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Experience Level
Senior
Qualifications
To be successful in this position, you will need a strong background in quantitative analysis, mathematics, or a related field. A Master’s or PhD degree is preferred. You should also possess excellent programming skills in languages such as Python or R, and have experience with statistical analysis and financial modeling. Additionally, strong communication skills are essential, as you will be presenting your findings to key stakeholders and guiding strategic decision-making.
About the job
Legal & General is hiring a Senior Quantitative Analyst based in London. The position centers on building advanced quantitative models, analyzing complex data sets, and interpreting results to guide decisions for senior management. This work supports a range of business initiatives and helps shape company strategy.
Key responsibilities
Develop and maintain sophisticated quantitative models for financial analysis.
Conduct detailed data analysis to support business strategy.
Interpret quantitative results and present actionable insights to senior leaders.
Collaborate with cross-functional teams to verify the accuracy of financial forecasts and risk assessments.
Apply quantitative expertise to refine investment strategies and enhance investment performance.
Collaboration
This role involves close coordination with colleagues from multiple departments. Teamwork is essential to ensure reliable forecasting and effective risk management across the organization.
About Legal & General
Legal & General is a leading financial services company that is committed to innovation and excellence. With a rich history spanning over 180 years, we offer a wide range of services including insurance, investment management, and retirement solutions. Our mission is to help our customers achieve financial security and peace of mind through our trusted solutions.
Role overview Legal & General is hiring a Senior Quantitative Analyst based in London. The position centers on building advanced quantitative models, analyzing complex data sets, and interpreting results to guide decisions for senior management. This work supports a range of business initiatives and helps shape company strategy. Key responsibilities Develop and maintain sophisticated quantitative models for financial analysis. Conduct detailed data analysis to support business strategy. Interpret quantitative results and present actionable insights to senior leaders. Collaborate with cross-functional teams to verify the accuracy of financial forecasts and risk assessments. Apply quantitative expertise to refine investment strategies and enhance investment performance. Collaboration This role involves close coordination with colleagues from multiple departments. Teamwork is essential to ensure reliable forecasting and effective risk management across the organization.
Role Overview smartkarma seeks an Independent Quantitative Analyst in London. This role suits someone with a solid quantitative background who enjoys working autonomously. The main focus is on delivering clear, data-driven analyses for the investment community. What You Will Do Develop quantitative models and frameworks to inform investment decisions Produce independent analyses that support investors Apply quantitative expertise to address complex financial questions Who We’re Looking For Strong quantitative skills Experience building models for investment or financial analysis Comfort working independently and setting your own direction
Quantitative Analyst Intern - CryptoJoin our dynamic Strategic Market Making team at Keyrock, where we leverage innovative strategies to navigate the ever-evolving landscape of digital asset markets.As a Quantitative Analyst Intern, you will engage in cutting-edge analysis and optimization of our market strategies across various centralized and decentralized exchanges (CEXs and DEXs). Your role will be pivotal in identifying and capitalizing on unique market opportunities arising from new token launches, liquidity programs, and incentive structures.Be part of a forward-thinking team that is unencumbered by traditional obligations, allowing for rapid strategy iteration and effective capital allocation. You will also play a key role in our expansion into the Perpetual DEX ecosystem, merging traditional finance insights with decentralized finance innovations.
Full-time|On-site|London, Madrid, Montreal, Bangalore, Singapore, Hong Kong, Warsaw
We invite you to apply to the position that aligns best with your skills and experience. Should our team determine you are a better fit for another role, we will reach out regarding that opportunity. Position Overview: We are seeking driven graduates or early career professionals passionate about finance and equipped with a background in computer science, engineering, mathematics, or other STEM disciplines to join our three-year Desk Quantitative Analyst program. Throughout this program, you will collaborate closely with seasoned Quantitative Researchers and Traders to adapt to the dynamic requirements of our trading desks. Enhance and maintain the codebase and configurations of strategies within our automated trading framework. Manage extensive datasets utilized for both research and operational purposes. Conduct live and historical monitoring of trading activities, including post-trade analyses and production reconciliations. Potential to transition into a Junior role in Quantitative Development or Quantitative Research, based on your individual performance. A Day in the Life of a Desk Quant Analyst: Before market opening, ensure all necessary data and processes are prepared for the trading day. During market hours, intermittently monitor the behavior and performance of strategies. Engage in various long-term projects aimed at expanding our systematic trading capabilities and ensuring their resilience.
Join Kpler as a Quantitative Freight Analyst specializing in Dry Bulk. In this role, you will analyze market trends, build quantitative models, and provide insights to optimize freight operations. You will collaborate with a dynamic team and leverage data to support decision-making processes in the shipping industry.
Teza Technologies is actively seeking a highly skilled Senior Quantitative Researcher to become an integral part of our Options stream. This position calls for exceptional analytical capabilities, a steadfast dedication to excellence, and a fervor for identifying hidden patterns within data sets. If you are motivated by intellectual challenges and excel in tackling intricate problems, this role provides an extraordinary opportunity to advance your career.Our team cherishes determination, precision, and the capacity for both critical and creative thinking. Although the work is rigorous, the rewards are substantial, impacting your contributions and facilitating your growth in our collaborative, high-performance environment. We value autonomy and offer the freedom to develop cutting-edge algorithms in finance while emphasizing the vital aspect of effective communication.LocationLondon, UK (Hybrid mode with a requirement of 3 days in-office)Key ResponsibilitiesSpearhead the research and development of systematic options trading strategies across both US and global markets.Utilize advanced options pricing models, volatility surface modeling, and risk-neutral frameworks to generate alpha.Perform rigorous backtesting, stress testing, and statistical validation of strategies.Collaborate with technologists to translate research into production-ready trading systems with robust execution.Refine portfolio construction and risk management frameworks for options books.Contribute to the advancement of Teza’s options research platform, infusing innovation into live strategies.Mentor junior researchers and drive the continuous enhancement of research practices, infrastructure, and tools.Basic RequirementsDegree in Physics, Mathematics, Computer Science, Engineering, or another technical discipline.Strong mathematical skills in statistics, linear algebra, optimization, etc.A minimum of 4 years of quantitative research or trading experience in systematic trading.Extensive expertise in options, including volatility surface and derivatives pricing methods.Proficient programming skills in Python, with experience managing large, complex datasets.Solid understanding of risk management principles in derivatives trading.Ability to collaborate effectively across research and technology teams.
Join our innovative team at mustard-systems, where we develop tailored statistical models and probabilistic frameworks that accurately predict horse racing outcomes and optimize trading strategies. Your insights will directly influence our success, determining what to back, when, and how much.We are seeking a dedicated researcher to become a vital member of our quantitative team. In this role, you will enjoy significant ownership over your projects, making impactful decisions about what you build, how you approach it, and evaluating its effectiveness.If you have previously tackled challenging technical problems and are eager for more opportunities to apply your scientific problem-solving skills in a high-stakes environment, we want to hear from you.Your responsibilities will include building and refining our quantitative models. While our primary focus is on custom state space models, probabilistic frameworks, and neural architectures, we are open to exploring other methods if they yield better results. Understanding the data is just as crucial as modeling; you'll need to navigate its complexities and uncover untapped opportunities.You will be expected to articulate the rationale behind your modeling choices clearly, and we will encourage you to challenge our assumptions as well.As part of a small, ambitious team, you will grow your understanding of our product and domain, influencing research directions and the business decisions that stem from them. We are looking for someone who identifies problems, crafts solutions, and pursues tangible outcomes, rather than merely completing predefined tasks.
Join our dynamic team at Legal & General as a Quantitative Analyst in London. In this pivotal role, you will leverage data-driven insights to enhance our investment strategies and drive informed decision-making. You will collaborate with cross-functional teams, applying your analytical skills to interpret complex financial data, optimizing our investment portfolio. If you're passionate about quantitative analysis and looking to make a significant impact, this is the opportunity for you!
About Us: DV Trading is a prominent player in the financial services sector, leveraging proprietary capital, innovative trading strategies, and sophisticated risk management techniques to deliver liquidity across global financial markets and various asset classes. Established 20 years ago and headquartered in Chicago, our team has expanded to approximately 600 professionals operating across North America, Europe, the UAE, and Asia. The DV Trading group encompasses two broker-dealers, a futures commission merchant, and a registered investment adviser. Responsibilities: Create predictive models utilizing financial data through advanced statistical analysis techniques. Develop robust solutions to complex challenges faced in the trading environment. Transform research strategies into operational software applications. Formulate and implement mathematical modeling techniques to enhance existing trading strategies while embarking on innovative research aimed at identifying and capitalizing on trading opportunities. Requirements: A degree in a technical discipline, emphasizing statistics, machine learning, or computer science. Demonstrated experience collaborating with trading desks. Proficiency in managing large data sets effectively. Expertise in Python programming. Substantial hands-on experience applying algorithms in practical scenarios. Exceptional problem-solving and statistical analysis skills. A proactive approach in leading assignments and projects.
Full-time|$200K/yr - $275K/yr|On-site|London, England, United Kingdom; New York, New York, United States; Norwalk, Connecticut, United States; West Palm Beach, Florida, United States
Graham Capital Management, L.P. ("Graham") is a premier alternative investment firm established in 1994 by Kenneth G. Tropin. With a focus on discretionary and quantitative macro strategies, Graham is committed to generating robust, uncorrelated returns across diverse market conditions. As one of the longest-standing managers in the global macro and trend-following space, Graham continuously innovates, adapting its strategies through a sophisticated investment, technology, and operational framework. By leveraging the interplay between its discretionary and quantitative trading operations, Graham provides a comprehensive suite of complementary alpha strategies, all grounded in prudent portfolio construction, proactive risk management, and intentional diversification.The cornerstone of Graham’s sustainability and success lies in the expertise and contributions of its team. The firm is dedicated to nurturing talent, promoting a diversity of perspectives, and valuing the input of all team members. Consequently, every employee plays a crucial role in empowering their colleagues.DescriptionGraham Capital Management, L.P. is excited to welcome a Quantitative Research Analyst to our Quantitative Strategies team, reporting directly to a Quantitative Research Manager. The successful candidate will be instrumental in researching and enhancing our current trading systems while developing new systematic trading signals designed to complement and diversify our core strategies. By employing advanced quantitative analysis, risk management, and portfolio optimization techniques, this role aims to maximize performance and maintain a competitive edge.
The Opportunity Quantitative Analyst - Transforming the Future of Sports Betting Join our innovative team and redefine the landscape of sports betting! We are on the lookout for a passionate and creative Quantitative Analyst to craft and enhance state-of-the-art statistical models. In this pivotal role, you will significantly contribute to improving our market offerings and driving our growth in the fast-paced sports betting arena. Utilize your data science, machine learning, and AI expertise to develop models that forecast outcomes, manage risks, and unlock exciting opportunities in micro-markets and derivatives. Your Role Involves: Core Sports Betting Models: Construct and refine predictive models for match outcomes, leveraging advanced statistical techniques, machine learning algorithms, and AI methodologies. Player Statistics Models: Develop and sustain complex models that assess player performance and predict individual impacts, thereby creating thrilling new betting opportunities. Risk Management Models: Formulate and execute robust risk assessment models to optimize exposure and guarantee the enduring viability of our operations. Market Expansion: Assist in innovating market offerings, including derivatives and micro-markets, by generating the essential underlying models. Technology Modernization: Collaborate on modernizing our modeling technologies, exploring and adopting new tools and platforms to boost efficiency and scalability. Data-Driven Innovation: Engage in the development of new data-driven techniques, pushing the boundaries of what’s achievable in sports betting analytics. Data Collaboration: Partner with the data engineering team to enhance data storage and retrieval processes, ensuring smooth access to crucial information for model development. Data Acquisition: Identify and gather relevant data sources to support model development and enhancement. Knowledge Sharing: Clearly document model methodologies and effectively communicate intricate technical concepts to both technical and non-technical stakeholders across the organization. Performance Monitoring: Implement performance tracking systems to ensure models achieve desired outcomes and are continuously improved.
Maven Securities Holding Ltd is a leading proprietary trading firm, leveraging internal capital across a variety of strategies including discretionary, systematic, and market-making. Our diverse team of traders, engineers, and technologists is dedicated to optimizing our role as a top-tier liquidity provider for globally traded derivatives. We utilize innovative execution and pricing technologies to enhance the functionality of financial markets. As Maven grows, we maintain the vibrant energy and innovative culture of a startup, while minimizing associated risks. Key Responsibilities:Build Advanced Analytics Framework: Create scalable Python libraries and tools to standardize performance metrics across teams, establishing automated workflows that transform raw trading data into valuable insights for Portfolio Managers and the Investment Committee.Conduct In-Depth Quantitative Research: Execute comprehensive statistical analyses on trade and portfolio-level data to dissect PnL drivers. Identify alpha decay, inefficiencies, and execution challenges to provide actionable insights that enhance performance.Optimize Existing Strategies: Analyze trade and strategy performance to pinpoint areas for optimization and efficiency improvements. Deliver data-backed recommendations and ensure follow-through.Identify Trading Risks & Opportunities: Monitor portfolio exposures, performance trends, and market signals to detect emerging risks and uncover underutilized or mispriced opportunities across various strategies.Assist in Strategy Development: Support the onboarding process for Portfolio Managers and contribute to business development initiatives involving new product groups and strategies.
Role overview dvtrading is hiring a Quantitative Trader specializing in equities for its London office. This position focuses on applying quantitative techniques and data analysis to identify trading opportunities within equity markets. Both strategy development and hands-on execution play a central part in the role, directly impacting the firm's trading performance. What you will do Analyze extensive market data to find patterns and opportunities in equities trading Design, test, and implement quantitative trading strategies Collaborate with a team of experienced traders and researchers Monitor how strategies perform and adjust them to improve results Who thrives here People who enjoy solving complex problems in creative ways Those with a strong interest in financial markets Individuals comfortable in a collaborative and energetic team setting Location This role is based in London.
Fasanara Digital, the cryptocurrency division of Fasanara Capital, has been at the forefront of digital asset investment for the past seven years. As a specialized alternative asset manager with over 14 years of experience, we adopt a rigorous quantitative approach to investing in crypto assets, aiming for exceptional risk-adjusted returns. Our diverse and sophisticated investment strategies leverage market inefficiencies, encompassing various techniques from market making to cross-exchange arbitrage.Our CultureAt Fasanara, we champion a meritocratic environment where individuals are recognized for their contributions and excellence. Our collaborative and entrepreneurial atmosphere is free from the constraints of bureaucracy, fostering trust and teamwork. We set high ambitions, work diligently, and uphold the highest standards of excellence, building our firm around exceptional talent.Position OverviewWe are looking for a Mid-Frequency Quantitative Researcher to spearhead the design, development, and deployment of systematic trading strategies within the digital asset market. This role will also support portfolio management for our multi-strategy book. You will be responsible for the entire research lifecycle, from idea generation and signal construction to implementation, monitoring, and continuous optimization, collaborating closely with execution and infrastructure teams.ResponsibilitiesConduct thorough research to develop and validate high-quality quantitative trading signals for the cryptocurrency markets.Lead the complete strategy development lifecycle, from hypothesis generation through to live deployment.Monitor live trading performance, assess risk exposures, and ensure strategy robustness.Continuously improve and refine existing models based on performance metrics and market dynamics.Create dashboards and analytics to facilitate monitoring and analysis of the Mid-Frequency strategy portfolio.Maintain clear documentation of research methodologies, findings, and enhancements.Effectively communicate insights, risks, and updates on strategies to internal stakeholders.
Join OakNorth, where we are dedicated to empowering the UK’s most ambitious businesses. Since our inception in 2015, we have successfully lent over $18 billion across the UK and US, contributing to the creation of more than 58,000 new homes and 36,000 new jobs, while supporting hundreds of thousands of personal savers, all driving growth in the UK economy.Our lending operations serve as the backbone of our growth strategy, further enhanced by our expanding services in Business Banking and Personal Savings. We are looking for a Senior Fullstack Engineer to lead our digital lending initiatives and quantitative modelling efforts.
About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering superior returns for discerning clients through our Systematic, Discretionary, and Solutions offerings. Leveraging exceptional talent and cutting-edge technology, our investment strategies—both single and multi-manager—are grounded in extensive research and span public and private markets across all major asset classes, with a notable emphasis on alternative investments. We prioritize a partnership approach, forging deep connections with clients to create customized solutions that address their investment objectives and those of the millions of retirees and savers they represent.Based in London, we manage assets totaling $227.6 billion* and have a presence in multiple global offices. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. More information is available at www.man.com.* As of 31 December 2025Algo Research Team:The Algo Research team is tasked with conducting alpha research across a diverse range of time frames—from high-frequency to daily strategies—designing monetization and execution algorithms, and performing market impact modeling across all major asset classes, including Cash Equities, Futures, FX, and Options. We collaborate closely with various systematic research teams within Man Group to maximize the realized profit and loss of our strategies. Algo Research is a critical area of focus for Man Group.We are seeking a Quantitative Researcher primarily focused on Futures, with responsibilities including:Developing high-quality intraday predictive alpha signals in futures with time scales ranging from sub-seconds to hours, utilizing order book and alternative datasets.Implementing machine learning techniques in alpha research.Conducting detailed market impact modeling.Addressing optimal execution optimization challenges.Identifying the most lucrative profit and loss opportunities.Collaborating closely with researchers across the Man Systematic team.
Role Overview Fasanara Capital is seeking a Quantitative Researcher in London. This position focuses on applying advanced analytical methods to support investment strategies and strengthen data-driven decisions. The role involves close collaboration with the investment team to analyze market trends and build predictive models. What You Will Do Apply quantitative techniques to research financial markets and identify patterns Develop and refine predictive models to inform investment decisions Work alongside investment professionals to translate research into actionable strategies Contribute to the team’s understanding of market dynamics with rigorous analysis Location This role is based in London, England, United Kingdom.
At Maven Securities Holding Ltd, we specialize in deploying rigorously researched strategies across futures, options, and equities. Our Systematic Alpha team utilizes cutting-edge technology to execute a scientific and methodical approach to trading. We foster a flexible research environment that empowers our team members to develop, test, and implement innovative ideas efficiently. By valuing creativity and collaboration, we ensure a supportive atmosphere that maximizes our team's potential. Our commitment to excellence allows us to elevate proven strategies across diverse alpha sources and time horizons using state-of-the-art execution technologies.The Role: Collaborate with fellow researchers to conceptualize and develop new trading strategies and signals. Engage in risk management discussions and contribute to trading operations while gaining exposure to the entire investment pipeline.
Full-time|On-site|London, Montreal, Warsaw, Hong Kong, Singapore, Madrid, Houston, Bangalore
Position Overview: The Quantitative Development team collaborates closely with quantitative researchers to architect, implement, deploy, and utilize cutting-edge software for research and trading purposes. As an integral part of the technology team, we embrace modern software development methodologies and work alongside peers to innovate and enhance these tools for broader applications. Quantitative developers lead cross-functional initiatives with both technologists and quantitative researchers across diverse asset classes to fulfill Squarepoint’s strategic objectives. Engage with quantitative researchers to design and construct robust and scalable workflows for research and trading. Work collaboratively with team members and technical peers to ensure global consistency and maximize the reuse of software components. Take full ownership of projects throughout their complete engineering lifecycle. Provide level 2 support for mission-critical components.
Pension Insurance Corporation (PIC) is dedicated to providing secure retirement incomes through exceptional risk management and outstanding asset and liability management. Our mission is to ensure the timely payment of pensions to our current and future policyholders. We achieve this through strategic objectives that foster a healthy culture founded on our core values of Resilience, Adaptability, and Loyalty.We are excited to announce an opening for a Quantitative Strategist to join our ALM Securities & Derivatives team. This integral function is central to PIC’s operations, focusing on maximizing the synergy between assets and liabilities in accordance with our firm’s risk appetite.The Quant Strategist team collaborates closely with the broader Investment department to tackle business challenges using a blend of quantitative analysis and actuarial expertise. Together, we aim to enhance analytical frameworks, hedging strategies, and portfolio optimization tools that inform investment decisions and fortify balance sheet management.In this role, you will enhance PIC’s ALM quantitative toolkit, crafting systems and datasets that facilitate efficient modeling and analysis. Your focus will be on converting complex data and models into actionable, user-friendly analytics, partnering with the investment team to provide clearer insights and enable faster, more informed decision-making, thereby improving the overall investment process.Your key responsibilities will include:Maintaining and enhancing the ALM Quant Platform, ensuring that existing models, libraries, and analytics are accurate, robust, and well-documented.Designing and delivering new model features or analytical capabilities that align with business needs, regulatory requirements, or investment initiatives.Developing and implementing model components to be handed over for production deployment, ensuring clean code, technical specifications, and appropriate testing artifacts.Supporting BAU production processes, including executing ALM analytics, troubleshooting issues, and communicating results to internal stakeholders.Analyzing and approximating Solvency II balance-sheet impacts under various market or portfolio scenarios, supporting risk management and investment decisions.Collaborating with ALM, Investment, Actuarial, and Risk teams to refine modeling assumptions, validate outputs, and ensure consistency across analytical frameworks.Contributing to the continuous improvement of modeling standards, including coding practices, version control discipline, and governance documentation.Conducting research to enhance modeling methodologies, introducing innovations or efficiencies that bolster PIC’s ALM capabilities.Developing technical documentation to support model usage and deployment.
Role overview Legal & General is hiring a Senior Quantitative Analyst based in London. The position centers on building advanced quantitative models, analyzing complex data sets, and interpreting results to guide decisions for senior management. This work supports a range of business initiatives and helps shape company strategy. Key responsibilities Develop and maintain sophisticated quantitative models for financial analysis. Conduct detailed data analysis to support business strategy. Interpret quantitative results and present actionable insights to senior leaders. Collaborate with cross-functional teams to verify the accuracy of financial forecasts and risk assessments. Apply quantitative expertise to refine investment strategies and enhance investment performance. Collaboration This role involves close coordination with colleagues from multiple departments. Teamwork is essential to ensure reliable forecasting and effective risk management across the organization.
Role Overview smartkarma seeks an Independent Quantitative Analyst in London. This role suits someone with a solid quantitative background who enjoys working autonomously. The main focus is on delivering clear, data-driven analyses for the investment community. What You Will Do Develop quantitative models and frameworks to inform investment decisions Produce independent analyses that support investors Apply quantitative expertise to address complex financial questions Who We’re Looking For Strong quantitative skills Experience building models for investment or financial analysis Comfort working independently and setting your own direction
Quantitative Analyst Intern - CryptoJoin our dynamic Strategic Market Making team at Keyrock, where we leverage innovative strategies to navigate the ever-evolving landscape of digital asset markets.As a Quantitative Analyst Intern, you will engage in cutting-edge analysis and optimization of our market strategies across various centralized and decentralized exchanges (CEXs and DEXs). Your role will be pivotal in identifying and capitalizing on unique market opportunities arising from new token launches, liquidity programs, and incentive structures.Be part of a forward-thinking team that is unencumbered by traditional obligations, allowing for rapid strategy iteration and effective capital allocation. You will also play a key role in our expansion into the Perpetual DEX ecosystem, merging traditional finance insights with decentralized finance innovations.
Full-time|On-site|London, Madrid, Montreal, Bangalore, Singapore, Hong Kong, Warsaw
We invite you to apply to the position that aligns best with your skills and experience. Should our team determine you are a better fit for another role, we will reach out regarding that opportunity. Position Overview: We are seeking driven graduates or early career professionals passionate about finance and equipped with a background in computer science, engineering, mathematics, or other STEM disciplines to join our three-year Desk Quantitative Analyst program. Throughout this program, you will collaborate closely with seasoned Quantitative Researchers and Traders to adapt to the dynamic requirements of our trading desks. Enhance and maintain the codebase and configurations of strategies within our automated trading framework. Manage extensive datasets utilized for both research and operational purposes. Conduct live and historical monitoring of trading activities, including post-trade analyses and production reconciliations. Potential to transition into a Junior role in Quantitative Development or Quantitative Research, based on your individual performance. A Day in the Life of a Desk Quant Analyst: Before market opening, ensure all necessary data and processes are prepared for the trading day. During market hours, intermittently monitor the behavior and performance of strategies. Engage in various long-term projects aimed at expanding our systematic trading capabilities and ensuring their resilience.
Join Kpler as a Quantitative Freight Analyst specializing in Dry Bulk. In this role, you will analyze market trends, build quantitative models, and provide insights to optimize freight operations. You will collaborate with a dynamic team and leverage data to support decision-making processes in the shipping industry.
Teza Technologies is actively seeking a highly skilled Senior Quantitative Researcher to become an integral part of our Options stream. This position calls for exceptional analytical capabilities, a steadfast dedication to excellence, and a fervor for identifying hidden patterns within data sets. If you are motivated by intellectual challenges and excel in tackling intricate problems, this role provides an extraordinary opportunity to advance your career.Our team cherishes determination, precision, and the capacity for both critical and creative thinking. Although the work is rigorous, the rewards are substantial, impacting your contributions and facilitating your growth in our collaborative, high-performance environment. We value autonomy and offer the freedom to develop cutting-edge algorithms in finance while emphasizing the vital aspect of effective communication.LocationLondon, UK (Hybrid mode with a requirement of 3 days in-office)Key ResponsibilitiesSpearhead the research and development of systematic options trading strategies across both US and global markets.Utilize advanced options pricing models, volatility surface modeling, and risk-neutral frameworks to generate alpha.Perform rigorous backtesting, stress testing, and statistical validation of strategies.Collaborate with technologists to translate research into production-ready trading systems with robust execution.Refine portfolio construction and risk management frameworks for options books.Contribute to the advancement of Teza’s options research platform, infusing innovation into live strategies.Mentor junior researchers and drive the continuous enhancement of research practices, infrastructure, and tools.Basic RequirementsDegree in Physics, Mathematics, Computer Science, Engineering, or another technical discipline.Strong mathematical skills in statistics, linear algebra, optimization, etc.A minimum of 4 years of quantitative research or trading experience in systematic trading.Extensive expertise in options, including volatility surface and derivatives pricing methods.Proficient programming skills in Python, with experience managing large, complex datasets.Solid understanding of risk management principles in derivatives trading.Ability to collaborate effectively across research and technology teams.
Join our innovative team at mustard-systems, where we develop tailored statistical models and probabilistic frameworks that accurately predict horse racing outcomes and optimize trading strategies. Your insights will directly influence our success, determining what to back, when, and how much.We are seeking a dedicated researcher to become a vital member of our quantitative team. In this role, you will enjoy significant ownership over your projects, making impactful decisions about what you build, how you approach it, and evaluating its effectiveness.If you have previously tackled challenging technical problems and are eager for more opportunities to apply your scientific problem-solving skills in a high-stakes environment, we want to hear from you.Your responsibilities will include building and refining our quantitative models. While our primary focus is on custom state space models, probabilistic frameworks, and neural architectures, we are open to exploring other methods if they yield better results. Understanding the data is just as crucial as modeling; you'll need to navigate its complexities and uncover untapped opportunities.You will be expected to articulate the rationale behind your modeling choices clearly, and we will encourage you to challenge our assumptions as well.As part of a small, ambitious team, you will grow your understanding of our product and domain, influencing research directions and the business decisions that stem from them. We are looking for someone who identifies problems, crafts solutions, and pursues tangible outcomes, rather than merely completing predefined tasks.
Join our dynamic team at Legal & General as a Quantitative Analyst in London. In this pivotal role, you will leverage data-driven insights to enhance our investment strategies and drive informed decision-making. You will collaborate with cross-functional teams, applying your analytical skills to interpret complex financial data, optimizing our investment portfolio. If you're passionate about quantitative analysis and looking to make a significant impact, this is the opportunity for you!
About Us: DV Trading is a prominent player in the financial services sector, leveraging proprietary capital, innovative trading strategies, and sophisticated risk management techniques to deliver liquidity across global financial markets and various asset classes. Established 20 years ago and headquartered in Chicago, our team has expanded to approximately 600 professionals operating across North America, Europe, the UAE, and Asia. The DV Trading group encompasses two broker-dealers, a futures commission merchant, and a registered investment adviser. Responsibilities: Create predictive models utilizing financial data through advanced statistical analysis techniques. Develop robust solutions to complex challenges faced in the trading environment. Transform research strategies into operational software applications. Formulate and implement mathematical modeling techniques to enhance existing trading strategies while embarking on innovative research aimed at identifying and capitalizing on trading opportunities. Requirements: A degree in a technical discipline, emphasizing statistics, machine learning, or computer science. Demonstrated experience collaborating with trading desks. Proficiency in managing large data sets effectively. Expertise in Python programming. Substantial hands-on experience applying algorithms in practical scenarios. Exceptional problem-solving and statistical analysis skills. A proactive approach in leading assignments and projects.
Full-time|$200K/yr - $275K/yr|On-site|London, England, United Kingdom; New York, New York, United States; Norwalk, Connecticut, United States; West Palm Beach, Florida, United States
Graham Capital Management, L.P. ("Graham") is a premier alternative investment firm established in 1994 by Kenneth G. Tropin. With a focus on discretionary and quantitative macro strategies, Graham is committed to generating robust, uncorrelated returns across diverse market conditions. As one of the longest-standing managers in the global macro and trend-following space, Graham continuously innovates, adapting its strategies through a sophisticated investment, technology, and operational framework. By leveraging the interplay between its discretionary and quantitative trading operations, Graham provides a comprehensive suite of complementary alpha strategies, all grounded in prudent portfolio construction, proactive risk management, and intentional diversification.The cornerstone of Graham’s sustainability and success lies in the expertise and contributions of its team. The firm is dedicated to nurturing talent, promoting a diversity of perspectives, and valuing the input of all team members. Consequently, every employee plays a crucial role in empowering their colleagues.DescriptionGraham Capital Management, L.P. is excited to welcome a Quantitative Research Analyst to our Quantitative Strategies team, reporting directly to a Quantitative Research Manager. The successful candidate will be instrumental in researching and enhancing our current trading systems while developing new systematic trading signals designed to complement and diversify our core strategies. By employing advanced quantitative analysis, risk management, and portfolio optimization techniques, this role aims to maximize performance and maintain a competitive edge.
The Opportunity Quantitative Analyst - Transforming the Future of Sports Betting Join our innovative team and redefine the landscape of sports betting! We are on the lookout for a passionate and creative Quantitative Analyst to craft and enhance state-of-the-art statistical models. In this pivotal role, you will significantly contribute to improving our market offerings and driving our growth in the fast-paced sports betting arena. Utilize your data science, machine learning, and AI expertise to develop models that forecast outcomes, manage risks, and unlock exciting opportunities in micro-markets and derivatives. Your Role Involves: Core Sports Betting Models: Construct and refine predictive models for match outcomes, leveraging advanced statistical techniques, machine learning algorithms, and AI methodologies. Player Statistics Models: Develop and sustain complex models that assess player performance and predict individual impacts, thereby creating thrilling new betting opportunities. Risk Management Models: Formulate and execute robust risk assessment models to optimize exposure and guarantee the enduring viability of our operations. Market Expansion: Assist in innovating market offerings, including derivatives and micro-markets, by generating the essential underlying models. Technology Modernization: Collaborate on modernizing our modeling technologies, exploring and adopting new tools and platforms to boost efficiency and scalability. Data-Driven Innovation: Engage in the development of new data-driven techniques, pushing the boundaries of what’s achievable in sports betting analytics. Data Collaboration: Partner with the data engineering team to enhance data storage and retrieval processes, ensuring smooth access to crucial information for model development. Data Acquisition: Identify and gather relevant data sources to support model development and enhancement. Knowledge Sharing: Clearly document model methodologies and effectively communicate intricate technical concepts to both technical and non-technical stakeholders across the organization. Performance Monitoring: Implement performance tracking systems to ensure models achieve desired outcomes and are continuously improved.
Maven Securities Holding Ltd is a leading proprietary trading firm, leveraging internal capital across a variety of strategies including discretionary, systematic, and market-making. Our diverse team of traders, engineers, and technologists is dedicated to optimizing our role as a top-tier liquidity provider for globally traded derivatives. We utilize innovative execution and pricing technologies to enhance the functionality of financial markets. As Maven grows, we maintain the vibrant energy and innovative culture of a startup, while minimizing associated risks. Key Responsibilities:Build Advanced Analytics Framework: Create scalable Python libraries and tools to standardize performance metrics across teams, establishing automated workflows that transform raw trading data into valuable insights for Portfolio Managers and the Investment Committee.Conduct In-Depth Quantitative Research: Execute comprehensive statistical analyses on trade and portfolio-level data to dissect PnL drivers. Identify alpha decay, inefficiencies, and execution challenges to provide actionable insights that enhance performance.Optimize Existing Strategies: Analyze trade and strategy performance to pinpoint areas for optimization and efficiency improvements. Deliver data-backed recommendations and ensure follow-through.Identify Trading Risks & Opportunities: Monitor portfolio exposures, performance trends, and market signals to detect emerging risks and uncover underutilized or mispriced opportunities across various strategies.Assist in Strategy Development: Support the onboarding process for Portfolio Managers and contribute to business development initiatives involving new product groups and strategies.
Role overview dvtrading is hiring a Quantitative Trader specializing in equities for its London office. This position focuses on applying quantitative techniques and data analysis to identify trading opportunities within equity markets. Both strategy development and hands-on execution play a central part in the role, directly impacting the firm's trading performance. What you will do Analyze extensive market data to find patterns and opportunities in equities trading Design, test, and implement quantitative trading strategies Collaborate with a team of experienced traders and researchers Monitor how strategies perform and adjust them to improve results Who thrives here People who enjoy solving complex problems in creative ways Those with a strong interest in financial markets Individuals comfortable in a collaborative and energetic team setting Location This role is based in London.
Fasanara Digital, the cryptocurrency division of Fasanara Capital, has been at the forefront of digital asset investment for the past seven years. As a specialized alternative asset manager with over 14 years of experience, we adopt a rigorous quantitative approach to investing in crypto assets, aiming for exceptional risk-adjusted returns. Our diverse and sophisticated investment strategies leverage market inefficiencies, encompassing various techniques from market making to cross-exchange arbitrage.Our CultureAt Fasanara, we champion a meritocratic environment where individuals are recognized for their contributions and excellence. Our collaborative and entrepreneurial atmosphere is free from the constraints of bureaucracy, fostering trust and teamwork. We set high ambitions, work diligently, and uphold the highest standards of excellence, building our firm around exceptional talent.Position OverviewWe are looking for a Mid-Frequency Quantitative Researcher to spearhead the design, development, and deployment of systematic trading strategies within the digital asset market. This role will also support portfolio management for our multi-strategy book. You will be responsible for the entire research lifecycle, from idea generation and signal construction to implementation, monitoring, and continuous optimization, collaborating closely with execution and infrastructure teams.ResponsibilitiesConduct thorough research to develop and validate high-quality quantitative trading signals for the cryptocurrency markets.Lead the complete strategy development lifecycle, from hypothesis generation through to live deployment.Monitor live trading performance, assess risk exposures, and ensure strategy robustness.Continuously improve and refine existing models based on performance metrics and market dynamics.Create dashboards and analytics to facilitate monitoring and analysis of the Mid-Frequency strategy portfolio.Maintain clear documentation of research methodologies, findings, and enhancements.Effectively communicate insights, risks, and updates on strategies to internal stakeholders.
Join OakNorth, where we are dedicated to empowering the UK’s most ambitious businesses. Since our inception in 2015, we have successfully lent over $18 billion across the UK and US, contributing to the creation of more than 58,000 new homes and 36,000 new jobs, while supporting hundreds of thousands of personal savers, all driving growth in the UK economy.Our lending operations serve as the backbone of our growth strategy, further enhanced by our expanding services in Business Banking and Personal Savings. We are looking for a Senior Fullstack Engineer to lead our digital lending initiatives and quantitative modelling efforts.
About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering superior returns for discerning clients through our Systematic, Discretionary, and Solutions offerings. Leveraging exceptional talent and cutting-edge technology, our investment strategies—both single and multi-manager—are grounded in extensive research and span public and private markets across all major asset classes, with a notable emphasis on alternative investments. We prioritize a partnership approach, forging deep connections with clients to create customized solutions that address their investment objectives and those of the millions of retirees and savers they represent.Based in London, we manage assets totaling $227.6 billion* and have a presence in multiple global offices. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. More information is available at www.man.com.* As of 31 December 2025Algo Research Team:The Algo Research team is tasked with conducting alpha research across a diverse range of time frames—from high-frequency to daily strategies—designing monetization and execution algorithms, and performing market impact modeling across all major asset classes, including Cash Equities, Futures, FX, and Options. We collaborate closely with various systematic research teams within Man Group to maximize the realized profit and loss of our strategies. Algo Research is a critical area of focus for Man Group.We are seeking a Quantitative Researcher primarily focused on Futures, with responsibilities including:Developing high-quality intraday predictive alpha signals in futures with time scales ranging from sub-seconds to hours, utilizing order book and alternative datasets.Implementing machine learning techniques in alpha research.Conducting detailed market impact modeling.Addressing optimal execution optimization challenges.Identifying the most lucrative profit and loss opportunities.Collaborating closely with researchers across the Man Systematic team.
Role Overview Fasanara Capital is seeking a Quantitative Researcher in London. This position focuses on applying advanced analytical methods to support investment strategies and strengthen data-driven decisions. The role involves close collaboration with the investment team to analyze market trends and build predictive models. What You Will Do Apply quantitative techniques to research financial markets and identify patterns Develop and refine predictive models to inform investment decisions Work alongside investment professionals to translate research into actionable strategies Contribute to the team’s understanding of market dynamics with rigorous analysis Location This role is based in London, England, United Kingdom.
At Maven Securities Holding Ltd, we specialize in deploying rigorously researched strategies across futures, options, and equities. Our Systematic Alpha team utilizes cutting-edge technology to execute a scientific and methodical approach to trading. We foster a flexible research environment that empowers our team members to develop, test, and implement innovative ideas efficiently. By valuing creativity and collaboration, we ensure a supportive atmosphere that maximizes our team's potential. Our commitment to excellence allows us to elevate proven strategies across diverse alpha sources and time horizons using state-of-the-art execution technologies.The Role: Collaborate with fellow researchers to conceptualize and develop new trading strategies and signals. Engage in risk management discussions and contribute to trading operations while gaining exposure to the entire investment pipeline.
Full-time|On-site|London, Montreal, Warsaw, Hong Kong, Singapore, Madrid, Houston, Bangalore
Position Overview: The Quantitative Development team collaborates closely with quantitative researchers to architect, implement, deploy, and utilize cutting-edge software for research and trading purposes. As an integral part of the technology team, we embrace modern software development methodologies and work alongside peers to innovate and enhance these tools for broader applications. Quantitative developers lead cross-functional initiatives with both technologists and quantitative researchers across diverse asset classes to fulfill Squarepoint’s strategic objectives. Engage with quantitative researchers to design and construct robust and scalable workflows for research and trading. Work collaboratively with team members and technical peers to ensure global consistency and maximize the reuse of software components. Take full ownership of projects throughout their complete engineering lifecycle. Provide level 2 support for mission-critical components.
Pension Insurance Corporation (PIC) is dedicated to providing secure retirement incomes through exceptional risk management and outstanding asset and liability management. Our mission is to ensure the timely payment of pensions to our current and future policyholders. We achieve this through strategic objectives that foster a healthy culture founded on our core values of Resilience, Adaptability, and Loyalty.We are excited to announce an opening for a Quantitative Strategist to join our ALM Securities & Derivatives team. This integral function is central to PIC’s operations, focusing on maximizing the synergy between assets and liabilities in accordance with our firm’s risk appetite.The Quant Strategist team collaborates closely with the broader Investment department to tackle business challenges using a blend of quantitative analysis and actuarial expertise. Together, we aim to enhance analytical frameworks, hedging strategies, and portfolio optimization tools that inform investment decisions and fortify balance sheet management.In this role, you will enhance PIC’s ALM quantitative toolkit, crafting systems and datasets that facilitate efficient modeling and analysis. Your focus will be on converting complex data and models into actionable, user-friendly analytics, partnering with the investment team to provide clearer insights and enable faster, more informed decision-making, thereby improving the overall investment process.Your key responsibilities will include:Maintaining and enhancing the ALM Quant Platform, ensuring that existing models, libraries, and analytics are accurate, robust, and well-documented.Designing and delivering new model features or analytical capabilities that align with business needs, regulatory requirements, or investment initiatives.Developing and implementing model components to be handed over for production deployment, ensuring clean code, technical specifications, and appropriate testing artifacts.Supporting BAU production processes, including executing ALM analytics, troubleshooting issues, and communicating results to internal stakeholders.Analyzing and approximating Solvency II balance-sheet impacts under various market or portfolio scenarios, supporting risk management and investment decisions.Collaborating with ALM, Investment, Actuarial, and Risk teams to refine modeling assumptions, validate outputs, and ensure consistency across analytical frameworks.Contributing to the continuous improvement of modeling standards, including coding practices, version control discipline, and governance documentation.Conducting research to enhance modeling methodologies, introducing innovations or efficiencies that bolster PIC’s ALM capabilities.Developing technical documentation to support model usage and deployment.
Jan 8, 2026
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