Quantitative Developer - Join Our Innovative Team at Intropic

About Man Group Man Group is a global alternative investment manager with headquarters in London. The firm manages $227.6 billion* in assets and operates across several international offices. Man Group plc is listed on the London Stock Exchange (EMG.LN) and is part of the FTSE 250 Index. The company specializes in Systematic, Discretionary, and Solutions investment strategies, working with both single and multi-manager approaches. Research spans public and private markets, with a significant focus on alternative assets. The team partners closely with clients to develop tailored investment solutions. More details can be found at www.man.com. *As of 31 December 2025 Role Overview: Quantitative Engineer - AHL This Quantitative Engineer position sits within Man AHL, the systematic trading division at Man Group. The role involves close collaboration with Quantitative Researchers to develop equity market neutral models. Core responsibilities include building new alpha signals and designing trading strategies. The work is varied and research-driven. The Team Quantitative Engineers are key members of a technology group that includes over sixty professionals from eighteen nationalities. Team members bring experience from Computer Science, Mathematics, Physics, and Engineering, all sharing a strong interest in technology and coding excellence. Engineering teams are structured as small, cross-functional groups. Roles are organized as either Quant Platform Developers (Core Techs) or Quant Developers (Sector Techs), which enables alignment with specific asset classes or market sectors. Team members often rotate between groups, gaining exposure to different systems and finding the best fit for their skills and interests.

We are seeking a skilled and motivated Quantitative Research Engineer to enhance our data and research platforms. In this pivotal role, you will work closely with our quantitative researchers, employing your engineering and data science expertise to create innovative tools and methodologies that boost research productivity. Your contributions will help optimize the research process, refine data analysis capabilities, and drive overall efficiencies in research efforts. This position demands a robust technical foundation, exceptional problem-solving abilities, and a collaborative spirit to work effectively with cross-functional teams. Key Responsibilities:Partner with quantitative researchers to identify workflow challenges and develop technical solutions that enhance research productivity.Design, develop, and maintain software tools and frameworks that improve the efficiency of research tasks, including data collection, preprocessing, and analysis.Implement advanced data processing algorithms and statistical methods to streamline research workflows and enhance analytical capabilities.Utilize your expertise in software engineering and machine learning to construct scalable systems for large-scale data analysis and experimentation.Conduct code reviews and mentor junior research engineers, ensuring high code quality and adherence to best practices.Collaborate with diverse teams to integrate research tools into existing infrastructures.Evaluate and implement third-party tools and libraries to optimize the research process.Engage in research discussions, providing technical insights to improve methodologies and strategies.Assist in creating documentation, user guides, and training materials for research tools and processes.

Blockchain.com is at the forefront of transforming the financial landscape. As the most reliable and rapidly expanding global cryptocurrency company, we empower millions worldwide to securely engage with digital assets. Since our inception in 2011, we have garnered the confidence of over 90 million wallet holders and more than 40 million verified users, facilitating transactions exceeding $1 trillion in cryptocurrency.Blockchain.com is the leading software platform for digital assets. We boast the largest production blockchain platform globally, driven by a shared passion for coding, innovation, and the pursuit of an inclusive and equitable financial future, one software solution at a time.We are currently in search of a skilled C++/Rust Quantitative Software Engineer/Developer. In this role, you will design, build, and optimize our electronic trading platform, collaborating closely with our traders to enhance our core trading infrastructure and high-throughput trading systems. Your expertise will be crucial in identifying and mitigating critical bottlenecks in both research and production trading.The ideal candidate will possess a robust understanding of low-level optimization, a keen interest in algorithmic trading, data analysis/design, risk management, and application development. You will gain valuable exposure to quantitative trading in our fast-paced, dynamic environment. You will have the opportunity to take full ownership of projects from inception to deployment. We expect you to be a proficient Rust/C++ engineer with hands-on experience in high-frequency trading and fast market connections.

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.

At Ripple, we are innovating a world where the movement of value mirrors the flow of information. Our mission is audacious, and we are already making strides. With our cryptocurrency solutions tailored for financial institutions, businesses, governments, and developers, we are reshaping the global financial landscape to foster greater economic fairness and opportunities for individuals across the globe. Join us in an environment that promotes career growth and allows you to excel alongside a supportive team.If you are eager to see your contributions come to life and unlock remarkable career advancement, we invite you to join us and create tangible value in the real world.THE WORK:We are on the lookout for a skilled Lead Technical Recruiter with a meticulous approach and a comprehensive understanding of the quantitative field. As part of our vibrant team, you will play a pivotal role in attracting top-tier talent essential for our rapid growth and algorithmic advancements. You will manage the recruiting process for specialized Quantitative Engineers and Researchers, collaborating closely with hiring managers to identify and recruit the brightest mathematical and technical minds.In this position, you will be instrumental in shaping Ripple's future by working alongside our Talent Acquisition team to design and execute an advanced recruiting strategy that aligns with our organizational goals, all while ensuring an outstanding candidate experience for high-caliber talent. Join us in transforming the landscape of global payments through trailblazing engineering!

Join Ansatz Capital as a Research Engineer, where you will engage in the innovative research, testing, and deployment of cutting-edge trading strategies. You will also play a critical role in designing and constructing the research infrastructure that enables the evaluation of various trading concepts.We seek candidates who are deeply passionate about strategy development, with a strong aptitude for quantitative problem-solving and a keen interest in uncovering and capitalizing on statistical patterns within the financial markets. Proficiency in Python is essential, as you will be responsible for implementing your insights effectively.Ideal candidates will possess robust software implementation skills and have a track record of developing high-performance code alongside user-friendly tools. Your ability to deliver functional software solutions rapidly and accurately will significantly enhance our quantitative research capabilities and broaden our trading strategy coverage.Our compensation package includes a competitive base salary, a discretionary performance bonus, and opportunities for participation in long-term incentive schemes.

Join our innovative team at Stage as a Principal Quantitative Engineer specializing in Advanced Business Frameworks (ABF). In this pivotal role, you will leverage your extensive expertise in quantitative analysis to drive strategic decisions and enhance our product offerings. Collaborate with cross-functional teams to develop cutting-edge solutions that meet the evolving needs of our clients.

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.

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 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.

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.

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.

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.

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 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

Graham Capital Management, L.P. is a premier alternative investment management firm, established in 1994 by Kenneth G. Tropin. We specialize in innovative discretionary and quantitative macro strategies with a focus on delivering robust, uncorrelated returns across diverse market conditions. Renowned as one of the longest-standing global macro and trend-following managers, we are committed to continuous improvement and innovation through a strong investment, technology, and operational framework. Our dual approach in discretionary and quantitative trading allows us to provide a comprehensive suite of alpha strategies, anchored in meticulous portfolio construction, proactive risk management, and strategic diversification.At Graham, we believe that our people are the cornerstone of our sustainability and success. We aim to foster talent, promote diverse perspectives, and honor the contributions of every individual, creating a collaborative environment where all employees contribute to the growth and success of one another.Job OverviewWe are looking for a dynamic Quantitative Research Manager to join our Quantitative Strategies team, reporting directly to our Chief Investment Officer of Quantitative Strategies. The successful candidate will spearhead research and development initiatives aimed at enhancing our current trading systems while also generating new systematic trading signals to enrich and diversify our primary strategies. By leveraging advanced quantitative analysis techniques, risk management, and portfolio optimization, this role will be pivotal in maximizing performance and competitive edge. Additionally, this role offers the unique opportunity to manage an individual alpha-generating portfolio.

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.

About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering exceptional performance for sophisticated clients through our Systematic, Discretionary, and Solutions offerings. Leveraging our talented workforce and advanced technology, our investment strategies encompass extensive research and span both public and private markets across all major asset classes, with a strong emphasis on alternatives. We pride ourselves on fostering deep partnerships with our clients, enabling us to create bespoke solutions tailored to their investment objectives and those of the millions of retirees and savers they represent.With our headquarters located in London, we manage approximately $227.6 billion and have a presence in various offices worldwide. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a proud member of the FTSE 250 Index. More information can be found at www.man.com.* As of 31 December 2025Job Profile Summary:The Quantitative Researcher will play a vital role in conducting research and developing strategies aimed at enhancing AHL’s trading of financial markets.Responsibilities:Collaborate with Operations and Trading to ensure the seamless execution of AHL's Short-term Trading strategies, serving as a systems and implementation expert alongside other technically proficient team members.Monitor market trends and their impact on the trading model, conduct performance reviews, and propose relevant diagnostics to feed back into research efforts.Research, develop, and implement trading strategies within the Short-term Trading sector.Contribute to AHL’s overarching research initiatives by collaborating with various teams across the organization.Stay abreast of industry and academic literature to identify innovations and propose actionable insights for AHL.Apply quantitative techniques and market intuition to large, often unconventional datasets while developing areas of expertise throughout the process.