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Quantitative developer\n €170,000 - 260,000 EUR\n Onsite WORKING\n Location: Central London, Greater London - United Kingdom Type: Permanent\n \n About the Company\n \n \nI am working with a start-up focused on innovation and excellence in the financial technology sector look to hire Quantitative developers for thier Milan office\n \n About the Role\n \n \nBuild, maintain, and develop robust and optimized production-grade code to man...\n \n \n \n \n \n \n \n \n \n \n \n \n \n ZIPC1_UKTJ

Job Description \n hackajob is collaborating with J.P. Morgan to connect them with exceptional professionals for this role. \n To be considered for an interview, please make sure your application is full in line with the job specs as found below. \n JOB DESCRIPTION \n Job responsibilities \n ⢠Own the delivery of value-add activities as part of a scrum team and be an active member governing the overall platform. \n ⢠Enhance and develop new features for risk aggregation and hedging, leveraging React and Java \n ⢠Act as a Lead developer who will help set direction and best practice around automated testing, platform framework, SDLC as well as acting a point of contact for more junior developers to give them guidance on best practices. \n ⢠You will also collaborate with other frontend developers to get involved with code reviews and building up our suite of re-suable components to facilitate faster development. \n ⢠Close collaboration with a number of teams including Trading, Sales and Quantitative Research, UX as well as other technology teams. \n Required qualifications, capabilities, and skills \n ⢠Commercial experience working with Java \n ⢠Experience in designing scalable micro-services using RESTful \n ⢠Knowledge of server side technologies (Spring/Spring boot, messaging frameworks such as ActiveMQ, Kafka, maven/gradle, junit mocking frameworks) \n ⢠Experience in developing, debugging and automated testing (e.g. react testing library / cypress) within a commercial setting \n ⢠Expertise in Databases, relational, and No-SQL and JVM performance analysis including profiling, heap dump analysis, thread dump analysis, and GC tuning within a commercial setting \n ⢠Solid understanding of CI/CD (e.g. Jenkins), Application Resiliency, and Security \n Preferred qualifications, capabilities, and skills \n ⢠Working within Investment Bank / Finance Technology \n ⢠Experience in leading an agile delivery team leveraging scrum, sprint planning, retrospectives and reporting progress to senior stakeholders. \n ABOUT US \n J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives. \n We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our \n FAQs \n for more information about requesting an accommodation. \n ABOUT THE TEAM \n J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. xohmjla The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.

Job Description \n hackajob is collaborating with J.P. Morgan to connect them with exceptional professionals for this role. \n Please make sure you read the following details carefully before making any applications. \n JOB DESCRIPTION \n We are seeking an experienced Senior Python Developer to join our Athena Rates development team to work on Risk and PnL framework in Rates LOB. In this role, you will architect, design, develop, and integrate sophisticated solutions that support trading desks and back office functions across rates products. You will work at the intersection of technology and finance, delivering high-impact systems that enable critical risk management and profit & loss analysis for our trading operations. \n Key Responsibilities \n As a Senior Python Developer on our team, you will build and maintain robust software solutions for rates trading activities. You will collaborate closely with quantitative analysts, traders, risk managers, to integrate systems across front office , middle and back office processing. Your work will directly support trading operations across multiple Rates Swap Derivative products and Options products . \n You will be responsible for developing scalable, performant code that handles large volumes of market data and complex financial calculations. This includes implementing risk metrics, PnL attribution frameworks, and data pipelines that connect trading systems with downstream consumers. You will participate in architectural decisions, code reviews, and technical design sessions, contributing your expertise to shape the evolution of this automated platform in Rates. \n Required Qualifications \n\n • Minimum 5 years of hands-on Python development experience\nStrong preference for candidates with financial services backgroundSolid understanding of software engineering principles including object-oriented design, testing methodologies, and version control practicesDemonstrated ability to write clean, maintainable code and work effectively within large, complex codebasesStrong verbal and written communication skills with ability to articulate technical concepts to both technical and non-technical stakeholdersProven ability to gather requirements from business users and collaborate across multiple teams and functionsCapability to translate business needs into technical solutions and explain technical constraints in business termsWilling to understand and work on legacy applications when required \n Preferred Qualifications \n\n • Prior experience with other financial risk stack platforms such as SecDB, Quartz, or Athena\nKnowledge of rates products including Swaps, Securities, Options, and RepoFamiliarity with risk methodologies and PnL calculation frameworksExperience with distributed systems and real-time data processingProficiency with relational and NoSQL databasesKnowledge of modern development practices including CI/CD pipelines and containerizationExposure to quantitative finance concepts and market risk measuresUnderstanding of regulatory reporting requirements in financial services Usage of Agentic AI tools for Software Development , Testing , Analysis\n ABOUT US \n J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives. \n We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our \n FAQs \n for more information about requesting an accommodation. \n ABOUT THE TEAM \n J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. xohmjla The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.

Job Description \n hackajob is collaborating with Wise to connect them with exceptional professionals for this role. \n Do you have the following skills, experience and drive to succeed in this role Find out below. \n Company Description \n Wise is a global technology company, building the best way to move and manage the world's money. \n Min fees. Max ease. Full speed. \n Whether people and businesses are sending money to another country, spending abroad, or making and receiving international payments, Wise is on a mission to make their lives easier and save them money. \n As part of our team, you will be helping us create an entirely new network for the world's money. \n For everyone, everywhere. \n More about our mission and what we offer. \n Job Description \n We are seeking a talented quantitative developer to join our Treasury Markets Data Science team. This role focuses on owning and operating the production infrastructure behind our FX pricing, risk, and trading systems with the opportunity to broaden the scope of work into traditional quant aspects. \n Your work will have a direct impact on Wise's mission and millions of our customers. \n About the Role: \n You'll join the Treasury Markets Data Science team, owning the quantitative infrastructure that powers how Wise manages FX risk across a USD 250bn+ in annual FX volume- serving everyone from retail customers sending money abroad to tier-1 banks via Wise Platform. \n The wider Treasury FX team includes quants, traders, analysts, product managers and engineers working together to price, hedge, manage and scale FX operations within Wise in real time. Within that, the Data Science team owns the quantitative platform: \n We run a Python-first, production-grade quant platform: real-time curve construction, multi-instrument pricing, risk analytics, and trading strategy - all built and operated by the same team. Your primary focus is keeping these systems reliable, performant and well-engineered - while thinking deeply about how they serve customers and products. You'll also contribute to the quantitative models themselves as you grow into the domain. \n What you'll own \n\n • Python microservices that run quantitative models in production\n Monitoring, alerting, and reliability for real-time pricing and risk systems Shared quant libraries used across multiple services CI/CD pipelines, deployment and operational excellence Incident response and root cause analysis for production issues\n Where you'll grow \n\n • Real-time curve construction (yield curves, FX forwards, vol surfaces)\n Pricing models for new instruments and products Trading strategy development and optimisation Risk modelling alongside the Risk team (VaR, stress testing, scenario analysis) Backtesting frameworks and model validation Customer behaviour modelling, pricing strategy and product launch support Collaborating with product teams to translate quantitative insights into customer-facing decisions\n Qualifications \n What we're looking for \n\n • 4+ years building and maintaining production Python systems\n Strong experience with microservices, databases, and production infrastructure Experience with streaming systems, real-time data pipelines, or event-driven architectures (Kafka, Flink, Redis etc.) Quantitative background - maths, physics, engineering or finance - you can read a model and reason about correctness Experience with testing, monitoring, and debugging complex systems under load A product mindset - you think about who uses your systems and why Clear communicator who can work cross-functionally with other quants, analysts, traders, product managers and engineers\n It's a bonus if you are familiar with \n\n • FX or financial markets experience\n Term structure modelling, stochastic calculus or Monte Carlo methods Interest rate curve bootstrapping Algorithmic execution experience Data lake or warehouse experience (Snowflake, Iceberg, Spark etc.)\n We're people without borders — without judgement or prejudice, too. We want to work with the best people, no matter their background. So if you're passionate about learning new things and keen to join our mission, you'll fit right in. \n Also, qualifications aren't that important to us. If you've got great experience, and you're great at articulating your thinking, we'd like to hear from you. \n And because we believe that diverse teams build better products, we'd especially love to hear from you if you're from an under-represented demographic \n Additional Information \n For everyone, everywhere. We're people building money without borders — without judgement or prejudice, too. We believe teams are strongest when they are diverse, equitable and inclusive. \n We're proud to have a truly international team, and we celebrate our differences. \n Inclusive teams help us live our values and make sure every Wiser feels respected, empowered to contribute towards our mission and able to progress in their careers. \n If you want to find out more about what it's like to work at Wise visit Wise.Jobs. xohmjla \n Keep up to date with life at Wise by following us on LinkedIn and Instagram.

Job Description \n hackajob is collaborating with TradingHub to connect them with exceptional professionals for this role. \n You can get further details about the nature of this opening, and what is expected from applicants, by reading the below. \n Compensation: Competitive (Financial Services) \n About TradingHub \n Founded in 2010, TradingHub delivers uniquely intelligent trade surveillance software to world leading financial institutions. Developed by market professionals, our solutions use sophisticated modelling techniques to detect single and cross-product market manipulation. \n With a team of over 150 experts worldwide, TradingHub combines global reach with deep markets expertise to help our customers mitigate financial, regulatory, and reputational risk. \n The Role \n We are seeking a Quantitative Developer to contribute in designing, building and validating our pricing models. This includes creating financial pricing libraries for multiple asset classes, calculators and risk algorithms. \n The successful candidate will combine excellent mathematical skills with proven experience in financial markets and the ability to productionise high-quality software. The capacity to put yourself in the eyes of a trader will be very useful as we continue to ensure our product's capabilities are ahead of competitors in the market. \n Responsibilities: \n\n • Development of financial pricing libraries, calculators as well as risk/pricing-related algorithms\n Using our in-house big data language for the large-scale analysis and production of securities data Research and development of market dynamics across multiple asset classes Prototyping, testing, and validation of TradingHub's proprietary models\n Requirements \n\n • Proficiency with C#, C++ or Python\n Evidence of exceptional mathematical and analytical skills Initial industry experience working as a quant within a financial services organisation Some knowledge of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. Understanding of derivatives (e.g. swaps, options, futures) Confidence to experiment with new ideas and technologies Keen to work in a fast-paced environment\n Benefits \n Life at TradingHub is a rewarding journey within a fast-growing company that thrives on innovation and collaboration. By combining the best of technology and global markets, we're able to solve complex problems together and deliver meaningful results to our customers. Everybody has value to bring, and we welcome individuality as a key driving force behind our collective success. \n Rooted in everything that we do are our core values: Accountability, Ambition, Partnership and Trust. These values provide the foundation for a sustainable workplace culture that empowers you to grow, contribute, and become your best self. \n Employee Benefits: \n\n • Annual discretionary performance bonus (permanent employees only)\n Hybrid working policy Office lunches twice a week Private medical insurance + dental cover Extended parental leave (up to 6 months of fully paid maternity leave) 25 days annual leave + bank holidays Enhanced company pension plan 5 days study leave towards professional qualifications Salary sacrifice schemes Death in service coverage\n Don't tick every single requirement? Research shows that candidates from under-represented groups are less likely to apply unless they meet all the criteria. We are dedicated to building a diverse, equitable and inclusive workplace, so if this role excites you, please don't let our specification hold you back. Get in touch! \n TradingHub is an equal opportunities employer. We do not discriminate based on race, religion, ethnic or national origins, sex (including pregnancy, childbirth, reproductive health decisions, or related medical conditions), sexual orientation, gender identity, gender expression, age, socio-economic background, responsibilities for dependants, physical or mental disability or other applicable legally protected characteristics. TradingHub selects candidates for interview based solely on their skills, experience and qualifications. \n We are committed to making our recruitment process accessible to all and we encourage candidates to inform us of any required adjustments. xohmjla A full copy of our diversity, equity and inclusion policy will be made available to you upon request.

Job Description \n hackajob is collaborating with TradingHub to connect them with exceptional professionals for this role. \n Candidates should take the time to read all the elements of this job advert carefully Please make your application promptly. \n Compensation: Competitive (Financial Services) \n About TradingHub \n Founded in 2010, TradingHub delivers uniquely intelligent trade surveillance software to world leading financial institutions. Developed by market professionals, our solutions use sophisticated modelling techniques to detect single and cross-product market manipulation. \n With a team of over 150 experts worldwide, TradingHub combines global reach with deep markets expertise to help our customers mitigate financial, regulatory, and reputational risk. \n The Role \n We are seeking a Senior Quantitative Developer (VP) to take a leading role in designing, building and validating our pricing models. This includes creating financial pricing libraries for multiple asset classes, calculators and risk algorithms. \n The successful candidate will combine excellent mathematical skills with proven experience in financial markets and the ability to productionise high-quality software. The capacity to put yourself in the eyes of a trader will be very useful as we continue to ensure our product's capabilities are ahead of competitors in the market. \n Responsibilities: \n\n • Development of financial pricing libraries, calculators as well as risk/pricing-related algorithms\n Using our in-house big data language for the large-scale analysis and production of securities data Research and development of market dynamics across multiple asset classes Prototyping, testing, and validation of TradingHub's proprietary models supporting and coaching more junior team members\n Requirements \n\n • Proven financial markets experience, ideally within an investment bank or pricing-related firm\n Proficiency with C#, Python or another object-oriented programming language Evidence of exceptional mathematical and analytical skills A clear understanding of market risk, preferably for fixed-income Good knowledge of derivatives (e.g. options, swaps, futures etc.) Good knowledge of database technologies such as SQL, Postgres etc. Able to deliver projects to agreed deadlines with excellent prioritisation skills\n Benefits \n Life at TradingHub is a rewarding journey within a fast-growing company that thrives on innovation and collaboration. By combining the best of technology and global markets, we're able to solve complex problems together and deliver meaningful results to our customers. Everybody has value to bring, and we welcome individuality as a key driving force behind our collective success. \n Rooted in everything that we do are our core values: Accountability, Ambition, Partnership and Trust. These values provide the foundation for a sustainable workplace culture that empowers you to grow, contribute, and become your best self. \n Employee Benefits: \n\n • Annual discretionary performance bonus (permanent employees only)\n Hybrid working policy Office lunches twice a week Private medical insurance + dental cover Extended parental leave (up to 6 months of fully paid maternity leave) 25 days annual leave + bank holidays Enhanced company pension plan 5 days study leave towards professional qualifications Salary sacrifice schemes Death in service coverage\n Don't tick every single requirement? Research shows that candidates from under-represented groups are less likely to apply unless they meet all the criteria. We are dedicated to building a diverse, equitable and inclusive workplace, so if this role excites you, please don't let our specification hold you back. Get in touch! \n TradingHub is an equal opportunities employer. We do not discriminate based on race, religion, ethnic or national origins, sex (including pregnancy, childbirth, reproductive health decisions, or related medical conditions), sexual orientation, gender identity, gender expression, age, socio-economic background, responsibilities for dependants, physical or mental disability or other applicable legally protected characteristics. TradingHub selects candidates for interview based solely on their skills, experience and qualifications. \n We are committed to making our recruitment process accessible to all and we encourage candidates to inform us of any required adjustments. xohmjla A full copy of our diversity, equity and inclusion policy will be made available to you upon request.

\n Senior Quant Developer - Java - Digital Assets \n Excellent opportunity opens for a Senior Quant Developer to join a Global Crypto Trading Firm. Sitting between Quantitative Research, Trading and production engineering, you will build and enhance quantitative pricing technology. You will take ownership of the mathematical design and Java implementation of OTC client-pricing, liquidity and hedging models. \n The role \n\n • Design and implement quantitative pricing models for institutional OTC trading\n, • Build high-performance production services using modern Java, including Java 21 or 22\n, • Develop client-specific pricing, spreads, skews and liquidity models\n, • Analyse client flow, execution behaviour, toxicity and price decay\n, • Develop pricing and hedging optimisation algorithms\n, • Translate quantitative research and mathematical models into robust production code\n, • Work closely with Quant Researchers and Traders on model design, testing and calibration\n, • Improve the performance, resilience and scalability of distributed pricing systems\n, • Use Python for quantitative analysis, model prototyping, data analysis and backtesting\n\n Required experience \n\n • Strong commercial experience as a Quant Developer\n, • Advanced Java development experience, ideally using Java 21 or 22\n, • Experience implementing pricing, trading, hedging or optimisation models\n, • Direct experience of client pricing, market making or algorithmic trading\n, • Experience within crypto or another liquid electronic market such as FX, equities, ETFs or listed derivatives\n, • Knowledge of OTC markets and institutional client pricing\n, • Strong quantitative and mathematical foundations\n, • Degree-level background in Mathematics, Physics, Computer Science, Engineering, Quantitative Finance or another highly numerical discipline\n, • Strong understanding of object-oriented design, concurrency and distributed systems\n, • Ability to turn mathematical concepts and research models into reliable production software\n\n Particularly relevant experience \n\n • Digital assets or cryptocurrency markets\n, • Electronic market making\n, • OTC spot, forwards, futures, NDFs, CFDs or options\n, • Pricing skews and spread optimisation\n, • Client-flow analysis and toxicity modelling\n, • Automated hedging and inventory optimisation\n, • Numerical optimisation or machine learning applied to pricing or trading\n, • Python quantitative libraries such as NumPy, SciPy and Pandas\n, • Low-latency or high-throughput trading systems\n\n Quant Dev Quant Developer Quantitative Developer Java Java 21 Java 22 Java21 Java22 J21 J22 Institutional OTC Trading Liquidity Models Crypto FX Equities ETFs Digital Assets Cryptocurrencies OTC Forwards Futures NDFs CDFs Options Trading Finance Financial Institutions

\n Senior Python Developer - Trading & Risk Platforms \n Hybrid in Central London \n Inside IR35 - Up to £700 per day \n We are seeking Senior Python Developers with proven experience building trading and risk systems within investment banking. You will develop Back End services, data processing solutions and risk-focused applications supporting trade life cycle, risk calculations and reporting. \n Key Responsibilities \n\n • Develop and enhance Python applications for trading and risk platforms\n, • Build data pipelines and automation for trade, risk and reconciliation workflows\n, • Process large financial datasets supporting PnL, risk and regulatory reporting\n, • Contribute to architecture, scalability and system design decisions\n, • Partner with quants, traders and risk teams to deliver technical solutions\n, • Develop and integrate REST APIs and Back End services\n, • Maintain high code quality through testing, reviews and best practices\n, • Mentor junior developers where required\n\n Required Skills \n\n • Strong Core Python development experience\n, • Experience with enterprise trading and risk platforms (eg Quartz, SecDB, Athena, Kanon, Beacon or similar)\n, • Strong SQL and large-scale data handling expertise\n, • Pandas and NumPy for data processing and analytics\n, • REST API development using Flask, FastAPI or Django\n, • Strong understanding of performance optimisation and scalable systems\n, • Unix/Linux and Shell Scripting experience\n\n Domain Experience \n\n • Investment Banking or Capital Markets background\n, • Experience across Market Risk, CCR, PnL, Trade Lifecycle and Reconciliations\n, • Knowledge of derivatives, swaps, futures, options and fixed-income products\n\n Desirable \n\n • PySpark or distributed data processing\n, • Exposure to quantitative models and pricing systems\n, • Global banking environment experience\n, • 9-15 years' relevant experience\n\n Please note: Candidates without trading, risk or capital markets experience will not be considered.

This technology-driven hedge fund runs systematic and research-led strategies across global markets. They seek a Quantitative Developer to work directly alongside portfolio managers and researchers to build and support the systems that take trading strategies from research into live production. You'll own problems end-to-end: from a research idea, through building the production pipeline, to supporting it once it's live and trading real risk. \n \n Responsibilities \n\n • Design, build and maintain reliable trading systems and production pipelines, providing an efficient path from research to live trading.\n, • Maintain and improve the production and research codebase supporting one or more live trading strategies, including debugging, monitoring and resolving issues on live systems.\n, • Build tooling and dashboards that give clear visibility of live risk, positions, signals and system health.\n, • Partner directly with portfolio managers and researchers to translate research ideas into robust, production-quality code, and help develop frameworks for data validation and monitoring.\n, • Contribute to a shared technology platform - reusable libraries, services and engineering frameworks used across multiple strategies or asset classes.\n, • Improve engineering standards through better testing, documentation, code structure, monitoring and automation, including the use of modern AI-assisted or agentic development tools to improve productivity and code quality.\n, • Take genuine ownership of a technical or business domain, working directly with the stakeholders you support rather than through layers of process.\n\n \n Requirements \n Essential: \n\n • Top class degree in Computer Science, Engineering, Mathematics, Physics, Statistics or other related STEM field.\n, • Strong Python development experience, including writing reliable, production-ready code.\n, • Experience building and deploying data pipelines, and familiarity with modern infrastructure (CI/CD, workflow orchestration, streaming or messaging technologies).\n, • A solid grasp of software engineering best practice - testing, version control, code review, modular design and monitoring.\n, • Comfort working on live, business-critical systems where reliability and correctness matter.\n, • Excellent communication skills and the ability to work closely with both technical and investment teams.\n\n Beneficial: \n\n • Experience developing trading systems, research platforms, signal pipelines or backtesting infrastructure at a systematic or quantitative fund.\n, • Exposure to options, commodities or equities markets and their associated trading workflows.\n, • Experience with distributed or parallel computing, containerisation and cloud infrastructure (e.g. Docker, Kubernetes, AWS/Azure).\n, • Interest in, or hands-on experience with, AI-assisted or agentic development workflows.\n, • A pragmatic mindset and able to balance engineering discipline with in a fast changing environment.\n\n \n Why apply \n\n • Genuine proximity to the investment process working directly with PMs and researchers\n, • Ownership of a domain from day one, at a fund that will stretch you technically faster than most tech firms.\n, • A flat, collaborative culture where good ideas move quickly from proposal to production.\n\n

We have partnered with a research-led hedge fund where scientific rigour, experimentation, and evidence-based decision-making sit at the heart of the business. Headquartered in London, they operate at the intersection of systematic trading, machine learning, large-scale distributed compute, and performance engineering. \n \n Despite C# and Python being their core stack, the firm is deliberately language-agnostic, prioritising deep systems understanding, strong programming fundamentals and problem-solving over any particular stack. \n \n They are looking for a Quantitative Developer to partner with Quant Researchers and solve some of the most challenging real-world problems in the industry, spanning high-frequency signal research, global market impact, and trading-driven price formation. The dedicated engineering function was formally established earlier this year, meaning the team is in a genuine build phase with significant opportunity to influence architecture, tooling, standards, and platform direction. \n \n \n What You Will Do \n\n • Develop the trading, modelling and simulation platforms underpinning sophisticated quantitative research and investment strategies.\n, • Scale cutting-edge machine learning workloads across large distributed compute environments.\n, • Optimise mission-critical, low-latency infrastructure where performance and reliability are paramount.\n, • Own the full lifecycle of solutions, from early-stage research and experimentation through to production deployment and ongoing optimisation.\n\n \n \n Who You Are \n\n • Experienced with algorithms, data structures, and architecture.\n, • Deeply proficient with performance, distributed systems, concurrency, and large-scale computing.\n, • A clear communicator who collaborates and builds strong relationships across the business.\n\n \n \n If the opportunity to work on mission-critical quantitative systems in a performance-driven environment without direct ownership of investment risk interests you, either follow the link adjacent to apply or send your CV directly to zaakir.khan@mondrian-alpha.com

\n Overview\n Job Title: Quantitative Developer. Location: London. Corporate Title: Associate. Group Strategic Analytics (GSA) is part of Group Chief Operations Office (COO) which bridges the Bank’s businesses and infrastructure functions to deliver efficiency, control, and transformation goals. Join the Global Quantitative Fixed Income Engineering team, building applications that deliver quantitatively led pricing and trading solutions for Rates, Credit and Repo businesses. The team develops software using modern development practices to create high quality systems that can be iterated on rapidly and safely. You will work with the Credit Electronic Trading business in an agile environment to deliver risk, PNL, flow and client quantitative Python analytics solutions using a self-developed Python framework. The role involves collaborating with quants, strats and infrastructure teams to design, implement and deliver improvements. Responsibilities\n \n • Drive ongoing development in Python, associated application infrastructure, and tooling, acting as a Subject Matter Expert for the quant and engineering team.\n, • Take full responsibility for delivering both business and engineering-driven functional changes to the platform, including KDB deployment and monitoring.\n, • Develop, support, and provide live production support for analytics and research systems, critically assessing business requirements for optimal solutions.\n, • Implement flow analysis management information systems (MIS) and reporting (e.g., volumes, market shares, hit rates, client profitability).\n, • Support trading decisions through trade analytics and strategy backtesting.\n Qualifications\n \n, • Previous front office investment banking experience in technical roles is preferred but not essential.\n, • Hands-on expertise in engineering solutions using Python (familiarity with databases, pandas and Q/KDB is welcome).\n, • Basic Shell scripting experience in a Unix/Linux environment is preferable.\n, • Quantitative Degree (e.g., computer science, engineering, physics, economics) or any degree with quantitative aspects or computing/coding experience.\n, • Experience working with data: onboarding, cleaning, curating data in databases, and data analysis/presentation is preferable.\n, • Experience with standard Software Development Lifecycle (SDLC) tools in a collaborative environment (git/Bitbucket/JIRA, etc.).\n What we’ll offer\n \n, • Hybrid Working model to balance remote and in-office work.\n, • Competitive salary and non-contributory pension.\n, • 30 days’ holiday plus bank holidays, with option to purchase additional days.\n, • Life assurance and private healthcare for you and your family.\n, • Flexible benefits including Retail Discounts, Bike4Work scheme and Gym benefits.\n, • Opportunity to support a CSR programme with 2 days’ volunteering leave per year.\n About us\n Deutsche Bank is the leading German bank with strong European roots and a global network. We value diversity and are an equal opportunities employer. We strive for a culture in which we are empowered to excel together every day, acting responsibly, thinking commercially, taking initiative and working collaboratively. We welcome applications from all people and promote a positive, fair and inclusive work environment. For adjustments during the application process, contact our Adjustments Concierge at adjustmentsconcierge@db.com. Legal and inclusion notes\n We are proud to be named in The Times Top 50 Employers for Gender Equality and have been awarded a Gold Award from Stonewall. We provide reasonable adjustments for those with disabilities and encourage dialogue to support candidates throughout the process. \n #J-18808-Ljbffr

UX/CRO/VISUAL DESIGN - FAST-GROWING PREMIUM CONSUMER BRAND We're partnering with an ambitious, multichannel retailer that has experienced exceptional growth and is entering the next chapter of its journey. Following significant investment across the business, they're enhancing their digital experience from the ground up and are looking for a UX/UI Designer to take ownership of the customer experience across their ecommerce platform. This is a rare opportunity to join at the beginning of a major transformation rather than maintain an existing product. Working alongside Creative, CRO, Product and Development, you'll influence everything from customer research and experimentation through to prototyping, testing and launch. If you're motivated by ownership, measurable impact and seeing your work directly influence commercial performance, this is the type of role that can genuinely become a portfolio-defining opportunity. What they need - • Someone who lives and breathes ecommerce design, with a strong handle on UX - a track record of designing customer journeys that balance commercial performance with exceptional user experience. You'll understand how customers browse, compare, configure and ultimately convert, using research and data to continuously improve those journeys, • A designer who can own the complete design process, taking ideas from discovery and customer research through wireframing, prototyping, usability testing, iteration and developer handover. This isn't a role for someone who only enjoys polished UI or high-level concepts, it's about delivering end-to-end digital experiences, • Someone comfortable working hand-in-hand with Ecommerce, CRO and Development specialists, translating customer insight and experimentation into tangible design improvements. You'll enjoy solving problems collaboratively, testing hypotheses and making informed design decisions backed by evidence rather than opinion, • A commercially-minded designer with an excellent eye for visual design, capable of creating premium digital experiences that feel intuitive, elegant and on-brand. You'll appreciate that great UX and great brand expression should work together rather than compete, • Someone excited by ownership and autonomy, who enjoys operating as the UX/UI specialist within a growing creative team. You'll have the freedom to shape the digital proposition while working closely with senior stakeholders who genuinely value design What you're great at - • End-to-end UX/UI design across ecommerce websites, including user research, journey mapping, wireframing, prototyping, responsive UI design and developer handover, • Running and interpreting both qualitative and quantitative research, including usability testing, customer interviews, behavioural analysis and A/B testing to drive measurable improvements, • Building interactive prototypes and presenting your thinking confidently through strong case studies that demonstrate process, rationale and commercial impact (not simply polished visual outputs), • Collaborating with the CRO specialist, Developers and wider Design teams to solve complex customer experience challenges and deliver iterative improvements, • Designing within established design systems while maintaining high standards of accessibility, usability, responsive design and premium visual execution What you'll get - • Hybrid working with 3 days per week in the Central London office (with flexibility around start and finish times), • 25 days holiday plus bank holidays, additional birthday leave, • Private healthcare, • Wellbeing benefits, • The opportunity to own UX/UI for a rapidly growing digital business investing heavily in its next phase of growth, • A major website transformation programme, giving you the chance to redesign key customer journeys from the ground up rather than optimise around legacy constraints

Senior Quant Developer - FRTB (Scala)PermanentLondon - HybridWe are supporting a major financial markets programme and are looking for experienced Quant Developers to help deliver and enhance a strategic FRTB Internal Models Approach (IMA) solution.This is an opportunity to work on a high-profile regulatory transformation programme, partnering closely with Quants, Risk, Trading and Technology teams to build scalable, high-performance risk analytics platforms.Responsibilities: Developing and enhancing FRTB IMA risk calculation frameworks Building scalable analytics and reporting solutions Working closely with Quantitative Research, Market Risk and Front Officestakeholders Optimising performance and improving risk calculation workflows Contributing to the design of strategic risk technology platformsSkills and Experience: Strong commercial experience with Scala development Solid understanding of functional programming principles Experience within Market Risk, Quantitative Development or Risk Analyticsenvironments Knowledge of FRTB, particularly IMA, highly desirable Experience working with large-scale risk engines, pricing models or analyticsplatforms Exposure to KDB/Q is advantageous but not essential Strong problem-solving skills and ability to work directly with businessstakeholdersIdeal Background: 7-10+ years' experience in Quant Development or Financial Markets Technology Experience within Investment Banking, Capital Markets, Hedge Funds or FinancialServices Strong understanding of risk calculations, market data and quantitative modellingenvironments Comfortable working in Agile delivery teamsIf you are a Scala Developer with a background in Quantitative Development, Market Risk or Regulatory Technology and would like to hear more, please get in touch.CBSbutler is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim / contract / temporary positions. CBSbutler is an Equal Opportunities employer and we encourage applicants from all backgrounds.TPBN1_UKTJ

📄 Job Specification: Quantitative Developer (PhD) Location: London, UK Employment Type: Permanent Salary: Competitive + Bonus + Benefits 🧭 Overview We are seeking highly skilled Quantitative Developers (PhD level) to join leading banking institutions in London. The role focuses on building robust quantitative models, analytics platforms, and high-performance systems to support trading, risk management, and pricing functions across asset classes. 🎯 Key Responsibilities • Design, develop, and implement quantitative models for pricing, risk, and trading strategies, • Translate complex financial models into scalable production-grade code, • Collaborate closely with Front Office, Trading, Risk, and Research teams, • Enhance and maintain low-latency, high-performance systems, • Perform model validation, backtesting, and optimisation, • Contribute to architecture design of quant libraries and analytics platforms, • Ensure best practices in software engineering, testing, and documentation, • Work with large datasets and implement efficient numerical methods 🧠 Required Qualifications • PhD in a quantitative discipline, such as:, • Mathematics, • Physics, • Statistics, • Financial Engineering, • Computer Science, • Strong academic background with focus on applied mathematics or computational methods 💼 Essential Experience • Proven experience working within investment banking or financial markets, • Strong understanding of:, • Derivatives pricing, • Risk modelling, • Market data and financial instruments, • Experience supporting Front Office or trading desks (highly desirable) 🛠️ Technical Skills • Advanced programming skills in:, • Python (essential), • C++ / Java / C# (strongly preferred), • Experience with:, • Object-oriented design and software engineering best practices, • Numerical methods (Monte Carlo, PDEs, stochastic calculus), • Data structures, algorithms, and performance optimisation, • Familiarity with:, • Quant libraries (e.g., QuantLib), • Cloud platforms or distributed computing (nice to have), • Version control tools (Git) 📊 Preferred Domain Expertise • One or more asset classes:, • Equities, • Fixed Income, • FX, • Commodities, • Credit derivatives, • Exposure to:, • Algorithmic trading / systematic strategies, • Risk systems (XVA, VaR, CVA, PFE, etc.) 🤝 Soft Skills • Strong analytical and problem-solving abilities, • Excellent communication skills (ability to explain complex concepts clearly), • Ability to work in fast-paced, front-office environments, • Collaborative mindset with stakeholders across business and technology 🌟 What’s on Offer • Opportunity to work on cutting-edge quantitative problems in global banking, • Exposure to front-office trading environments, • Competitive compensation with performance bonus, • Clear career progression into lead quant / architect roles, • Flexible / hybrid working options 📌 Typical Candidate Profile • PhD graduate with 3–10+ years’ experience in banking, • Strong blend of quantitative research + software engineering skills, • Experience delivering production-ready quant models, • Passion for solving complex financial and computational problems

Job title: Senior GoLang developer Job location: Brighton, Burgess Hill or London Job type: Contract 12 Months Work mode:Hybrid, 3 days from the office/week JD: Minimum years of experience: • experience on mandatory relevant skills (Golang, Kubernetes, Docker) of 4+ years, • total experience to 5+ Required Core Skills: Development experience with: 1. strong in Golang, 2. Kubernetes, 3. Docker Minimum Qualifications: • Position requires a Bachelor’s degree in Computer Science, Engineering, or a related field followed by 6+ years of experience in Golang development stack., • Experience in application design, software development, and testing, preferably in an Agile environment., • Solid understanding of test-driven development, including unit, component, functional, system integration and regression tests., • Experience working with Git on small to medium sized teams., • Experience designing and developing REST APIs for high volume clients., • Experience with open-source frameworks is a plus especially maintaining or contributing to open source projects!, • Experience with container and container orchestration technologies, such as Docker and Kubernetes., • Comfortable/experienced with back-end micro-service architecture and communication, specifically REST and asynchronous messaging services (e.g., Kafka, RabbitMQ etc.), • Experience with relational and NoSQL databases, including PostgreSQL, Couchbase, or Cassandra is a plus., • Experience with continuous integration tools (Github Actions, Jenkins, Gitlab CI) a plus., • Experience with automated build and test frameworks a plus., • A proven hunger to learn new technologies and translate them into working software., • Experience with Atlassian software development and collaboration tools (JIRA, Confluence, etc.), a plus., • Strong ability to develop unique, outside the box ideas, • Strong analytical, problem-solving/quantitative skills, • Willing to take risks, experiment, and share fresh perspectives, • Aptitude for learning and applying programming concepts., • Ability to effectively communicate with internal and external business partners. Preferred Additional: • Knowledge of payments industry, • Experience with coding skills across a variety of distributed technologies, • Experience with a broad range of software languages and payments technologies

About Wintermute Wintermute is one of the largest crypto-native algorithmic trading companies in digital assets. We provide liquidity algorithmically across most cryptocurrency exchanges and trading platforms, a broad range of OTC trading solutions as well as support high profile blockchain projects and traditional financial institutions moving into crypto. Wintermute also has a Wintermute Ventures arm that invests in early stage DeFi projects. Wintermute was founded in 2017 by industry leaders and has successfully navigated crypto industry cycles. Culturally, we combine the best of the two worlds: the technology standards of high-frequency trading firms in traditional markets and the innovative and entrepreneurial culture of technology startups. To Wintermute digital assets is not just another asset class, we believe in the innovative potential of blockchain, the fundamental innovations, we have a long-term view on the digital asset market and are taking a leadership position in building an innovative and compliant market. Read more _ Working at Wintermute We are looking for a C++ Quant Developer who is passionate about technology, interested in both low level details of how computer hardware operates and high-level design of large systems, as well as in data infrastructure. Someone who likes opening the hood to see how things work, has understanding of data structures, experience writing client-server network applications, and writing and optimising code for high performance. We welcome your previous experience from your own personal projects as well as commercial experience. PhD in maths is not uncommon for our Quant Developers, and at least a graduate level of maths skills is required. Interest in algorithmic and quantitative trading is a plus. At Wintermute you will have an opportunity to grow and make direct impact on trading by developing and improving all the parts of the trading platform, data infrastructure and related software, while also getting advice and guidance from very experienced developers and traders, including the founders. You will get a lot of independence and responsibility right away, and you'll learn at an unprecedented speed! No legacy systems, no multiple levels of approvals, no bureaucracy; all developers report directly to CTO who is very hands on. It is up to you to make an impact! You will work alongside exceptionally sharp colleagues, learn how to write fail-safe code and improve performance and scalability of the trading system, a real challenge and a rare opportunity! We have flexible working arrangements, it’s the productivity that matters. At least several days a week in the office with our own gym, unlimited food and drinks are required. What will you work on A great advantage of this position is that it is varied, and it is also up to you to shape it in the direction that matches your talents and company needs. The focus of the role would be to create data infrastructure to bring the analytics to the next level and support the scaling of quantitative trading. Projects may also include upgrading major trading system components, designing a completely new application from scratch, working on implementation of pricing models. We will share more technical details in the interviews. You will have opportunity to improve your knowledge of software optimisations, of building robust large-scale systems and to understand crypto currency trading. \n Hard Skills requirements • At least 2 years’ experience with C++ - we will test, • Understanding networking and implementing client-server connections - we will test, • Experience with looking under the hood to see how C++ standard libraries work - we will test, • Strong analytical skills - we will test Join our dynamic team and benefit from: • Working at one of the most innovative trading firms globally., • Engaging projects offering accelerated responsibilities and ownership compared to traditional finance environments., • A vibrant working culture with frequent team meals, holiday celebrations, gaming events, and company-wide outings, including our annual Wintermute weekend getaway., • A Wintermute-inspired office in central London, featuring an array of amenities such as table tennis and foosball, personalized desk configurations, a cozy team breakout area with games and free food., • Great company culture: informal, non-hierarchical, ambitious, highly professional with a startup vibe, collaborative and entrepreneurial., • A performance-based compensation with a significant earning potential alongside standard perks like pension and private Health insurance. Note: • Although we are unable to accept fully remote candidates, we support significant flexibility in regards to working from home and working hours., • We offer UK work permits and help with relocation Find out more: • _, • _, • _, • _, • _ \n

Job Description hackajob is collaborating with Wise to connect them with exceptional professionals for this role. \n Company Description \n Wise is a global technology company, building the best way to move and manage the world’s money. Min fees. Max ease. Full speed. \n Whether people and businesses are sending money to another country, spending abroad, or making and receiving international payments, Wise is on a mission to make their lives easier and save them money. \n As part of our team, you will be helping us create an entirely new network for the world's money. For everyone, everywhere. \n More about our mission and what we offer. \n Job Description \n We are seeking a talented quantitative developer to join our Treasury Markets Data Science team. This role focuses on owning and operating the production infrastructure behind our FX pricing, risk, and trading systems with the opportunity to broaden the scope of work into traditional quant aspects. \n Your work will have a direct impact on Wise’s mission and millions of our customers. \n About the Role: \n You'll join the Treasury Markets Data Science team, owning the quantitative infrastructure that powers how Wise manages FX risk across a USD 250bn+ in annual FX volume- serving everyone from retail customers sending money abroad to tier-1 banks via Wise Platform. \n The wider Treasury FX team includes quants, traders, analysts, product managers and engineers working together to price, hedge, manage and scale FX operations within Wise in real time. Within that, the Data Science team owns the quantitative platform: \n We run a Python-first, production-grade quant platform: real-time curve construction, multi-instrument pricing, risk analytics, and trading strategy - all built and operated by the same team. Your primary focus is keeping these systems reliable, performant and well-engineered - while thinking deeply about how they serve customers and products. You'll also contribute to the quantitative models themselves as you grow into the domain. \n What you’ll own \n \n • \n Python microservices that run quantitative models in production \n • \n Monitoring, alerting, and reliability for real-time pricing and risk systems \n • \n Shared quant libraries used across multiple services \n • \n CI/CD pipelines, deployment and operational excellence \n • \n Incident response and root cause analysis for production issues \n\n Where you’ll grow \n \n • \n Real-time curve construction (yield curves, FX forwards, vol surfaces) \n • \n Pricing models for new instruments and products \n • \n Trading strategy development and optimisation \n • \n Risk modelling alongside the Risk team (VaR, stress testing, scenario analysis) \n • \n Backtesting frameworks and model validation \n • \n Customer behaviour modelling, pricing strategy and product launch support \n • \n Collaborating with product teams to translate quantitative insights into customer-facing decisions \n\n Qualifications \n What we’re looking for \n \n • \n 4+ years building and maintaining production Python systems \n • \n Strong experience with microservices, databases, and production infrastructure \n • \n Experience with streaming systems, real-time data pipelines, or event-driven architectures (Kafka, Flink, Redis etc.) \n • \n Quantitative background - maths, physics, engineering or finance - you can read a model and reason about correctness \n • \n Experience with testing, monitoring, and debugging complex systems under load \n • \n A product mindset - you think about who uses your systems and why \n • \n Clear communicator who can work cross-functionally with other quants, analysts, traders, product managers and engineers \n\n It’s a bonus if you are familiar with \n \n • \n FX or financial markets experience \n • \n Term structure modelling, stochastic calculus or Monte Carlo methods \n • \n Interest rate curve bootstrapping \n • \n Algorithmic execution experience \n • \n Data lake or warehouse experience (Snowflake, Iceberg, Spark etc.) \n\n We’re people without borders — without judgement or prejudice, too. We want to work with the best people, no matter their background. So if you’re passionate about learning new things and keen to join our mission, you’ll fit right in. \n Also, qualifications aren’t that important to us. If you’ve got great experience, and you’re great at articulating your thinking, we’d like to hear from you. \n And because we believe that diverse teams build better products, we’d especially love to hear from you if you’re from an under-represented demographic \n Additional Information \n For everyone, everywhere. We're people building money without borders — without judgement or prejudice, too. We believe teams are strongest when they are diverse, equitable and inclusive. \n We're proud to have a truly international team, and we celebrate our differences. \n Inclusive teams help us live our values and make sure every Wiser feels respected, empowered to contribute towards our mission and able to progress in their careers. \n If you want to find out more about what it's like to work at Wise visit Wise.Jobs. \n Keep up to date with life at Wise by following us on LinkedIn and Instagram.

We work with a range of UK employers actively hiring across these roles. Job Description: UK-Based (On-Site, Hybrid or Remote) About the Role We're looking for talented Quantitative professionals at all levels—from Quantitative Analyst and Quantitative Researcher through to Quant Developer, Quantitative Risk Analyst and Senior / Lead Quant—for upcoming roles across the buy-side, sell-side, risk and fintech. This is where serious mathematics, programming and financial markets meet: you'll build the models that price instruments, manage risk and find the edge. You'll work across the full quantitative lifecycle—from research and model development through to implementation, validation and production. The role suits someone who pairs genuine mathematical and statistical depth with strong software engineering and the intellectual honesty to know exactly what a model can and can't be trusted to do. Key Responsibilities • Develop, test and implement quantitative models—pricing, risk, signal / alpha or execution, • Apply statistical and machine learning methods to financial and market data, • Build and maintain pricing and valuation models across one or more asset classes, • Develop risk models—VaR, stress testing, scenario analysis, market and credit risk, • (Buy-side) Research signals, develop strategies and run rigorous backtesting

Python Risk Developer (Contract) - FICC / Emerging MarketsDublin, Ireland | Remote WorkingContract Role Overview Our client, a prestigious financial institution in Dublin, is seeking an experienced Python Risk Developer for an exciting contract opportunity. The successful candidate will be working on cutting-edge risk management solutions for Emerging Markets within Fixed Income, Currencies, and Commodities (FICC). Key Responsibilities • Develop algorithms and strategic frameworks for next-generation risk management platforms, • Participate in all stages of the software development lifecycle, • Collaborate daily with traders, quantitative analysts, and senior stakeholders, • Design and implement robust risk calculation and reporting solutions, • Contribute to system architecture and technical design decisions Required Skills & Experience, • Strong Python programming skills, including proficiency with NumPy, SciPy, and other scientific libraries, • Demonstrated experience in financial risk management systems development, • Understanding of FICC products, particularly in Emerging Markets, • Knowledge of software engineering design patterns and best practices, • Experience with market data feeds and consumption technology (e.g., Reuters, Bloomberg), • Familiarity with yield curves and their construction methodologies Preferred Qualifications, • Experience working in tier-one financial institutions, • Background in Market Risk or Trader Risk development, • Strong knowledge of rates and fixed income products, • Experience working in fast-paced delivery environments, • Ability to communicate complex technical concepts to non-technical stakeholders What Our Client Offers, • Competitive contract rates, • Hybrid/ remote working arrangement, • Opportunity to work on high-profile projects with exposure to senior business sponsors, • Collaborative environment with cutting-edge technology, • Professional development in advanced risk management technologies If you're an experienced Python developer with a strong interest in financial risk systems and are looking for your next challenging contract role, please get in touch with us today! McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

Job Description hackajob is collaborating with J.P. Morgan to connect them with exceptional professionals for this role. \n JOB DESCRIPTION \n Job responsibilities \n ⢠Own the delivery of value-add activities as part of a scrum team and be an active member governing the overall platform. \n ⢠Enhance and develop new features for risk aggregation and hedging, leveraging React and Java \n ⢠Act as a Lead developer who will help set direction and best practice around automated testing, platform framework, SDLC as well as acting a point of contact for more junior developers to give them guidance on best practices. \n ⢠You will also collaborate with other frontend developers to get involved with code reviews and building up our suite of re-suable components to facilitate faster development. \n ⢠Close collaboration with a number of teams including Trading, Sales and Quantitative Research, UX as well as other technology teams. \n Required qualifications, capabilities, and skills \n ⢠Commercial experience working with Java \n ⢠Experience in designing scalable micro-services using RESTful \n ⢠Knowledge of server side technologies (Spring/Spring boot, messaging frameworks such as ActiveMQ, Kafka, maven/gradle, junit mocking frameworks) \n ⢠Experience in developing, debugging and automated testing (e.g. react testing library / cypress) within a commercial setting \n ⢠Expertise in Databases, relational, and No-SQL and JVM performance analysis including profiling, heap dump analysis, thread dump analysis, and GC tuning within a commercial setting \n ⢠Solid understanding of CI/CD (e.g. Jenkins), Application Resiliency, and Security \n Preferred qualifications, capabilities, and skills \n ⢠Working within Investment Bank / Finance Technology \n ⢠Experience in leading an agile delivery team leveraging scrum, sprint planning, retrospectives and reporting progress to senior stakeholders. \n ABOUT US \n J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives. \n We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our \n FAQs \n for more information about requesting an accommodation. \n ABOUT THE TEAM \n J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.

Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower Research Capital a high-frequency proprietary trading firm founded in 1998 seeks a Quant Developer to join one of its trading teams in London. Tower Research Capital is an equal opportunity employer.

We are seeking a talented quantitative developer to join our Treasury Markets Data Science team. Youll join the Treasury Markets Data Science team owning the quantitative infrastructure that powers how Wise manages FX risk across a USD 250bn in annual FX volume- serving everyone from retail customer

We are working with a highly successful, niche fintech based in London that is looking to hire a Quant Developer with experience in option pricing models. They are a remote‑first and profitable business planning to grow their team. We can share further details with qualified candidates. Responsibilities: • Enhance and extend the financial analytics library by adding support for new products, models, and calculations while maintaining high engineering standards., • Deliver meaningful improvements to client experience by optimising performance, scalability, and reliability across the platform., • Collaborate closely with the wider engineering and quant teams to influence architecture, design, and best practices. Requirements: • Approximately 5 years of experience in a quant or developer role within a financial institution or fintech., • Strong understanding of the fundamental economics of financial derivatives., • Hands‑on experience calibrating models to market data for real‑time or trader‑facing use cases., • Comfortable working within large, complex, and evolving codebases., • A collaborative, feedback‑oriented mindset.

Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower has built its business on a high-performance platform and independent trading teams. We have a 25+ year track record of innovation and a reputation for discovering unique market opportunities. Tower is home to some of the world’s best systematic trading and engineering talent. We empower portfolio managers to build their teams and strategies independently while providing the economies of scale that come from a large, global organization. Engineers thrive at Tower while developing electronic trading infrastructure at a world class level. Our engineers solve challenging problems in the realms of low-latency programming, FPGA technology, hardware acceleration and machine learning. Our ongoing investment in top engineering talent and technology ensures our platform remains unmatched in terms of functionality, scalability and performance. At Tower, every employee plays a role in our success. Our Business Support teams are essential to building and maintaining the platform that powers everything we do — combining market access, data, compute, and research infrastructure with risk management, compliance, and a full suite of business services. Our Business Support teams enable our trading and engineering teams to perform at their best. At Tower, employees will find a stimulating, results-oriented environment where highly intelligent and motivated colleagues inspire each other to reach their greatest potential. Tower Research Capital, a high-frequency proprietary trading firm founded in 1998, seeks a Quant Developer to join one of its trading teams in London. You will be joining the EMEA Development team and as a Quant Developer, you will be in charge of improving the current research framework through the development of existing and new tools, and provide close day-to-day support to the quantitative research team on-site. Responsibilities • Designing and implementing a low latency high-frequency trading platform, • Assisting in the development of a tick by tick backtesting research platform, • Assisting in development and optimizing large-scale parallel computation problems that requires large quantities of data shared across resources, • Optimizing the computational efficiency of existing machine learning based algorithms to drive higher performance and faster learning rates, • Developing systems, interfaces and tools to historical market data and trading simulations that increase research productivity, • Creating tools to analyze data and generate insights that research decisions are based on Qualifications • Bachelor's, Masters or PhD in Computer Science, Engineering, or a related field (or equivalent practical experience), • A strong background in data structures, algorithms, and object-oriented programming in C++, • Brilliant problem-solving abilities, • The ability to manage multiple tasks in a fast-paced environment, • Strong communication skills, • Python and/or financial markets experience is preferred but not required Benefits Tower’s headquarters are in the historic Equitable Building, right in the heart of NYC’s Financial District and our impact is global, with over a dozen offices around the world. At Tower, we believe work should be both challenging and enjoyable. That is why we foster a culture where smart, driven people thrive – without the egos. Our open concept workplace, casual dress code, and well-stocked kitchens reflect the value we place on a friendly, collaborative environment where everyone is respected, and great ideas win. Our benefits include: • Generous paid time off policies, • Savings plans and other financial wellness tools available in each region, • Hybrid working opportunities, • Free breakfast, lunch, and snacks daily, • In-office wellness experiences and reimbursement for select wellness expenses (e.g., gym, personal training and more), • Company-sponsored sports teams and fitness events, • Volunteer opportunities and charitable giving, • Social events, happy hours, treats, and celebrations throughout the year, • Workshops and continuous learning opportunities At Tower, you’ll find a collaborative and welcoming culture, a diverse team and a workplace that values both performance and enjoyment. No unnecessary hierarchy. No ego. Just great people doing great work – together. Tower Research Capital is an equal opportunity employer.

About Wintermute Wintermute is one of the largest crypto-native algorithmic trading companies in digital assets. We provide liquidity algorithmically across most cryptocurrency exchanges and trading platforms, a broad range of OTC trading solutions as well as support high profile blockchain projects and traditional financial institutions moving into crypto. Wintermute also has a Wintermute Ventures arm that invests in early stage DeFi projects. Wintermute was founded in 2017 by industry leaders and has successfully navigated crypto industry cycles. Culturally, we combine the best of the two worlds: the technology standards of high-frequency trading firms in traditional markets and the innovative and entrepreneurial culture of technology startups. To Wintermute digital assets is not just another asset class, we believe in the innovative potential of blockchain, the fundamental innovations, we have a long-term view on the digital asset market and are taking a leadership position in building an innovative and compliant market. Read more _ Working at Wintermute We are looking for a C++ Trading Platform Developer who is passionate about technology, interested in both low level details of how computer hardware operates and high-level design of large systems, as well as in data infrastructure. Someone who likes opening the hood to see how things work, has understanding of data structures, experience writing client-server network applications, and writing and optimising code for high performance. We welcome your previous experience from your own personal projects as well as commercial experience. We are looking for people who are passionate about technology and have experience looking under the hood to see how C++ standard libraries and other solutions are implemented. Interest in algorithmic and quantitative trading is a plus. At Wintermute you will have an opportunity to grow and make direct impact on trading by developing and improving all the parts of the trading platform, data infrastructure and related software, while also getting advice and guidance from very experienced developers and traders, including the founders. You will get a lot of independence and responsibility right away, and you'll learn at an unprecedented speed! No legacy systems, no multiple levels of approvals, no bureaucracy; all developers report directly to CTO who is very hands on. You are judged by what you deliver, not by the hours your do. It is up to you to make an impact! You will work alongside exceptionally sharp colleagues, learn how to write fail-safe code and improve performance and scalability of the trading system, a real challenge and a rare opportunity! We have flexible working arrangements, it’s the productivity that matters. What will you work on A great advantage of this position is that it is varied, and it is also up to you to shape it in the direction that matches your talents and company needs. The focus of the role would be to work on the global trading platform that spans across many continents, with real time data capture, order entry on dozens of exchanges, robust connectivity and built in monitoring. You would be working on expanding and scaling up our trading platform, mainly using C++ and Python. All the workstations and servers are running Linux, no windows in trading and the development team. We also keep things simple and easy to understand wherever possible which means designing, scalable and robust C++ and Python code is a main skill. We will share more technical details in the interviews. You will have opportunity to improve your knowledge of software optimisations, of building robust large-scale systems and to understand crypto currency trading. \n Hard Skills requirements • Strong C++ skills are required - we will test, • Experience with looking under the hood to see how C++ standard libraries work - we will test, • Strong analytical skills - we will test, • Understanding of networking, CPU and memory model, assembly language - desirable Join our dynamic team and benefit from: • Working at one of the most innovative trading firms globally., • Engaging projects offering accelerated responsibilities and ownership compared to traditional finance environments., • A vibrant working culture with frequent team meals, holiday celebrations, gaming events, and company-wide outings, including our annual Wintermute weekend getaway., • A Wintermute-inspired office in central London, featuring an array of amenities such as table tennis and foosball, personalized desk configurations, a cozy team breakout area with games and free food., • Great company culture: informal, non-hierarchical, ambitious, highly professional with a startup vibe, collaborative and entrepreneurial., • A performance-based compensation with a significant earning potential alongside standard perks like pension and private Health insurance. Note: • Although we are unable to accept fully remote candidates, we support significant flexibility in regards to working from home and working hours., • We offer UK work permits and help with relocation Find out more: • _, • _, • _, • _, • _ \n

Kappa Lab is a digital assets market maker committed to delivering 24/7 deep liquidity and enhancing market efficiency. Our proprietary technology enables us to provide swift and effective solutions to our partners, while our sophisticated algorithms ensure efficient and consistent pricing across all trading venues. We fuel the Web3 ecosystem, driving innovation in pioneering projects with the professionalism and dedication of our exceptional team. Description As a Quant Developer at Kappa Lab, you will be working within a trading team, playing a pivotal role in translating quantitative trading strategies into operational algorithms and production-grade code. You will be working at the forefront of the rapidly evolving world of cryptocurrency trading. This position demands a blend of problem-solving skills, adaptability, and collaborative teamwork. If you possess a strong background in programming, excellent analytical skills, and an interest in the crypto markets, we want to hear from you! We offer a hybrid working arrangement, with the opportunity to be based in either our London or Dubai Office. Responsibilities • Design, develop, and implement high-performance trading algorithms and systems for cryptocurrency markets, ensuring they align with quantitative strategies and market-making objectives., • Optimize code for speed, reliability, and scalability to handle high-frequency trading environments and large-scale data processing., • Analyze market data, liquidity patterns, and order book dynamics to improve algorithm efficiency and pricing models., • Improve reporting and analysis of the existing system's performance. Required skills • Proficiency in Python., • Strong understanding of data structures, algorithms, and software design principles., • Experience with data analysis and manipulation using libraries like NumPy, Pandas, or similar tools., • Good knowledge of probability, statistics, and quantitative modeling techniques., • Familiarity with cryptocurrency markets, blockchain technology, and trading concepts (e.g., order types, liquidity provision)., • Excellent problem-solving skills and the ability to work effectively in a fast-paced, team-oriented environment. Desirable skills • Proficiency in Rust and/or Cython.., • Experience in high-frequency trading (HFT), market making, or algorithmic trading in crypto or traditional finance. Kappa Lab is an equal opportunites employer committed to creating an inclusive and diverse workplace. We welcome applications from all individuals and do not discriminate based on race, colour, nationality, ethnicity, religion or belief, sex, sexual orientation, gender identity or expression, marital status, pregnancy or maternity, disability, or age. We value and respect the unique contributions each person brings, and we strive to ensure that everyone can thrive and grow within our organization.

Job Description hackajob is collaborating with TradingHub to connect them with exceptional professionals for this role. \n Compensation: Competitive (Financial Services) \n About TradingHub \n Founded in 2010, TradingHub delivers uniquely intelligent trade surveillance software to world leading financial institutions. Developed by market professionals, our solutions use sophisticated modelling techniques to detect single and cross-product market manipulation. \n With a team of over 150 experts worldwide, TradingHub combines global reach with deep markets expertise to help our customers mitigate financial, regulatory, and reputational risk. \n The Role \n We are seeking a Senior Quantitative Developer (VP) to take a leading role in designing, building and validating our pricing models. This includes creating financial pricing libraries for multiple asset classes, calculators and risk algorithms. \n The successful candidate will combine excellent mathematical skills with proven experience in financial markets and the ability to productionise high-quality software. The capacity to put yourself in the eyes of a trader will be very useful as we continue to ensure our product’s capabilities are ahead of competitors in the market. \n Responsibilities: \n \n • \n Development of financial pricing libraries, calculators as well as risk/pricing-related algorithms \n • \n Using our in-house big data language for the large-scale analysis and production of securities data \n • \n Research and development of market dynamics across multiple asset classes \n • \n Prototyping, testing, and validation of TradingHub’s proprietary models \n • \n supporting and coaching more junior team members \n\n Requirements \n \n • \n Proven financial markets experience, ideally within an investment bank or pricing-related firm \n • \n Proficiency with C#, Python or another object-oriented programming language \n • \n Evidence of exceptional mathematical and analytical skills \n • \n A clear understanding of market risk, preferably for fixed-income \n • \n Good knowledge of derivatives (e.g. options, swaps, futures etc.) \n • \n Good knowledge of database technologies such as SQL, Postgres etc. \n • \n Able to deliver projects to agreed deadlines with excellent prioritisation skills \n\n Benefits \n Life at TradingHub is a rewarding journey within a fast-growing company that thrives on innovation and collaboration. By combining the best of technology and global markets, we’re able to solve complex problems together and deliver meaningful results to our customers. Everybody has value to bring, and we welcome individuality as a key driving force behind our collective success. \n Rooted in everything that we do are our core values: Accountability, Ambition, Partnership and Trust. These values provide the foundation for a sustainable workplace culture that empowers you to grow, contribute, and become your best self. \n Employee Benefits: \n \n • \n Annual discretionary performance bonus (permanent employees only) \n • \n Hybrid working policy \n • \n Office lunches twice a week \n • \n Private medical insurance + dental cover \n • \n Extended parental leave (up to 6 months of fully paid maternity leave) \n • \n 25 days annual leave + bank holidays \n • \n Enhanced company pension plan \n • \n 5 days study leave towards professional qualifications \n • \n Salary sacrifice schemes \n • \n Death in service coverage \n\n Don’t tick every single requirement? Research shows that candidates from under-represented groups are less likely to apply unless they meet all the criteria. We are dedicated to building a diverse, equitable and inclusive workplace, so if this role excites you, please don't let our specification hold you back. Get in touch! \n TradingHub is an equal opportunities employer. We do not discriminate based on race, religion, ethnic or national origins, sex (including pregnancy, childbirth, reproductive health decisions, or related medical conditions), sexual orientation, gender identity, gender expression, age, socio-economic background, responsibilities for dependants, physical or mental disability or other applicable legally protected characteristics. TradingHub selects candidates for interview based solely on their skills, experience and qualifications. \n We are committed to making our recruitment process accessible to all and we encourage candidates to inform us of any required adjustments. A full copy of our diversity, equity and inclusion policy will be made available to you upon request.

Senior Quant Developer - FRTB (Scala) Permanent London - Hybrid We are supporting a major financial markets programme and are looking for experienced Quant Developers to help deliver and enhance a strategic FRTB Internal Models Approach (IMA) solution. This is an opportunity to work on a high-profile regulatory transformation programme, partnering closely with Quants, Risk, Trading and Technology teams to build scalable, high-performance risk analytics platforms. Responsibilities: Developing and enhancing FRTB IMA risk calculation frameworks Building scalable analytics and reporting solutions Working closely with Quantitative Research, Market Risk and Front Office stakeholders Optimising performance and improving risk calculation workflows Contributing to the design of strategic risk technology platforms Skills and Experience: Strong commercial experience with Scala development Solid understanding of functional programming principles Experience within Market Risk, Quantitative Development or Risk Analytics environments Knowledge of FRTB, particularly IMA, highly desirable Experience working with large-scale risk engines, pricing models or analytics platforms Exposure to KDB/Q is advantageous but not essential Strong problem-solving skills and ability to work directly with business stakeholders Ideal Background: * 7-10+ years' experience ...

Senior Quantitative Developer / Research & Data Engineer.Senior Quantitative Developer / Research & Data Engineer.Python, C++, quantitative, research, market data, simulation frameworks.Bachelor's Degree in Computer Science, Mathematics, Statistics, or Operation Research ONLY.Quantitative De

Get AI-powered advice on this job and more exclusive features. A leading Hedge Fund based in London is seeking a Quantitative Developer to join their trading technologies team. The firm's team integrates innovative technology and trading strategies, utilizing a sophisticated research platform and development environment to realize consistent trading alphas. An extremely talented and motivated individual is sought to collaborate with a team that is competitive in the global financial markets. As a Quantitative Developer, you will play a crucial role in enhancing their research framework and developing trading strategies across all assets, enabling traders to optimize execution performance and minimize costs. You will work closely with traders, PMS, and stakeholders in the quantitative research team to develop sophisticated tools and analytics that provide actionable insights into improving PnL. Responsibilities: • Implement trading strategies and execution performance improvements across various asset classes., • Develop and implement statistical models and algorithms., • Collaborate with traders and quantitative researchers to identify areas for improvement., • Provide quantitative development expertise and support to traders and portfolio managers on all front office technology matters. Qualifications: • Proven experience in quantitative development within a hedge fund or investment bank., • Familiarity with financial markets and trading concepts., • Strong experience with C++ and Python., • Experience working with large datasets and databases. Please apply now for an excellent opportunity with an elite fund that offers significant growth potential. • Mid-Senior level, • Full-time, • Engineering, Information Technology, and Production, • Capital Markets, Investment Banking, and Financial Services Referrals increase your chances of interviewing at Algo Capital Group by 2x. Get notified about new Quantitative Developer jobs in London Area, United Kingdom. #J-18808-Ljbffr

Senior Quantitative Developer / Research & Data Engineer.Senior Quantitative Developer / Research & Data Engineer.Python, C++, quantitative, research, market data, simulation frameworks.Bachelor's Degree in Computer Science, Mathematics, Statistics, or Operation Research ONLY.Quantitative De

Job Description hackajob is collaborating with TradingHub to connect them with exceptional professionals for this role. \n Compensation: Competitive (Financial Services) \n About TradingHub \n Founded in 2010, TradingHub delivers uniquely intelligent trade surveillance software to world leading financial institutions. Developed by market professionals, our solutions use sophisticated modelling techniques to detect single and cross-product market manipulation. \n With a team of over 150 experts worldwide, TradingHub combines global reach with deep markets expertise to help our customers mitigate financial, regulatory, and reputational risk. \n The Role \n We are seeking a Quantitative Developer to contribute in designing, building and validating our pricing models. This includes creating financial pricing libraries for multiple asset classes, calculators and risk algorithms. \n The successful candidate will combine excellent mathematical skills with proven experience in financial markets and the ability to productionise high-quality software. The capacity to put yourself in the eyes of a trader will be very useful as we continue to ensure our product’s capabilities are ahead of competitors in the market. \n Responsibilities: \n \n • \n Development of financial pricing libraries, calculators as well as risk/pricing-related algorithms \n • \n Using our in-house big data language for the large-scale analysis and production of securities data \n • \n Research and development of market dynamics across multiple asset classes \n • \n Prototyping, testing, and validation of TradingHub’s proprietary models \n\n Requirements \n \n • \n Proficiency with C#, C++ or Python \n • \n Evidence of exceptional mathematical and analytical skills \n • \n Initial industry experience working as a quant within a financial services organisation \n • \n Some knowledge of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. \n • \n Understanding of derivatives (e.g. swaps, options, futures) \n • \n Confidence to experiment with new ideas and technologies \n • \n Keen to work in a fast-paced environment \n\n Benefits \n Life at TradingHub is a rewarding journey within a fast-growing company that thrives on innovation and collaboration. By combining the best of technology and global markets, we’re able to solve complex problems together and deliver meaningful results to our customers. Everybody has value to bring, and we welcome individuality as a key driving force behind our collective success. \n Rooted in everything that we do are our core values: Accountability, Ambition, Partnership and Trust. These values provide the foundation for a sustainable workplace culture that empowers you to grow, contribute, and become your best self. \n Employee Benefits: \n \n • \n Annual discretionary performance bonus (permanent employees only) \n • \n Hybrid working policy \n • \n Office lunches twice a week \n • \n Private medical insurance + dental cover \n • \n Extended parental leave (up to 6 months of fully paid maternity leave) \n • \n 25 days annual leave + bank holidays \n • \n Enhanced company pension plan \n • \n 5 days study leave towards professional qualifications \n • \n Salary sacrifice schemes \n • \n Death in service coverage \n\n Don’t tick every single requirement? Research shows that candidates from under-represented groups are less likely to apply unless they meet all the criteria. We are dedicated to building a diverse, equitable and inclusive workplace, so if this role excites you, please don't let our specification hold you back. Get in touch! \n TradingHub is an equal opportunities employer. We do not discriminate based on race, religion, ethnic or national origins, sex (including pregnancy, childbirth, reproductive health decisions, or related medical conditions), sexual orientation, gender identity, gender expression, age, socio-economic background, responsibilities for dependants, physical or mental disability or other applicable legally protected characteristics. TradingHub selects candidates for interview based solely on their skills, experience and qualifications. \n We are committed to making our recruitment process accessible to all and we encourage candidates to inform us of any required adjustments. A full copy of our diversity, equity and inclusion policy will be made available to you upon request.

Senior Quant Developer - FRTB (Scala) Permanent London - Hybrid We are supporting a major financial markets programme and are looking for experienced Quant Developers to help deliver and enhance a strategic FRTB Internal Models Approach (IMA) solution. This is an opportunity to work on a high-profile regulatory transformation programme, partnering closely with Quants, Risk, Trading and Technology teams to build scalable, high-performance risk analytics platforms. Responsibilities: • Developing and enhancing FRTB IMA risk calculation frameworks, • Building scalable analytics and reporting solutions, • Working closely with Quantitative Research, Market Risk and Front Office stakeholders • Optimising performance and improving risk calculation workflows, • Contributing to the design of strategic risk technology platforms Skills and Experience: • Strong commercial experience with Scala development, • Solid understanding of functional programming principles, • Experience within Market Risk, Quantitative Development or Risk Analytics environments • Knowledge of FRTB, particularly IMA, highly desirable, • Experience working with large-scale risk engines, pricing models or analytics platforms • Exposure to KDB/Q is advantageous but not essential, • Strong problem-solving skills and ability to work directly with business stakeholders Ideal Background: ...

We are seeking an experienced Senior Python Developer to join our Athena Rates development team to work on our Risk and PnL framework for the Rates line of business. In this role you will architect, design, develop, and integrate sophisticated solutions that support trading desks and back‑office functions across rates products. • Build and maintain robust software solutions for rates trading activities., • Collaborate closely with quantitative analysts, traders, and risk managers to integrate systems across front‑office, middle‑office, and back‑office processing., • Develop scalable, high‑performance code that handles large volumes of market data and complex financial calculations, including risk metrics, PnL attribution frameworks, and data pipelines that connect trading systems with downstream consumers., • Participate in architectural decisions, code reviews, and technical design sessions, contributing expertise to shape the evolving automated platform., • Translate business needs into technical solutions, explain technical constraints to both technical and non‑technical stakeholders, and gather requirements from business users across multiple teams., • Prepare and maintain legacy applications when required., • Minimum five years of hands‑on Python development experience., • Strong preference for candidates with a financial services background., • Solid understanding of software engineering principles, including object‑oriented design, testing methodologies, and version control practices., • Demonstrated ability to write clean, maintainable code and work effectively within large, complex codebases., • Strong verbal and written communication skills with an ability to articulate technical concepts to both technical and non‑technical stakeholders., • Proficiency with relational and NoSQL databases; experience with distributed systems and real‑time data processing., • Knowledge of modern development practices including CI/CD pipelines and containerization., • Experience with rates products such as swaps, securities, options, and repo; familiarity with risk methodologies and PnL calculation frameworks., • Exposure to quantitative finance concepts and market risk measures., • Understanding of regulatory reporting requirements in financial services., • Prior experience with other financial risk stack platforms such as SecDB, Quartz, or Athena., • Experience using agentic AI tools for software development, testing, and analysis. #J-18808-Ljbffr

Job Description hackajob is collaborating with J.P. Morgan to connect them with exceptional professionals for this role. \n JOB DESCRIPTION \n We are seeking an experienced Senior Python Developer to join our Athena Rates development team to work on Risk and PnL framework in Rates LOB. In this role, you will architect, design, develop, and integrate sophisticated solutions that support trading desks and back office functions across rates products. You will work at the intersection of technology and finance, delivering high-impact systems that enable critical risk management and profit & loss analysis for our trading operations. \n Key Responsibilities \n As a Senior Python Developer on our team, you will build and maintain robust software solutions for rates trading activities. You will collaborate closely with quantitative analysts, traders, risk managers, to integrate systems across front office , middle and back office processing. Your work will directly support trading operations across multiple Rates Swap Derivative products and Options products . \n You will be responsible for developing scalable, performant code that handles large volumes of market data and complex financial calculations. This includes implementing risk metrics, PnL attribution frameworks, and data pipelines that connect trading systems with downstream consumers. You will participate in architectural decisions, code reviews, and technical design sessions, contributing your expertise to shape the evolution of this automated platform in Rates. \n Required Qualifications \n \n • Minimum 5 years of hands-on Python development experience \n • Strong preference for candidates with financial services background \n • Solid understanding of software engineering principles including object-oriented design, testing methodologies, and version control practices \n • Demonstrated ability to write clean, maintainable code and work effectively within large, complex codebases \n • Strong verbal and written communication skills with ability to articulate technical concepts to both technical and non-technical stakeholders \n • Proven ability to gather requirements from business users and collaborate across multiple teams and functions \n • Capability to translate business needs into technical solutions and explain technical constraints in business terms \n • Willing to understand and work on legacy applications when required \n\n Preferred Qualifications \n \n • Prior experience with other financial risk stack platforms such as SecDB, Quartz, or Athena \n • Knowledge of rates products including Swaps, Securities, Options, and Repo \n • Familiarity with risk methodologies and PnL calculation frameworks \n • Experience with distributed systems and real-time data processing \n • Proficiency with relational and NoSQL databases \n • Knowledge of modern development practices including CI/CD pipelines and containerization \n • Exposure to quantitative finance concepts and market risk measures \n • Understanding of regulatory reporting requirements in financial services \n • \n Usage of Agentic AI tools for Software Development , Testing , Analysis \n\n ABOUT US \n J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives. \n We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our \n FAQs \n for more information about requesting an accommodation. \n ABOUT THE TEAM \n J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.

The Quantitative Developer / Model Validator role supports independent validation of algorithmic trading models, pricing and risk engines, bridging quantitative analysis with implementation review.

This is a desk aligned role and requires a strong developer with extensive Python coding experience as well as an in depth knowledge of Commodities trading gained from working at Commodities hedge fund, trading firm or Commodities team at an investment bank. Computer Science or similar field from a

Marex is seeking a Quantitative Developer / Model Validator to join our London-based team. The role focuses on independent validation of algorithmic trading models, pricing and risk engines, translating quantitative insights into robust validation evidence.

We are seeking a talented quantitative developer to join our Treasury Markets Data Science team, owning production infrastructure behind FX pricing, risk, and trading systems with opportunities to expand into traditional quant work.

Responsibilities Perform independent validation of algorithmic trading models, pricing models, and risk engines, with particular focus on methodology, implementation, controls, and intended use. The Quantitative Developer / Model Validator will support the independent validation and review of algori

Responsibilities Perform independent validation of algorithmic trading models, pricing models, and risk engines, with particular focus on methodology, implementation, controls, and intended use. Statistical arbitrage / systematic trading familiarity (factor models, mean-reversion signals, execution/

High Frequency Trading | Equities & FX | London We’ve been exclusively mandated to find a high‑calibre Senior Quant Developer / Researcher to take ownership of a designing, developing and deploying alpha-generating trading strategies across high-frequency Equities and FX markets. Build robust re

Python Developer Quant Trading London, United Kingdom Posted 11 months ago Quant Capital Quant Capital is urgently looking for a Python C# Developer to work for our high profile Hedge Fund.Tech Stack Python C# * Quantitative Compensation Competitive Role Type Full time Visa Sponsorship Not provi

Quantitative Developer Jobs in United States Quantitative Developer (C++ & Python) | New Team Build (Seattle) | Elite Quant Hedge Fund Trading/Quantitative Modeling | Analyst | New York Senior Quant Developer | Next gen quant research platform/new team build | Boston Quantitative Developer /

Graduate Software Developer / Quantitative Developer / Quantitative Researcher Up to £170,000 + Bonus + Comprehensive Benefits Are you a high-achieving graduate looking to apply your technical and analytical skills in one of the world's most intellectually demanding environments?. Software Engineer

Venture Search is seeking an experienced Quantitative Developer to join a newly formed team building a mid-frequency equities trading platform in London.

Seeking a Java Developer for Quantitative Fixed Income Engineering to build low-latency trading applications, focusing on algos and frameworks.

Job Description hackajob is collaborating with J.P. Morgan to connect them with exceptional professionals for this role. \n JOB DESCRIPTION \n Job responsibilities \n ⢠Own the delivery of value-add activities as part of a scrum team and be an active member governing the overall platform. \n ⢠Enhance and develop new features for risk aggregation and hedging, leveraging React and Java \n ⢠Act as a Lead developer who will help set direction and best practice around automated testing, platform framework, SDLC as well as acting a point of contact for more junior developers to give them guidance on best practices. \n ⢠You will also collaborate with other frontend developers to get involved with code reviews and building up our suite of re-suable components to facilitate faster development. \n ⢠Close collaboration with a number of teams including Trading, Sales and Quantitative Research, UX as well as other technology teams. \n Required qualifications, capabilities, and skills \n ⢠Commercial experience working with Java \n ⢠Experience in designing scalable micro-services using RESTful \n ⢠Knowledge of server side technologies (Spring/Spring boot, messaging frameworks such as ActiveMQ, Kafka, maven/gradle, junit mocking frameworks) \n ⢠Experience in developing, debugging and automated testing (e.g. react testing library / cypress) within a commercial setting \n ⢠Expertise in Databases, relational, and No-SQL and JVM performance analysis including profiling, heap dump analysis, thread dump analysis, and GC tuning within a commercial setting \n ⢠Solid understanding of CI/CD (e.g. Jenkins), Application Resiliency, and Security \n Preferred qualifications, capabilities, and skills \n ⢠Working within Investment Bank / Finance Technology \n ⢠Experience in leading an agile delivery team leveraging scrum, sprint planning, retrospectives and reporting progress to senior stakeholders. \n ABOUT US \n J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives. \n We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our \n FAQs \n for more information about requesting an accommodation. \n ABOUT THE TEAM \n J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.