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

Open-source quant library contributions, published research, or CQF/MFE/PhD in a quantitative discipline. We have a current opportunity for a Quant Developer on a permanent basis.

A prestigious proprietary trading firm in Greater London is seeking an ambitious and proactive Equity Options Quant Trader. The successful candidate will contribute to the desk’s operations and strategy evolution while utilizing quantitative methods to enhance performance.

A leading financial technology firm is seeking a Quantitative Researcher to develop systematic options trading strategies. This hybrid role based in London requires strong expertise in quantitative research, programming skills in Python, and experience in systematic trading.

A leading financial services organization in Central London is seeking a Quantitative Portfolio Manager to research and trade systematic strategies in equities and futures markets.

A leading digital asset trading firm in London is looking for a Junior Quant Trader to join their high-performance team.

A proprietary trading firm is seeking Senior Quantitative Traders / Portfolio Managers for their new London office. Required skills include a proven track record with strong Sharpe ratios, coding proficiency in Python and/or C++, and a solid quantitative background.

A leading financial technology recruiter is seeking a Senior C# Quantitative Developer for a top-tier investment bank.

Collaborate with global quant, macro, and technology teams. CW Talent Solutions is partnering with a world-renowned investment firm to hire a Quantitative Developer for its London Fixed Income team. Quant Developer / Software Engineer in a trading or research environment.

Candidates should have experience in Rust programming and a solid understanding of algorithms and quant finance concepts.

This player-manager role involves owning the quantitative market risk framework and enhancing key risk models. Candidates should have strong Python skills and significant experience in quantitative risk roles.

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

Our client is a $70BN quant hedge fund.

A global alternative investment management firm based in London is seeking a Junior Quant Researcher to enhance portfolio performance.

A leading global bank is hiring a Quantitative Analyst to join their Global Structured Credit Financing team. The ideal candidate will provide quantitative and analytical expertise to support trading strategies and optimize investments.

Integrating these models into internal quantitative frameworks and trading systems, ensuring thorough testing and comprehensive documentation.

Work closely with the Head of Trading and the Quant Team and assist in the design and development of new trading algorithms, mainly Java but also C++ or Python. Quant Researchers / Developers MUST have:. Quant Strategy experience, does not have to be pure Alpha gen.

A leading financial services provider in London is searching for a Trading Research Quant to join their team.

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.

A financial technology firm in Greater London seeks a Senior Pricing Algorithm Quant to design AI-driven pricing models for emerging markets. This role demands 5+ years of quantitative research experience, strong ML engineering skills including Python and statistical analysis.

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

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.

A financial technology company in the United Kingdom is seeking a Software Engineer for Quantitative Research Tools to design and develop internal analytical tools for quants and portfolio managers.

A leading financial infrastructure provider is seeking a Head of EMEA Financial Services & Corporate Finance Sales based in London.This pivotal role focuses on driving revenue through direct sales and partner channels across Tier 1 banks and large corporates.Successful candidates will have notable s

Todas Quant Capital is urgently looking for sulphical top talents in the field of Javascript Development to gereg joining our prestigious client.

Quant Developer – Python - Equity Derivatives - Systematic Trading. As part of this exciting new development, they’re looking for a Quant Developer with exceptional Python programming development expertise as well as strong knowledge of equity derivatives. This is an incredible opportunity for a

A global proprietary trading firm is seeking a Quantitative Researcher to work in London or Amsterdam. Candidates should have 3-10 years of experience in quantitative research within a hedge fund or prop trading firm and a strong statistical and programming foundation.

A leading crypto trading firm is seeking a Quant Developer to join a dynamic quant trading team.

A leading financial institution in London is looking for a skilled Credit Quant Developer to manage the migration of risk model code from R to Python.

A trading firm in Greater London is seeking a Quant-Trader/Researcher to develop and refine systematic trading strategies in options trading. Candidates should have a strong quantitative background, coding skills in Python and C++, and experience with statistical modelling and time-series analysis.

Senior Recruitment Consultant - Quantitative Finance. Quantitative Analyst – Investment Manager. My client is a specialist asset manager seeking a Quantitative Analyst to support research and analytics across various asset classes within their investment management team.

A leading global investment banking firm in London is seeking a Quantitative Researcher for its FICC team. The role involves building quantitative trading and market making strategies through advanced statistical analysis and AI techniques. Candidates should have a strong academic background in a qu

Quant Capital is urgently looking for a Quant Trader to join our high profile client.

A leading global financial institution in Greater London is searching for a motivated Quantitative Analyst to influence trading decisions and enhance systematic trading components. Candidates should possess a Master’s or PhD in a quantitative field with strong programming skills in languages like

A leading financial firm based in London is looking for experienced systematic PMs who can take ownership of P&L and risk management.Candidates should have a minimum of 4 years of experience and a proven track record of alpha generation.The position offers a competitive compensation ranging from $30

Provide fair valuation and independent risk assessment for gas storage, swing options, pipeline capacity rights, load following structures and power asset linked deals, quantifying operational, volume, flexibility and market optionality. Collaborate with quant modelling/technology/data teams to ensu

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

As a Quant Model Risk Vice President in the Interest Rates team, you will assess and help mitigate the model risk of complex models used in the context of valuation and risk measurement for Interest Rate derivatives. FO or model risk quantitative role. MSc, PhD or equivalent in a quantitative discip

A leading quantitative research firm in Greater London is seeking innovative quantitative researchers and machine learning practitioners.

A leading financial firm in Greater London is seeking a candidate with strong expertise in pricing and risk assessment models tailored to the Energy sector.Responsibilities include designing sophisticated pricing models, integrating these into trading systems, and enhancing risk infrastructure.The i

Proven experience across the full quant stack: data, modeling, backtesting, and execution. I have just partnered with a boutique hedge fund seeking a highly experienced Intraday Futures Quant to help build a new intraday trading desk from the ground up. Minimum 5 years of experience in quantitative

A well-established investment bank in London is looking for a Senior Quantitative Developer to join their team, offering a hybrid work model.

A financial services firm in Greater London is seeking a skilled developer to enhance its bond pricing library and implement quantitative models for fixed income instruments. Candidates must ensure rigorous testing and maintain high standards of code quality while collaborating with quants and devel

A financial technology firm is seeking a Quant Trader to develop innovative trading algorithms for the cryptocurrency markets.

A leading global investment bank in London is seeking a VP / AD level Quant to lead and enhance quantitative models using C++. The ideal candidate will have a strong front office quant background, with hands-on experience in model implementation and stakeholder management.

A leading global investment banking group is seeking an experienced Quant Analyst / Quantitative Researcher at the Vice President level to advance their Global Markets analytics function. Candidates should possess a strong academic background with a focus on quantitative finance, expertise in C++ an

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

Implement and enhance quantitative models, applying machine learning to financial time series and alternative data. Develop and present client materials with clear explanations of quantitative models and investment processes. Experience presenting complex quantitative research to diverse audiences.