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About Us Leading global fintech platform serving millions of users, top-ranked by transaction volume. We're pioneering AI-native systems where LLMs, intelligent agents, and automation drive core capabilities—not just features. The Role Seeking engineers to build vertical AI agents for financial technology domains. Train, fine-tune, and deploy LLMs (using SFT/RLHF) as production-ready systems, including: • Fintech AI agents & copilots, • Domain Q&A and knowledge tools, • Specialized financial insight engines Collaborate with product/engineering teams to ship AI at scale. What You’ll Work On • LLM training/fine-tuning (SFT, RLHF, distillation) for financial use cases, • RAG systems & knowledge integration, • Model optimization for real-time production, • AI agent development & efficiency pipelines Who You Are • Hands-on LLM/deep learning experience (PyTorch/Transformers), • Built domain-specific AI (fintech/finance preferred), • Strong Python & engineering fundamentals, • Mandarin & English fluency required Nice to Have • Fintech/trading/quant background, • Scaled AI deployments, • Agentic AI systems Why Join • Shape AI for a global top platform, • Real-world impact at massive scale, • Fully remote (GMT+8 hours focus)

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.

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

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

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

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

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

A leading betting solutions provider in London is looking for a Quant Developer to create and maintain sports forecasting models. The ideal candidate will hold a postgraduate qualification in Data Science or a related field, with over three years of experience or a PhD in a quantitative discipline.

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

A leading financial technology firm in Greater London is seeking quantitative developers to join its engineering team. In this role, you will develop features for an award-winning quantitative library and risk platform. Ideal candidates should have experience in quantitative development and be comfo

A leading proprietary trading firm in London is seeking a Systems Engineer to enhance their high-performance front-office environment.The role involves supporting traders and critical systems, ensuring speed and reliability.Candidates should have solid experience across Windows, Linux, and macOS, wi

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, covering flow, exotics, hybrids, Delta

Quant Capital is working with a leading proprietary trading firm looking to hire a Systems Engineer to support a high-performance front-office environment.

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 leading financial services firm in Greater London is seeking a Vice President in structured credit to lead client pitches and manage junior team members.Responsibilities include developing pricing analytic tools and risk management models while collaborating with senior members.Candidates should h

A global investment management firm in the UK seeks a candidate for portfolio management.The role includes improving portfolios, conducting research in alpha combination, and managing risk.Candidates should possess exceptional analytical skills, expertise in statistics and machine learning, and prof

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

Excellent analytical and quantitative skills with extensive experience in data analysis and quantitative models.

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

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

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

Our client is a $70BN quant hedge fund.

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

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

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

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

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

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

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

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

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

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

The successful candidate will collaborate with traders, quants, and other developers to design, implement, and optimize market making and quantitative trading strategies. This role requires a strong background in software development, quantitative analysis, and financial markets, particularly in the

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

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

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

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

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

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

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

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

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

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

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

Quant Capital is urgently looking for a.

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

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

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