset classes, and enhance the CMP accordingly Key Requirements: • 8+ years’ experience in compliance monitoring and testing within a hedge fund or asset manager., • Strong knowledge of investment compliance requirements and global regulatory frameworks (e.g. MiFID, AIFM), • Proven experience executing and enhancing compliance monitoring programmes and control frameworks This is a permanent role based in London, and will be fully on-site.

Quantitative Trader Role Plexus has partnered with a leading London based Defi Market Maker looking to expand their trader team. With ~14 people, two successful funding rounds completed, and a third underway, the business is generating real revenue and building sophisticated, data-driven trading systems. This role sits at the intersection of trading, data, and engineering—you’ll be directly involved in developing, testing, and deploying trading strategies across both client and proprietary capital. What You’ll Do: • Build and deploy systematic trading strategies, • Use Python for data analysis, modelling, and execution, • Trade across client and proprietary capital, • Collaborate on strategy design and continuously optimise performance What We’re Looking For: • Experience in quant/systematic trading, • Strong Python skills, • Solid understanding of markets and risk (Crypto bonus but not a must at all), • Track record working with real capital, • Comfortable in a fast-paced, onsite (London) environment Base + Bonus + Equity If you’re interested and tick the requirements, please share your CV with or reach out via TG: @JaydenLaz_12

Quantitative Portfolio Manager - Macro, Futures and Cash Equities Trading My client is a multi-manager hedge fund which covers intraday and mid-frequency trading strategies across liquid markets. The firm is currently looking for PMs trading intraday/mid frequency strategies in Equities or cross-asset Macro Futures to set up their teams in either New York, London, Singapore or Hong Kong. They have a mandate for Quant PMs or Quant Traders with a track record of researching, deploying and managing strategies with Sharpe ratios above 2 to set up teams in return for a significant risk allocation with strong guaranteed compensation, and PnL % payouts once trading goes live. Successful candidates will have experience with researching, developing and monitoring strategies, and will be skilled in programming languages such as Python and C++. The Role: • Plug into the fund's existing PM platform, • Designing, backtesting, and deploying trading strategies, monitoring and and optimising them over time., • Managing a book and targeting Sharpes of 2+. Requirements: • A Master or PhD level degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc., • Coding proficiency in Python, additional experience with C/C++ is preferred., • Prior experience as a Quantitative Trader or sub-PM/PM, where you researched strategies and managed a book.

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)

Associate Director/Director – Quantitative Research – Consumer/CPG/FMCG London (Hybrid – 2 Days in the office) £65 – 72,000 + Bonus & Bens Exciting opportunity for a quantitative researcher (AD/D) to join a creative and independent insight consultancy. We seek candidates with a strong consumer quantitative research background who have experience of working with some of the world’s best-loved CPG/FMCG brands. In this role, you will consult with your clients on areas such as visual identity, product design, rebranding and relaunching a product, as well as helping them to look into the future and make strategic business decisions. You will do this alongside some of the most knowledgeable and respected quant and qual practitioners in this space who are as well-connected as it gets. As an AD/D you will play a key role in building close and lasting relationships with clients, taking the lead on projects, working with and developing junior members of the team. You will still be keen to be involved in projects making sure outputs are at the highest quality and presenting well thought out and actionable insights. This is an independent insights consultancy that provides consumer-grounded insight to many of the world’s most recognisable consumer brands. This is a consultancy that prides itself on being able to understand consumers’ relationships with brands and how they portray themselves through the designed elements of their products. Their USP is their ability to blend behavioural science with design thinking into their research and strategic outputs and how this can enhance the relationship with a brand. They are a well-organised and meritocratic business that makes sure they leave space in their workflow for collaboration and genuine thinking time, as they pride themselves on remaining creative and innately tuned into the cultural context of their work. If you have top-notch quant skills, enjoy working in the consumer/CPG/FMCG space, and are keen to join a collaborative & balanced insights consultancy, we would love to hear from you.

Senior Quant Developer (Python) - Equities StatArb - London - Up to £500k+ TC Custom-built, high-performance Python DAG framework powering everything from research to live execution. Same codebase, same infrastructure, zero friction between backtesting and production P&L. A global systematic investment manager ($6bn+ AUM) is expanding their Equities StatArb platform. Live since 2021, trading 24/6 globally. Unified graph-based framework (DAG) across research, production, analytics, risk, and P&L. Deep Numpy/Numba work, processing vast historical datasets and real-time tick data. You'll contribute to shared tooling that researchers actually rely on. You'll sit between researchers and the live trading desk, designing and owning critical pieces: portfolio construction, execution optimisation, transaction cost analysis. Direct line of sight to P&L. Brand new City offices. Open floor plan, non-siloed. 60% of staff have 6+ years tenure. Technology is front-line, not a cost centre—real scope for mobility between desks, strategies, and business lines. What you'll need: • 5+ years as a Quant Dev in a systematic hedge fund (StatArb/equities experience ideal), • Deep Python expertise (Numpy/Numba), • Strong grasp of statistical methods, numerical optimisation, and equity market microstructure, • Experience with Unix internals and graph-based data processing frameworks What you'll be doing: • Building and supporting complex StatArb strategies across large-scale data processing, modelling, portfolio construction, and execution, • Contributing to the design of the DAG framework used across the entire stack, • Working closely with researchers to build tooling, shared libraries, and frameworks that they actually rely on, • Taking ownership of system components in a fast-paced, agile setup Compensation is genuinely uncapped, this could go north of £500k TC for the right person. No fixed budget, just a question of fit and impact. We encourage you to apply even if you don't tick every box, proven academics, willingness to learn, and genuine intellectual curiosity count for a lot here. Note: if you haven't received a reply within 3 days, your application was unfortunately not accepted. Senior Quant Developer (Python) - Equities StatArb - London - Up to £500k+ TC

Senior Python Quantitative Developer sought by a specialist and multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield centralised 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 Firm, managing around $10BN+ and with a focus on Scientific Investing and new ideas. They also boast a rare and highly reputable culture and working environment geared towards collaboration and communication, with zero siloes, 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 architect, 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 which will be a key tool for the Investment teams. Essential Skills & Experience: • Excellent Quant Development and Python skills, as per 3+ years of professional experience in Financial Markets, ideally in a Systematic Hedge Fund and/or dealing with Futures., • Quantitative Finance experience and knowledge, preferably with experience in developing financial Backtesting systems for Quantitative Strategies., • 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, with knowledge of SQL, Linux and ideally Docker., • 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.

This role sits within a global, technology-driven investment firm running systematic and quantitative strategies across financial markets. The firm builds its own trading, research, and data platforms in-house. As a Quant Developer, the role bridges quantitative research and engineering. You’ll work closely with researchers to turn ideas and models into robust, scalable software used in research and live trading. This includes building tools and workflows for data analysis, backtesting, and production trading systems, as well as owning and supporting critical components throughout their lifecycle. What they’re looking for • Degree in computer science, engineering, mathematics, physics, or similar, • 2+ years’ experience with Python, C++, or kdb+/q, • Understanding of financial data, storage, and analysis, • Experience with modern software development practices, • Strong technical communication skills Nice to have • Strong quantitative skills, • Experience designing software solutions and workflows, • Exposure to CI, monitoring, and databases

Quantitative Developer - London/Remote 40+ leading quant firms seeking top-tier developers. Multiple immediate openings. What you'll do: • Build low-latency trading systems and infrastructure, • Develop quantitative libraries and research platforms, • Optimize execution algorithms and risk systems Requirements: • 2+ years quant dev or HFT experience, • Expert C++/Python skills, • Financial markets and trading systems knowledge Our network: Pay: $180K-$2M+ based on experience Locations: London, Remote Focus: Ultra-low latency, systematic platforms, research infrastructure From prop trading tech to systematic fund platforms. Ready to build the future of trading? Apply now for confidential discussions.

We are working with a prestigious, long-standing client in the global banking sector a recognised leader in quantitative finance and structured investment products. As part of a strategic multi-year programme, they are building and scaling a next-generation investment platform designed to support complex, data-driven financial strategies at institutional scale. This is a senior individual contributor role, sitting at the intersection of technology delivery and financial markets.You will be the responsible for making its delivery coherent, evidenced and continuous, coordinating across a broad set of engineering, quant and business stakeholders in a large matrix organisation. Responsibilities : Reporting to the Head of the Investment Platform, you will work closely with platform engineering teams, quantitative developers, IT infrastructure and a range of business users and senior sponsors. • Own end-to-end delivery coherence across multiple interdependent engineering teams, • Identify, track and resolve cross-team dependencies before they become blockers, • Establish and enforce evidence-based delivery cycles — working integrations, demonstrated interfaces, measurable performance benchmarks, • Define and oversee testing strategies; ensure appropriate environments are available and maintained, • Surface risks, unknowns and integration challenges early and track them systematically, • Translate technical complexity into clear, accurate narratives for senior business stakeholders, • Manage expectations proactively — communicating constraints, trade-offs and realistic delivery horizons, • Challenge assumptions, validate claims and identify inefficiencies across the programme, • Support resourcing and prioritisation decisions in collaboration with team leads Candidate Profile • Proven experience delivering complex technology programmes in investment banking or quantitative finance environments, • Direct exposure to QIS (Quantitative Investment Strategies) or systematic investment platforms; understanding how strategies are researched, backtested and industrialised, • Hands-on experience coordinating with Quant researchers and Quant developers, • Technical fluency across software architecture, infrastructure and integration, • Familiarity with quant technology ecosystems (Python, C++, distributed data systems, market data infrastructure), • Background in structured products, equity derivatives or passive/systematic investment platforms is a strong advantage, • Comfortable operating without direct line authority across Quant, Tech, IT and Business teams in large matrix organisationsDirect and confident communicator — you adapt your message to your audience without losing accuracy

Financial Recruitment Consultant - Investment Banking Anson McCade is a specialist executive search and consultancy firm specializing in Technology and Capital Markets (Quant Finance) we work with a variety of companies from innovative start-ups to global household names. Our Capital Markets team work exclusively with global Trading Houses, Fin-Techs, and Crypto/Digital Assets Market Firms. We speak with some of the brightest people in the financial industry across Math/Computer science, Statistics/Engineering, for some incredible Quant Developers/Tech and trading type of opportunities. The role: The Financial Recruitment Consultant role gives direct exposure to senior leaders/MD at our client’s organizations, it is extremely varied; you will learn new skills and build on them every day. Some of your key duties and responsibilities will include: ·Networking with the market – approaching prospective candidates building strong relationships in your market area ·Executive search – senior level headhunting to find talents ·Screening and liaising with candidates to determine personal strengths and job requirements ·Corporate landscape map-out of the industry/ researching market trends and industries ·Facilitating negotiations between clients and candidates and providing feedbacks Do you have what it takes to become a Financial Recruitment Consultant? To succeed as a Financial Recruitment Consultant experience is not essential as we choose our candidates based on their strong academic background, potential and their transferable skills. Although it is crucial to have excellent communication skills and confidence in building relationships. You will also need to be able to use your initiative as we do not micro manage, the ability to self-motivate is essential to drive your career forward. Good understanding of the Financial Markets functions, or ability to pick up technical concepts in Capital Market space is also essential. What’s in it for you? ·Autonomy to take your career in the direction you want, whether that is purely resourcing or building out your own team, the choice is yours! ·Real career progression in a meritocratic environment ·Start salary of £30 - 35k per annum enhanced by strong and competitive commission structure ·Vibrant Shoreditch office with progressive, and collaborative team culture ·Regular billing and non-billing-based competitions with exciting prizes each month, regular social events and ability to buy and sell your holidays If you are talented and interested in a Graduate Financial Recruitment Consultant opportunity, apply now.

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 which includes a 20% increase into research. You’ll collaborate to develop different machine learning models for trading strategies and create high quality signals. You'll be working at an MFT systematic multi-strat fund whose performance has been top tier over the last few years, with AUM and headcount growing. Despite their larger size, their structure remains collaborative and not solely pod-shop based, a rare find for an investment firm of this calibre. You will ideally have prior experience in a fund within financial services with a strong background in machine learning or a related field. Proficiency in Python/R and experience with deep learning frameworks such as PyTorch or TensorFlow will also be required. Want to join? Get in touch. Salary and total compensation is purely based on performance of your models and the overall business – we can discuss your comp requirements in depth when you get in touch. No up-to-date CV required.

A senior leader at one of the firms I work with said something recently that stuck with me: "The median researcher adds zero value." He wasn't being provocative for the sake of it, if you think about it. Most quant researchers at most firms are working on the same low-hanging fruit, on overlapping research, competing internally for the same capacity, hedged into irrelevance by a risk framework designed to protect the platform from them rather than empower them. He went on to describe the kind of person he actually wants to hire, and it was pretty specific: Someone who finds genuine satisfaction in the work itself. Not the comp table (appreciating that no-one works for free, right!), not the brand... Quant researchers who read JVM optimisation papers because they want to understand why their backtest is slow, not just that it's slow. Developers who dig into market microstructure literature because they want to understand what their execution code is actually doing, not just that it works. The kind of person whose curiosity bleeds across disciplines; researchers who think like engineers, engineers who think like traders, because they've figured out that the interesting problems live at the boundaries, not inside the silos. Someone with enough intellectual disagreeableness to challenge assumptions in a room full of people, because they care more about being right than being liked. And critically, someone who has actually delivered something, personally, not just improved or maintained what was already there. If that sounds like something you have thought about, and perhaps at some level agree with, maybe we should chat. The project is this: a proprietary systematic shop with hubs in London and NYC, and satellite locations in Europe and US. What they trade: Futures and Equities. Short-term holding periods, at the higher end of the mid-freq spectrum (or the slower end of the high-frequency spectrum, however you prefer to think of it). Exceptional research and execution infrastructure. Significant investment in GPU infra to enhance ML/AI-driven research. Experience delivering strategies at Sharpe ~2-3+ is the qualifier. If you're currently running strategies at that frequency and wondering why your infrastructure costs eat half your contribution, or why 23 other teams at your firm are crowding the same positions, and think that you'd genuinely be interested in being somewhere that you could add direct value to the top-line within an environment that is demonstrably meritocratic (I have numerous examples of this playing out historically within the firm), it'd be worth getting in touch to find out more. What they don't want: someone optimising for their next move. Someone whose first question is "what's the guarantee?" (we'll chat about it, but if it's the primary motivator, that's probably a self-selector...). Someone who views collaboration as a vulnerability rather than an edge. This firm isn't entirely unique, but it's clear on its strategy. I'm also working with a small number of firms that operate this way. London or NYC as primary hubs, fully remote optionality on the table potentially. If this sounds like the kind of environment where you'd do your best work, we should definitely chat.

A trading team generating over $1 billion in annual PnL at one of the world's most established quant trading firms has tasked us with finding a Senior Quantitative Developer for their London research team. This isn't a central infra role. You'd be sitting inside the team itself, owning the research and backtesting framework that their quants use every day to develop and refine live strategies. Direct PnL impact. You see it. You feel it in your comp. At the biggest shops in this space, you can spend years building tools that never get near a live strategy. This is the opposite of that. What you'd be doing: → Own and iterate on the simulation and backtesting framework → Build Python tooling used daily by on-site quant researchers → Monitor and maintain research jobs in production → Collaborate with a global research team on live strategy development What they want: → Production-grade Python, strong with statistical libraries → Sharp problem solver, comfortable moving fast in a collaborative environment → C++ or scripting a plus, not a requirement → Someone who genuinely wants to be close to the trading Comp is market-leading for prop trading and reflects exactly how close you are to the PnL.

Buy-Side Sales Location: London (Hybrid) Circa £150k base + uncapped revenue share (top performers >20% payout) The Opportunity A high-growth, algorithmic execution and analytics provider is building out its European commercial team following strong traction across global futures and equities markets. With a small but credible UK footprint and an established institutional client base (spanning some of the world’s largest asset managers and hedge funds), the business is now hiring a senior buy-side sales leader to drive new revenue across Europe. This is a “build” role with a clear path to leadership if desired. The Role • Originate and close new business with institutional buy-side firms (asset managers, hedge funds, quant funds), • Lead front-end sales activity – full ownership of pipeline creation and conversion, • Transition into strategic account coverage post-sale, • Work closely with product and leadership to shape European go-to-market strategy, • Play a key role in scaling the firm’s electronic trading footprint across Europe What They’re Looking For • Proven new business hunter with a track record of selling execution, algo trading, or market structure solutions, • Strong network across institutional buy-side trading desks, • Deep understanding of electronic trading workflows (equities and/or futures), • Credibility operating at senior stakeholder level (Heads of Trading, CIOs, PMs), • Comfortable operating in a high-autonomy, scale-up environment Why This Role • Already live with institutional clients managing trillions in AUM, • Differentiated product with strong traction across multiple asset classes, • Direct exposure to highly credible leadership (ex-top-tier quant and execution firms), • Clear route to Head of European Electronic Trading Contact Ian Bailey at Harrington Starr for full details

Electronic Fixed Income Rates Quant Researcher | London | Top Tier trading firm A leading top-tier trading firm is expanding its London e-rates desk, backed by significant new investment and a clear strategic push into electronic markets. The team is actively building out its electronic government bond franchise across both European and UK markets, with a strong focus on scalability, automation, and performance. This is a rare opportunity for a quantitative researcher to take ownership of systematic modelling at the core of a live, high-volume EGB trading business - covering Bunds, OATs, BTPs, and Gilts - where research directly impacts PnL. The Role You’ll join a small, highly technical electronic trading team operating in a true production environment. Your work will focus on developing, testing, and deploying quantitative models that feed directly into live pricing, execution, and risk systems. This is not a siloed research role - models are expected to go live, iterate quickly, and continuously improve. You’ll work closely with traders and engineers, contributing across the full lifecycle from idea generation and backtesting through to production deployment and optimisation. What They’re Looking For 🎓 MSc minimum from a top university | PhD preferred 🐍 Strong Python skills essential | kdb+/Q or C++ a strong advantage 📊 Proven experience in systematic or electronic rates research ⚡ Understanding of market microstructure, LOB data, or execution-focused modelling 🔧 Experience — or strong interest — in taking models from research into production 📈 Solid knowledge of rates products: EGBs, Gilts, IRS, SONIA/SOFR, Rates Futures 3–8 years’ experience post-study | Operating at Senior Researcher level This role would suit a rates quant at a G10 bank seeking greater ownership and faster feedback loops, or a systematic researcher at a hedge fund or trading firm looking to work closer to execution and real-time trading. If you’re motivated by electronic markets, high-frequency data, and building models that directly drive trading decisions, this is a strong fit. Why This Role? ✅ Significant new funding — this is a growth build-out, not a maintenance hire ✅ Direct commercial impact — your models influence live trading and revenue ✅ Lean, highly technical team — minimal bureaucracy, high ownership ✅ Expansion into new products and markets — real opportunity to shape the research agenda ✅ Prop-style environment — performance-driven, fast-paced, and well compensated

PRODUCT OWNER Overview: This company provides a cloud-based data and analytics platform for financial institutions, enabling deeper insight into market activity and supporting trading and research functions. The platform helps firms access and work with large volumes of structured market data more efficiently, reducing the operational burden of sourcing and processing raw datasets. Key Responsibilities: • Own and manage the product backlog, including prioritising work, refining user stories, and working closely with stakeholders, • Act as the subject matter expert for your product area, with a strong understanding of APIs, workflows, and client use cases, • Turn complex client needs into clear, well-defined product requirements, epics, and user stories, • Work closely with engineering and data teams to clarify requirements, technical considerations, dependencies, and delivery plans, • Collaborate with commercial, customer success, and quant teams to understand client needs and market trends, • Contribute to product discovery through customer feedback, competitive insights, and roadmap planning. Skills and Experience Required: • Experience working with SaaS, platform or data product, • Strong understanding of Agile / Scrum methodologies, • Ability to communicate clearly with both technical and non-technical stakeholders, • Strong analytical mindset with attention to detail with exposure to modern data science platforms and tools (e.g. Snowflake, Databricks, cloud data warehouses, SQL, Python, Tableau, Power BI), • Comfortable working in a fast-growing, scale-up environment, • Result-oriented with high commitment, resilience and professionalism, • Experience with financial markets, trading, or market microstructure, • 3-7 years experience Reach out to me for more details on for more details.

My client is one of the world's premier algorithmic trading firms - mathematicians, physicists, and engineers building some of the most sophisticated trading systems on the planet. They trade across nearly every electronic market globally, and their crypto operation is a serious, growing part of that. This isn't a Web3 project or a DeFi moonshot. It's rigorous CeFi alpha research at high frequency: tick data, orderbook dynamics, futures strategy. The kind of work where your statistical instincts and your Python + C++ skills really matter. What you'll be doing: Researching and implementing high-frequency alpha in crypto markets, contributing to and improving live trading strategies, and working directly with a tight-knit team that values output over hierarchy. You'll own strategy development end-to-end; from research prototype to production. Who they're looking for: • Someone who is genuinely excited about crypto markets (the CeFi kind), • Comfortable at tick-data level, • Strong C++ and Python., • A degree in Maths, Physics, CS or similar is standard., • Familiarity with orderbook mechanics and alpha research processes is expected, not a bonus. What makes this different: This firm has the infrastructure, appetite and personnel to support you to be the most successful you possibly can be. There is no ceiling here - you can really push the limits of where your strategies can go. The crypto team is small, focused, and serious about what they're building. They really want to compete in this field, and need excellent QRs to join them. If you're a quant researcher who's been doing the hard work in crypto markets, and you're looking for a place where that work will genuinely compound, this is worth a conversation. #cryptotrading #cryptofutures #CeFi #algotrading #quantresearch #alpharesearch #αresearch #hft #hftrading #highfrequencytrading #C++ #Python #quantitativeresearch

Equity Derivatives | Front Office | London | £130k Join a leading global investment bank who are looking for an AVP-level Quant to join its Equity & Hybrid Products Quant team in London. The team works closely with traders and sales, delivering pricing models, risk analytics and strategic quantitative solutions. This opportunity is well suited to an Analyst/AVP quant looking to deepen their exposure within a broad equity derivatives platform and join a front-office aligned team that supports trading across a broad equity derivatives platform, covering flow, exotics, hybrids, Delta 1 and convertibles. The Role You will provide quantitative and analytical expertise to support trading strategies, pricing and risk management across equity derivatives. Key responsibilities include: • Development and enhancement of equity derivatives pricing and risk models, • Implementation of models in C++ and/or Python within front-office libraries, • Calibration to market data and quantitative analysis to support trading decisions, • Collaboration with traders, structurers and risk managers to deliver robust pricing tools, • Ownership and maintenance of analytical infrastructure, • Supporting model governance, documentation and validation processes, • Scenario analysis and stress testing for structured products Candidate Profile • 3+ years’ experience in equity derivatives pricing, • Experience gained in front office quant or equity model validation, • Exposure to vanilla and/or exotic equity derivatives (hybrids advantageous but not essential), • MSc or PhD in Mathematics, Physics, Financial Engineering, Computer Science or similar, • Strong programming skills in C++ and/or Python, • Good understanding of stochastic calculus, numerical methods and practical pricing challenges, • Ability to communicate complex quantitative concepts clearly If you meet the requirements please apply and contact

HFT Quant Researchers — Microstructure & Monetisation (London / NYC / India) The Opportunity An elite, deep-learning focused HFT are hiring Microstructure & Monetization HFT Quant Researchers across London, NYC and India. What You’ll Do • Monetise core deep-learning alpha via efficient execution across futures & options across a range of asset classes, markets and exchanges, • Build/refine execution logic: routing, order placement, slippage/latency sensitivity, and live optimisation, • Translate predictive signals into scalable PnL by integrating research outputs into production-grade strategies, • Microstructure + L3 analysis: order book dynamics, PnL attribution, drift diagnosis, and continuous improvements Requirements • 5+ years in HFT / Market-Making, • Proven execution alpha / monetisation track record, • Strong grasp of L3 data, microstructure, order books, short-horizon modelling, • Strong coding: C++, comfortable working close to production systems Ability to work in London London, NYC or Bangalore

Paragon Alpha are working with a hedge fund looking for a Site Reliability Engineer to join one of their trading desks, focusing on quant strategies in the equity market. The group have researchers, analysts and developers working currently, and this SRE hire would enabled their HFT strategies and Quant Research to scale. Stack: Kubernetes, Python, Linux, This is a great opportunity for a Site Reliability Engineer to work directly on trading systems, in a specialised desk at one of the streets biggest names in quant trading. Please do apply for more details!

Founders Technical Associate The role Work directly with one of the founders. Run their operations. Build systems that eliminate your own workload. The best version of this role automates itself into something more interesting. Future head of department roles (Operations, Events, Community, etc) available to the right candidate. You'll sit across venture capital, sports partnerships (Juventus, Como 1907, Aston Martin F1), and athlete/artist communication. One day you're coordinating investor communications, the next you're building deal flow automations, the next you're managing an event on Lake Como. Job Package Details: • Remote (with option to work on site), • Full time commitment (40+ hours some weeks)., • Competitive remote base, • Strong equity/incentives participation Importantly you will have a fantastic time learning alongside a TPF founder! What you'll do • Founder operations: inbox, calendar, communications, admin, whatever needs doing, • Systems architecture: identify repetitive work, build automations, eliminate friction, • Community Value Creation: creating value for our athletes, founders, and investors, • Technical builds: Supabase, N8N, API integrations, light code where needed, • Cross-functional work across fund ops, rightsholder programmes, and portfolio support Who this is for You've built something - a university side project, a failed startup, an automation that saved you hours. You learn by doing. You're not waiting for permission or instructions. You want to learn from and access: • Athletes and artists as investors and partners, • Elite sports organisations (such as Como 1907, Juventus and Aston Martin F1), • Tier-one co-investors and dealflow (a16z, Sequoia, Cherry), • The mechanics of how a quant venture strategy actually works You're early-mid career or from a non-traditional background. You optimise for startup learning over short term salary. You're comfortable with ambiguity and can operate without a 47-step process document. Requirements • Demonstrated entrepreneurial behaviour (side hustles, projects, builds), • Technical ability: can automate workflows, comfortable with no-code/low-code, ideally can write code, • Supabase or similar database experience preferred, • Strong written communication, • UK timezone compatible or willing to flex, • Self-directed - you figure things out before asking Not for you if • You need structure to function, • You're optimising for short term compensation over experience, • You want a clear career ladder with defined progression, • You're uncomfortable with "figure it out" or a voicenote/screenrecord as a brief To apply Apply via LinkedIn. Shortlisted candidates will be invited to the next stage of the process, an interview and then a paid trial project.

The work This is a systematic quant researcher role within a cross-asset trading environment spanning holding periods from hours to weeks. You will own the full research pipeline: signal generation, testing, portfolio-level analysis, and work with live capital. The asset universe is broad: equities, futures, FX, credit, commodities, and ETF structures all feature. The problems are genuinely hard: signal decay, regime sensitivity, execution friction, and cross-asset correlation structure all matter here. You will be expected to form views, test them rigorously, and defend them. The infrastructure You will have access to data and compute infrastructure at a scale very few firms can match. Research custom trading models to compete with the scale of frontier LLMs, consuming trillions of tokens of market data. Experimentation here is not constrained by tooling, it is constrained by the quality of your ideas. How the team operates Research here is a shared endeavour, not a collection of siloed books. Every researcher has full visibility into every active strategy's code. There are no black boxes, no protected territories. The expectation is that collective understanding produces better research than individual ownership. Strategies are sized for their contribution to the portfolio as a whole, not as standalone entities. That means your work is evaluated at the system level, which rewards researchers who think carefully about covariance, capacity, and cross-strategy interaction, not just isolated backtest Sharpe. What we're looking for You have 3-6 years of experience in a systematic trading environment, a hedge fund, prop trading firm, or closely related research role. You have built and shipped predictive models against real market data, not just in simulation. Core requirements: • Strong statistical foundations: time-series analysis, factor modelling, signal research, • Python proficiency; C++ experience strongly preferred (you will be interacting with C++ day to day), • Experience across more than one asset class, or a clear track record in one with genuine appetite to work cross-asset, • Ability to take a research idea from hypothesis to backtested strategy to production-ready code, • Comfort operating in an environment where your work is visible and subject to peer scrutiny The right mindset: You are intellectually honest about what your models do and don't explain. You are more interested in understanding market structure than in protecting alpha. You find the idea of a shared codebase appealing rather than threatening. Where? London is a focus area, but realistically anywhere across the major financial hubs (NYC, Singapore, Hong Kong, Chicago).

Marks, part of the Propelis Group, Marks is a consumer experience agency creating engaging moments across the entire brand spectrum—from brand design and packaging, to content and consumer connections. We are a collaborative global network of 1,900+ team members across 25+ studios and 20+ countries, partnering with some of the world’s most recognized brands to solve complex business challenges through design, strategy, and craft. We’re now seeking an Associate Strategy Director to join our London studio (in a hybrid working model, with 2-3 days per week in the office). Who you are You’re an experienced, enthusiastic ASD or Sr. Strategist hungry to make your next move (7+ years’ experience). You thrive in fast-paced environments, working collaboratively with creative and client service partners to shape and deliver the best work for our roster of global clients (FMCG focus). You understand the fundamentals of brand building – insight, positioning, architecture - and are able to translate those skills into innovation, creative strategy and comms/activation planning (prior experience in all these fields isn’t a must – but a willingness to learn is) You ensure that the consumer, the brand, the category and the commercial context is present in every brief and in all our thinking - building a solid case for all of our creative solutions so that we never present a ‘what’ without a ‘why’. You act as a consultant to our internal teams, client teams and partner agencies – adding value and thought-leadership, never afraid to challenge or question when required so that we answer the right question, first time every time. You are able to lead projects independently, but can also work collaboratively as part of a team What this role entails & what you’ll bring This role represents an outstanding opportunity to join a talented team where you will have the opportunity to work with globally recognised clients – with an anchor in our EU hub, but the opportunity to partner with Marks teams in North America and Asia. Reporting into our Group Strategy Director, Europe, you will bring: • An eye for detail, working across diverse data sets, with the ability to deliver clarity of thought and make the complicated simple, • An understanding of best practice for consumer research (both Qual & Quant) and an ability to guide clients on how to uncover the right learnings, • A strong knowledge of, and empathy with, the creative process, • Exceptional presentation, workshop moderation and stakeholder management skills, • A university degree (this doesn’t need to be in a brand/design-related field), • 7+ years’ experience in a brand/design/communications agency What we offer: You will enjoy a base salary, along with the other benefits of working for Marks including: • 25 days annual leave, • Pension, • Healthcare scheme, • Life insurance About Propelis: Propelis is a portfolio of global marketing services and technology companies with a combined legacy of 150+ years, 2,000+ clients, 9,000 employees, and operations across 30 countries. Propelis provides the scale and support of a global organization while preserving the unique culture and identity of each company in its portfolio. For more information visit: Propelis: Marks: We are proud to be an equal opportunity workplace. All employment is decided on the basis of qualifications, merit, and business need. We offer equal employment opportunities to employees and applicants without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, genetic information, age, disability or any other characteristic protected by federal, state or local law. Equal Opportunity Employer Minorities/Women/Veterans/Disabled. We strive to make our employment website and application process accessible to all users and applicants. In doing so, we provide reasonable accommodations to applicants with disabilities. If you have a disability and require a reasonable accommodation or assistance completing the application process, please contact a member of our Human Resource Team

The back bone of this firms success Arguably the most successful hedge fund ever is adding to its London equities team. The broad mandate is to uncover more ways for the long/short equities PM's to increase the PnL. You'll likely be coming from either a buy or sell-side environment. If you've stepped away from this (e.g. into big tech) and have a willingness to come back would also work. You'll be part of a small central team supporting the firms equities portfolio managers and analysts. You'll work directly with business leadership and portfolio managers to make decisions about risk, portfolio construction, and the broader investment process, directly impacting returns. You'll be coming from a highly technical background with a degree or direct experience in maths and stats or financial economics with strong engineering / computer science disciplines. Finally, you'll be bringing your risk factor modelling experience whilst having the understanding of Portfolio Manager behaviour and asset allocation exposure. The role requires a three-pillared approach - quantitative intuition, being a truly technical contributor and the communication skills to work closely with the business. • Relocation packages available if you're outside of London, • Industry-leading total compensation, • Bonus buyouts Do you have the hunger and grit to be in this environment? Get in touch. No up-to-date CV required.

Quant Analyst - Energy Sector We have partnered with a market leading financial firm that are looking to expand their commodities teams, with a focus on the European Energy sector. Responsibilities: • Designing sophisticated models for pricing and risk assessment tailored to the Energy sector., • Integrating these models into internal quantitative frameworks and trading systems, ensuring thorough testing and comprehensive documentation., • Assisting internal teams by maintaining and improving existing financial models, troubleshooting issues, and optimizing performance., • Enhancing risk infrastructure to support traders in managing exposures, hedging positions, and analyzing market data., • Collaborating closely with trading and sales teams to address challenges and explore new opportunities. Requirements: • In-depth knowledge of power and gas markets, • A strong academic background with an advanced degree (MS, PhD, or equivalent), • Proficiency in developing and implementing complex mathematical models with a focus on computational efficiency., • Hands-on experience working in a front-office trading environment., • Expertise in pricing derivatives and applying hedging strategies., • Extensive programming experience in either Python and C To hear more details please apply to this position or contact Ben Mortimore at Anson McCade. Job Reference: AMC/BMO/QD01

Software Engineer (Python / React) Location: London (Hybrid) Experience: 1-5 Years Sector: Elite FinTech Firm Compensation: Up to £140,000 Base + Industry Leading Bonus + Comprehensive Package A leading FinTech firm in London is seeking a talented Software Engineer to join its growing technology team. This is an opportunity to work in a fast-paced, high-performance trading environment where technology is central to the firm’s success across multiple asset classes. The Role They’ll find the best team to suit your skillset/interests but you could be working on: • Some of the world’s most performant ETL pipelines that deal with billions of data points every second, • Software solutions/products with scale, reliability and latency considerations in mind, • R&D work for functional programming (either pre-existing languages (such as Rust and Erlang), or purpose-built languages similar to OCaml, • Machine Learning Infrastructure and search models, • Quant Logic/Research models for Alpha Generation Key Responsibilities • Design, develop, and maintain scalable, high-performance applications, • Build robust backend systems using Python and/or modern frontend interfaces using React, • Collaborate with cross-functional teams including traders and quants Requirements • 1-5 years of professional software engineering experience, • Strong experience in Python and/or React, • Bachelors Degree in Computer Science (or similar) is preferred If the above is of interest, please apply or email me directly at

Quant Researcher (HFT / MFT) – London | Hybrid (Remote for top candidates) We are working with a top-performing global trading firm building out their systematic stack across both traditional markets and crypto. They trade across HFT and MFT horizons, real focus on scalable, alpha-driven strategies across equities, futures, FX + digital assets. Looking for strong Quant Researchers who can come in and actually build. Ideal candidate is coming with more than 2 years experience in an established trading firm. What you’ll be doing: • Research + deploy alpha across HFT / MFT strategies, • Work with large, noisy, high-frequency datasets, • Find inefficiencies across venues, products, and asset classes, • Build models, test fast, iterate faster, • Work closely with traders + engineers to get things live, • Constantly optimise performance, execution, risk What they want: • Strong academic background (Maths / Physics / CS or similar), • Experience in HFT / MFT / short-term systematic trading, • Exposure to traditional markets and/or crypto, • Strong coding (Python, C++ etc.), • Actually understands market microstructure, • Has built alpha / contributed to live strategies Why it’s good: • Proper upside (bonus + PnL share), • Trading both TradFi + crypto, • Lean, high-performing team. No passengers, • Good infra, good data, no blockers, • Hybrid London, flexible for the right people, • Ideas go live, quickly Culture: • Meritocratic, • Low ego, • Straightforward, • Built around performance Up to £250k base + bonus + potential PnL share. Can be flexible for the right candidates. If this sounds like something you might be interested in, please apply with an up to date CV and we can arrange a time for a call. Many thanks, Ed

My client, a leading, global, multi-strategy hedge fund, is actively hiring for an experienced equities trader (stat arb, high frequency, algo trading) to join a global team, responsible for the management and enhancement of the firms automated execution trading process, covering equities, futures, options, FX, IR, bonds, commodities etc. The team's primary role is to establish and deliver 'best execution' practices (e.g minimize trading costs and market impact) and aggressively source external liquidity. As such, the role requires a proactive, analytical individual capable of identifying innovative opportunities for performance improvement. It is a market-facing role, demanding excellent knowledge of microstructures and the ability to manage both internal (quant/systematic and fundamental/discretionary portfolio managers) and external (brokers, counterparties etc) relationships . The successful candidate is likely to have a minimum of two years' experience manging substantial order flows and a track record of maximizing execution performance.

Windows Platform Engineer with advanced PowerShell & IaC experience sought by a Elite and London-headquartered Alternative Investment Manager. Our client is highly innovative and technology-driven and is largely recognised as a Centre-of-Excellence for all things Microsoft. We have been mandated to identify a high-energy and proactive Windows Automation & Platform Engineer with expertise in PowerShell, a passion for Infrastructure-as-Code, and robust experience and skills with Microsoft Infrastructure Platforms. You will join a small but highly collaborative and logical team owning Wintel platforms and Automations across complex, multi-site environments, in a Project Lead Engineer capacity. You will work directly with highly sophisticated customers managing Billions of AUM via Systematic Strategies as well as partnering with Peer Technology teams. You will own Windows-based infrastructure and IaC projects from an idea, into architecture and design through implementation, testing, and operational handover. We require someone who enjoys working with users in order to build trust and confidence, with high energy and enthusiasm who enjoys learning and keeping very busy with highly varied and deeply technical engineering work, in a flat non-bureaucratic environment with state-of-the art platforms. Requirements • Deep expertise in Windows Server Administration (e.g. Active Directory, Group Policy, DNS, DHCP, file/print services)., • Automate everything: using PowerShell or your language of choice to eliminate toil and fix issues at the source. This should include PowerShell Tooling and Multi-Function Modules., • Apply Infrastructure as Code principles to deliver repeatable, version-controlled infrastructure., • Hands-on experience with virtualization technologies (e.g. VMware, Hyper-V, VDI) and cloud (e.g. Azure, AWS)., • Strong understanding of enterprise security and compliance requirements in modern Windows environments., • The ability to continuously assess and improve existing systems, designing scalable, secure solutions that stand the test of time., • Clear communicator who documents designs, implementation plans, and lessons learned., • Collaborative mindset - able to work seamlessly with engineers, vendors, and stakeholders to get things done., • Logical and demonstrable problem solver with fantastic communication skills (concise/to the point/honest/humble...)., • Experienced working in high performance, fast-paced, and demanding environments with a level of autonomy., • Finance / Trading experience is not a requirement, but applicants must have experience of directly supporting users in an advanced and mission-critical Windows Infrastructure environment. This is an outstanding opportunity for a talented, enthusiastic and deeply technical Wintel Engineer to take ownership of one of the most advanced Windows environments in London. Candidates must be able to work onsite in Central London four days per week, with standard working hours if 8am-6pm. In return, you will be able to build a long-term career in a highly innovative and modern business, with outstanding remuneration (base salary and annual bonus) and excellent benefits.

Recruitment Consultant Location: London Sector: FinTech Experience: 6+ months in agency recruitment Salary: Competitive + uncapped commission + incentives Hunter Bond is expanding, and we’re looking for motivated delivery-focused recruiters with 6+ months of experience to join our team. If you love working with candidates, thrive in a fast-paced environment, and want to grow within a high-performing specialist firm, this is the perfect next step. Who We Are Hunter Bond is a boutique recruitment firm specialising in Technology, Quant Trading, and Change/Transformation. Our reputation is built on expertise, honesty, and delivering exceptional talent solutions to top-tier clients. What You’ll Do • Deliver high-quality candidates to existing clients, • Manage the full candidate journey, from sourcing and screening to interview prep and post-placement care, • Proactively headhunt and build strong talent networks, • Support on key hiring projects across technology and financial markets What We’re Looking For • At least 6 months agency recruitment experience (any market), • Strong sourcing, screening & relationship-building skills, • A motivated, detail-oriented individual who enjoys working with candidates, • Excellent communication skills and a collaborative attitude, • Someone who wants to grow in a specialist, supportive environment What You’ll Get • Competitive base salary + uncapped commission, • Clear development path within a growing team, • Ongoing training from experienced recruiters and industry experts in the FinTech field, • Incentives including bonuses, lunch clubs, international trips, and more, • A positive, driven team culture with genuine career progression If the above is of interest, apply or reach out to myself at

Java Software Engineer with around 3-6 years professional, post-graduate experience sought by one of the original Quantitative Hedge Funds, with a 20+ year track-record. The firm are renowned for a healthy, supportive, and collegiate working environment and culture, with no siloes, boasting an industry-leading staff tenure. This hire will be part of a core Software Engineering team, responsible for the vast majority of all applications in the business from front-to-back office.This includes Order Management & Trading Execution, Risk & Finance, Straight-Through-Processing and Corporate Functions. The team deal directly with business users right across the firm, taking ownership of analysis, design, architecture, and implementation, working primarily with Java, but also with Python, SQL and to a lesser extent, MATLAB. They currently have an opening for a mid-level hire in the team, with around 4-6 years’ experience. The successful applicant should have exposure to modern software engineering techniques such as CI/CD as well as excellent Computer Science Fundamentals, OOP, Concurrency, and Java Generics. Excellent communication skills are also extremely important for the team, and a strong academic background in a numerate discipline, especially Computing / Computer Science, preferably from a leading University. This hire has been budgeted at a salary of £70-120K, plus excellent benefits and company pension contributions, along with a healthy annual bonus and an opportunity to participate in their Management Incentive Scheme. Applicants must be able to work onsite in Central London 3 or more days per week. This is an incredible opportunity to join a world-class firm and to forge a long-term career in a genuinely supportive and learning-focused working environment. Please apply below or contact for more information.

Job Overview The XVA Quant will be sitting within the XVACCR, Collateral & Credit Quantitative Research. The mandate of the quant team is to produce quantitative modelling and innovative solutions for XVA, Counterparty Risk, Collateral and Credit topics. The quant team regularly interacts with a broad scope of internal clients: • XVA and Scarce Resources desk for XVA pricing and modelling, • Risk department for Internal & Regulatory CCR, Accounting XVA, and SIMM, • Collateral desk for discounting, SIMM and IMVA with CCPs, • Trading and Risk Management for Credit derivatives. The quant team closely works with the business to study and assess the models’ behavior and performance. It also plays a significant role in several strategic XVA and RWA projects by producing computational blocks using cutting-edge modelling and implementation techniques to ensure the bank can cope with the increasing list of regulatory measures (XVAVaR, SACCR, FRTB-CVA …) and metrics needed to manage our XVA reserves properly (Optimization modules, Sensitivities with AAD, Machine Learning …). The quant team continuously builds and upgrades XVA libraries and platforms to implement regulatory changes in an optimized architecture. The team is also actively participating in developing the Collateral management platform for CCP and EMIR Initial Margin and working on various FO and Risk systems migration projects, supporting the XVA and Scarce Resources Management and Collateral Management functions. Responsibilities • Define and implement tools and pricing models for Collateral management activity (IMVA-CCP, SIMM …), • Define and implement mathematical tools and pricing models for XVA-linked activity, • Interact and support Trading, RPC and IT partners. Essential Requirements • High programming skills (C++, SQL, C#, VBA …)., • Good knowledge of numerical methods such as: Monte Carlo, Optimisation algorithms, … ., • Recent experience and strengths in most of the following:, • Distributed computing and Inter-process communication, • Multi-threading programming, • Microsoft products: Office, VC++, VBA, • SQL, Access, Oracle, • Web technologies: XML, XSLT, • Strong team orientation, ability to work alone and highly self-motivated, • Able to adapt and learn new technologies quickly, • Results and time oriented, • Excellent analytical and problem-solving abilities, • Creative, can devise and implement multiple solutions, • Good communication skills - both verbal and written, • Previous experience XVA and/or RWA optimisation Who We Are Our Expertise We provide high-impact consulting across five key domains: • Quantitative Finance — Model design, implementation and validation., • Risk & Regulatory — Risk frameworks and regulatory transformation., • Data & AI — Data optimisation and AI adoption with strong governance., • Digital & Technology — Cloud, engineering, automation and digital solutions., • Transformation — Change management and large-scale delivery programmes. Our Commitment Built on excellence, collaboration and innovation, Quanteam partners with clients to strengthen resilience, accelerate transformation and build future-ready capabilities. We are committed to a diverse and inclusive workplace where all individuals are respected and valued. We welcome applicants from every background and uphold equality across all characteristics. Diversity drives innovation and strengthens our ability to deliver exceptional results. Our aim is an environment where everyone can thrive and contribute to collective success.

AVP Quant Developer – Algorithmic Trading (Java) | London | Front Office We are partnering with a leading global investment bank to hire an AVP Quant Developer to join a high-performing front-office trading team in London. This is a unique opportunity to work on cutting-edge algorithmic trading systems, directly supporting trading desks across Credit, Rates, or FX. The Role You will be part of a team responsible for designing, building, and enhancing high-performance, low-latency trading platforms. Working closely with quants and traders, you will contribute directly to live trading strategies and core system infrastructure. Key Responsibilities • Develop and optimize high-performance Java-based trading systems, • Collaborate with quants and traders in a front-office environment, • Contribute to the design of low-latency, scalable architecture, • Strong Java development experience (core Java, multithreading, performance optimization), • Hands-on experience with algorithmic trading systems, • Exposure to Credit, Rates, or FX markets is highly desirable, • Solid understanding of system design and low-latency engineering, • Work on mission-critical trading systems with real market impact, • High level of ownership and collaboration with trading desks, • Strong career progression within a global investment bank, • If you’re interested in building next-generation trading systems in a high-impact environment, we’d love to hear from you.

The Client Our client is a highly regarded discretionary investment manager with a strong focus on data‑driven decision making. They operate with a small, agile structure and are recognised for their commitment to excellence in trading and technology. Their in‑house technology function spans IT infrastructure, software development, and quantitative analysis, supporting all aspects of market data processing and trading activity. The environment is fast‑paced, collaborative, and highly technical, where code quality, performance, and low‑latency systems are top priorities. Engineers work across domains, contribute to architectural discussions, and help shape scalable, robust systems. We have partnered with this team for several years and have a close, direct working relationship with the CTO. We have successfully placed multiple individuals into the group and can provide detailed insight into the team structure, culture, and expectations. The Role The client is embarking on a major initiative to unify and expand their core systems, bringing more of this capability in‑house. As Head of Core Platform, you will lead this transformation—designing, planning, and implementing the evolution of the core technology stack to create a strong foundation for future growth. This is a hands‑on leadership role. You will develop and consolidate systems, write software, guide a team of developers, and take ownership of several critical platforms. This includes an in‑house C# PnL and Risk system that performs real‑time portfolio valuation, alongside other components that will be integrated into a cohesive, modernised core platform. You will work closely with senior stakeholders including the CTO, COO, Head of Operations, and Project Management. Candidate Profile Domain Expertise • Strong background in fixed‑income trading systems, • Knowledge across front‑, middle‑, and back‑office workflows, • Demonstrable expertise in:, • Repo trading and lifecycle management, • Post‑trade operations, clearance, and settlement, • Margin and collateral management, • Experience building systems that capture bond and swap (interest rate and FX) cashflow events, • Understanding of accrual (trade date) and realised (settlement date) accounting reconciliations, • Particular interest in candidates with Fixed Income and Rates experience Technical Skills • Strong computer science fundamentals, • Hands‑on development experience in:, • C# and .NET (essential for this role), • Python within quant or data environments, • The client will also consider exceptional engineers from other OOP backgrounds such as C++, Java, or Go, • Familiarity with UI technologies such as WinForms, WPF, Blazor Hybrid, and Blazor Web Leadership & Approach • Experience working in front‑office or trading‑technology environments, or on business‑critical systems, • Ability to lead by doing—hands‑on while guiding a team, • Pragmatic, delivery‑focused mindset, • Commitment to high‑quality engineering practices and low‑latency, high‑performance systems, • Low‑ego, high‑performing self‑starter who values ownership, teamwork, and delivering commercial, pragmatic solutions Why Apply This is a rare opportunity to take ownership of a mission‑critical transformation within a high‑performing investment manager. You’ll shape the architecture, engineering standards, and long‑term technical direction of the firm, working in a collegiate environment where ideas matter and technical excellence is valued. As a long‑standing recruitment partner to this team, we can provide deep insight into the role, expectations, and culture, ensuring you have a clear and accurate understanding of the opportunity.

Want to work at a hedge fund that is expanding within systematic trading? This is a high-impact role where you’ll collaborate closely with traders and portfolio managers to develop cutting-edge trading systems and execution strategies. The firm has been heavily investing in systematic trading, making this an exciting opportunity to be part of a growing and highly technical team. In this role, you’ll be responsible for building and optimising trading systems for rates and fixed-income markets. You’ll work on implementing advanced mathematical models, pricing engines, and risk analytics to support trading strategies, ensuring they operate efficiently in real-world market conditions. The ideal candidate will have strong C# and Python programming skills, along with a solid background in mathematical modeling, pricing, and risk analytics. Experience in rates trading, fixed income, bonds, or interest rate derivatives is not essential here. This is a fantastic opportunity to work alongside top-tier quant and technology professionals in a dynamic and fast-paced environment. If you’re interested in learning more, apply or reach out directly at No up-to-date CV required.

Low Latency Trading & Observability SRE / Platform Engineer / Production Engineer sought to join an elite Multi-Strategy Quant Hedge Fund with $40BN+ in Assets Under Management. Our client is one of the world’s top Hedge Funds who are especially renowned for innovation and investment in Data & Technology. They are now looking to recruit a Low Latency Trading & Observability SRE / Platform Engineer / Production Engineer into their core Production Engineering team, who are accountable for the reliability, operability and performance of the firm’s trading-critical systems, in an environment where availability, correctness and latency directly impact outcomes. The successful hire will own the reliability of business-critical systems, from observability design through to incident resolution and systemic improvement; lead high-severity incident management; and reduce toil with software engineering, primarily in Python but also with Golang, TypeScript, SQL and/or PowerShell. The role requires someone who can evidence outstanding problem-solving and the ability to solve problems on their own initiative. Requirements • Debugging distributed systems: operating, improving and scaling complex systems in high-availability environments., • SRE fundamentals: SLO/SLI thinking, observability, incident leadership, and a bias for systemic platform fixes., • Strong software engineering skills: high proficiency in at least one modern programming language (Python preferred)., • Modern open-source observability knowledge: Experience within the ecosystem (e.g. OpenTelemetry, LGTM stack, Prometheus, Grafana, Loki)., • Unsiloed cross-platform operator: Confidence taming complex technical landscapes spanning multiple languages, platforms and data systems i.e. Linux, Cloud, Kubernetes, Windows., • Strong communication skills: able to explain technical issues and trade-offs to non experts under time pressure., • Relationship-driven mindset with high accountability: builds trust, aligns stakeholders, and takes end-to-end ownership for results. This is an outstanding opportunity for a talented Low Latency Trading & Observability SRE / Platform Engineer / Production Engineerto forge a long-term career in one of the world’s top Quantitative Hedge Funds, operating in a demanding, highly-visible, and state-of-the-art technical environment. Our client operates a four-day-per-week onsite policy located from London SW1. Compensation is commensurate with attracting, motivating and retaining the absolute best-in-class engineering talent, with an industry-leading record of long-term employment and tenure.

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

🎓 Graduate Software Developer / Quantitative Developer / Quantitative Researcher 📍 Location: London (Hybrid) 💷 Compensation: Up to £200,000 + Bonus + Benefits 🏢 Client: Prestigious Buy-Side Firm 🚀 Kickstart Your Career in Technology & Quantitative Finance Just graduated and ready to launch your career at the intersection of technology, mathematics, and finance? Join an elite global trading firm where innovation drives everything — no legacy systems, no bureaucracy, just cutting-edge tech and world-class mentorship. You’ll work on greenfield projects from day one, collaborating with exceptional engineers, quants, and researchers to build the systems and models shaping the future of global trading. 🔧 What You’ll Do • 🧠 Design and enhance advanced trading systems and analytics platforms, • 📊 Develop and implement your own quantitative models and research ideas, • 🤝 Collaborate closely with top technologists, quants, and portfolio managers, • 🚀 Learn fast, build fast: develop technical and analytical expertise in a performance-driven culture ✅ What You’ll Bring • 🎓 Degree in Computer Science, Mathematics, Physics, Engineering, or another STEM discipline, • 💻 Strong programming skills in Python, C++, Java, C#, or KDB+/Q, • 🔍 Analytical mindset with a passion for tackling complex, data-driven challenges, • ⚡ Curiosity, drive, and the ability to thrive in fast-paced, intellectually demanding environments 🌟 Why Join • 🌍 Greenfield Work: Contribute to high-impact projects from day one, • 🧠 Exceptional Mentorship: Learn from world-class engineers and quantitative researchers, • 🛠 Cutting-Edge Tech: Access the latest tools, infrastructure, and computing resources, • 📈 Fast Career Growth: A meritocratic culture that rewards innovation and initiative If you’re a motivated graduate eager to make an immediate impact in high-performance technology or quantitative finance, we’d love to hear from you. 📧 Apply now or reach out directly:

A world-leading systematic hedge fund are looking for an experienced HPC Engineer to lead their Compute Operations team. The fund manages around $40Bn in AUM and has been experiencing a period of rapid growth. In this role, you would lead the Compute Operations team, responsible for managing on-prem infrastructure and ensuring reliable, high-performance services for research and trading. The team works closely with Quant Researchers, Traders and Platform Engineering teams - underpinning the high-performance front office trading infrastructure. Tech Stack: Linux, HPC, Kubernetes The firm can offer market leading salary packages and an innovative, collaborative tech culture unique to the hedge fund space. If you are interested, do not hesitate to reach out!