Quantitative Research Engineer at Ansatz Capital | London

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.

At Jump Trading Group, we are dedicated to pioneering world-class research in the financial sector. We empower the brightest minds in Mathematics, Physics, and Computer Science to explore scientific frontiers, surpass them, and harness cutting-edge research to innovate within global financial markets. Our culture fosters constant innovation, encouraging fearlessness, creativity, intellectual honesty, and a competitive spirit. We believe in collaborative success, unlocking unique individual talents through teamwork and mutual respect. At Jump, our research outcomes extend beyond superior risk-adjusted returns; we design, develop, and implement technologies that reshape industries, fund startups across various sectors, and collaborate with leading global research institutions and universities to address complex challenges.The quantitative trading teams at Jump Trading delve into the intricacies of global markets, striving to comprehend the complexities of diverse traded products and exchanges. They utilize their exceptional statistical analysis and data mining expertise, applying research findings to forecast trends and create profitable predictive trading models.

About Us:The DV Group, established over 15 years ago and headquartered in Chicago, has evolved into a network of financial services firms with a workforce exceeding 450 across North America and Europe. Since our inception as an independent proprietary trading firm in 2016, DV Trading has experienced rapid growth, leveraging our capital, innovative trading strategies, and risk management techniques to enhance liquidity in global financial markets and offer hedging solutions to commodity producers and users. Our affiliates include two broker-dealers, a cryptocurrency market-making entity, and an emerging investment advisory firm.Overview:As a Trading Intern, you will collaborate with our trading teams, gaining insights into proprietary methodologies and trading systems essential to our established trading operations. You will be responsible for developing and maintaining trading models, optimizing daily processes, investigating discrepancies in trade positions, and identifying new market opportunities. Our interns benefit from a flat organizational structure, receiving mentorship from seasoned traders and professionals within our teams.

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.

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.

IMC Trading is seeking skilled quantitative researchers to craft advanced high to mid-frequency delta one trading strategies and predictive models for the Equities markets. If you are passionate about leveraging Machine Learning in trading to unlock substantial execution advantages and collaborating to elevate our firm to the forefront of the trading industry, then this opportunity is tailored for you. With a rich history of competitive advantages in market access, global presence, options expertise, and low latency, IMC has significantly benefited from the rapid advancements in Machine Learning. Our focus is on tackling some of the most compelling and transformative challenges in the trading landscape. At IMC, we believe in teamwork, open idea sharing, and collaboration across various disciplines, desks, and offices to drive success.

About WintermuteWintermute is a pioneering technology firm and one of the foremost algorithmic trading companies specializing in digital assets. Our mission is to provide liquidity across a diverse range of cryptocurrency exchanges and trading platforms. We also offer comprehensive OTC trading solutions while supporting prominent blockchain initiatives and traditional financial institutions transitioning into the crypto space. Additionally, Wintermute Ventures invests in early-stage DeFi projects, further enhancing our influence in the industry.Founded in 2017, Wintermute has adeptly navigated through various industry cycles. We blend the high-frequency trading standards of traditional markets with the innovative spirit of technology startups. At Wintermute, we are committed to harnessing the disruptive potential of blockchain technology, maintaining a long-term perspective on the digital asset market, and leading the way in establishing a compliant and innovative trading environment. To learn more, please visit our website.Join Our TeamWe are on the lookout for a passionate C++ Quant Developer who thrives on technology and possesses a keen interest in both the intricate details of computer hardware and the overarching design of expansive systems, including data infrastructure. The ideal candidate enjoys exploring the inner workings of technology, has a solid understanding of data structures, and possesses experience in developing client-server network applications and optimizing high-performance code. We value prior experience from personal projects as well as professional backgrounds. A PhD in mathematics is common among our Quant Developers, and a solid grasp of mathematical concepts is essential. An interest in algorithmic and quantitative trading is a bonus.At Wintermute, you will have the unique opportunity to directly influence our trading activities by developing and enhancing various aspects of our trading platform, data infrastructure, and related software. You will receive guidance from seasoned developers and traders, including our founders. Expect immediate responsibility and independence, enabling you to learn at an unparalleled pace! We operate without legacy systems, bureaucratic hurdles, or multiple approval layers; all developers report directly to our hands-on CTO. The impact you make is truly up to you!

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.

About WintermuteWintermute is a pioneering technology unicorn and a leader in algorithmic trading, focusing on the dynamic realm of digital assets. Our mission is to provide unparalleled liquidity across a multitude of cryptocurrency exchanges and trading platforms. We offer an extensive array of OTC trading solutions, and we actively support high-profile blockchain initiatives and traditional financial institutions venturing into the crypto space. Additionally, Wintermute Ventures invests in promising early-stage DeFi projects.Founded in 2017, Wintermute has adeptly navigated the ever-evolving industry cycles. Our culture is a unique blend of high-frequency trading standards from traditional markets and the innovative spirit of technology startups. At Wintermute, we embrace the transformative potential of blockchain technology and maintain a long-term perspective on the digital asset market, positioning ourselves as leaders in fostering an innovative and compliant marketplace. For more information, you can read more here.Your Role at WintermuteWe are looking for a skilled quantitative researcher who possesses established mid-frequency trading (MFT) or short-term alpha strategies from either traditional finance or the crypto markets.In this role, you will harness Wintermute's advanced research, backtesting, and execution capabilities to adapt and enhance your strategies for the crypto market. You will collaborate closely with our quantitative, trading, and development teams to refine models and uncover new opportunities across a diverse array of cryptocurrencies.

Senior Trader - DV Equities About Us:Established over 15 years ago and based in Chicago, the DV Group has expanded to encompass over 450 professionals across North America, Europe, the Middle East, and Asia. Since its independence from a larger brokerage firm in 2016, DV Trading has swiftly evolved into a prominent proprietary trading firm, leveraging its own capital, innovative trading strategies, and robust risk management practices to enhance liquidity in global financial markets and provide hedging solutions for commodity producers and consumers. Today, our affiliates include two broker-dealers, a cryptocurrency market-making entity, and a dynamic investment advisory firm.

QUANTITATIVE RESEARCHER (EMEA)About KeyrockEstablished in 2017, Keyrock is a premier digital asset market maker, boasting a diverse team of over 200 professionals from 42 nationalities. We operate across more than 80 exchanges and manage desks in market making, options, OTC, and DeFi. Known for our technology-driven approach, our Rust-based trading systems are at the forefront of shaping the future of digital asset markets.The OpportunityKeyrock is expanding its Algorithmic Market Making (MM) desk, and we are on the lookout for a skilled Quantitative Researcher located in Europe (with the possibility for remote work) to enhance our team’s profitability. This is a unique opportunity to channel your enthusiasm for markets and innovative problem-solving into the dynamic realm of high-frequency systematic trading in cryptocurrencies. You will gain exposure to state-of-the-art trading strategies in a rapidly evolving market landscape, where complex challenges present opportunities for creative solutions.Key ResponsibilitiesConduct research to develop alpha-generating signals.Create statistical models and machine learning frameworks.Collaborate with developers and traders to implement strategies.Contribute to various aspects of the profit pipeline, including alpha generation, inventory management, risk management, execution, and strategy logic.Experience, Skills & QualificationsMinimum of 3 years of quantitative research experience within a high-frequency trading (HFT) or medium-frequency trading (MFT) systematic environment.An advanced degree in a quantitative discipline is preferred (e.g., Mathematics, Physics, Computer Science, Engineering).Proficient in Python with a proven record of research success.Demonstrates critical thinking and data-driven decision-making skills.Exhibits entrepreneurial drive.Familiarity with leading modeling and learning methodologies.Experience with the performance demands of HFT and understanding of system adaptations required for low latency competition.Experience in both traditional finance and cryptocurrency markets is highly advantageous.Exceptional communication skills and fluent in English to collaborate effectively.

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.

About Man GroupMan Group is a premier global alternative investment management firm dedicated to delivering superior performance for discerning clients through our Systematic, Discretionary, and Solutions services. Leveraging our expertise and cutting-edge technology, our investment strategies encompass both single and multi-manager approaches, backed by rigorous research and covering public and private markets across all major asset classes, particularly in alternatives. Our partnership philosophy enables us to forge deep relationships with clients, tailoring solutions to meet their investment objectives and serve the needs of millions of retirees and savers.Headquartered in London, we manage assets worth $227.6 billion and operate from various locations worldwide. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is part of the FTSE 250 Index. For more information, please visit www.man.com.* As of 31 December 2025The Team:The AHL Macro team specializes in Macro strategies, systematically trading liquid futures and foreign exchange with holding periods that vary from monthly to intraday.

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 Our Innovative Team as a Machine Learning ResearcherAt Wintermute, we are on the forefront of digital asset trading, leveraging cutting-edge technology to provide unparalleled liquidity and OTC solutions across the cryptocurrency landscape. As a technology unicorn founded in 2017, we are a leading player in algorithmic trading, committed to supporting high-profile blockchain projects and ushering traditional financial institutions into the exciting world of crypto. Our venture arm also invests in early-stage DeFi initiatives, fostering innovation in the blockchain space.Our culture merges the rigor of high-frequency trading with the innovative spirit of tech startups, creating an environment that champions both technological excellence and entrepreneurial ambition. We believe in the transformative potential of blockchain technology, maintaining a long-term vision for the digital asset market while prioritizing compliance and innovation.Your Role and ResponsibilitiesAs a Machine Learning Researcher, you will harness your expertise in applied deep learning to develop robust alpha signal generation pipelines. Your work will encompass everything from data ingestion and feature engineering to model training and deployment, all in close collaboration with our dynamic trading and infrastructure teams.

Role overview DV Trading is looking for a Senior Cloud Engineer to help shape and support the cloud infrastructure behind their trading operations. This role offers flexibility in location, with options to work from Chicago, London, New York, or remotely. What you will do Design and build scalable cloud solutions that power trading systems Maintain and refine existing cloud infrastructure to ensure stability and performance Collaborate with teams across the company to deliver reliable, efficient systems Use cloud technology expertise to support and enhance trading strategies Locations Chicago London New York Remote

Join our dynamic team as a Quantitative Researcher, where your expertise will be pivotal in developing alpha through systematic trading strategies. Collaborate with seasoned researchers, traders, and a highly skilled technology team within the fast-paced and innovative landscape of digital assets.Key Responsibilities:Utilize a scientific approach to design advanced investment models and uncover market behaviors.Leverage quantitative techniques, including machine learning, across diverse and innovative datasets.Formulate and evaluate complex investment strategies while developing algorithms for trading decisions.Assess investment model performance and behavior, striving for ongoing enhancements.Collaborate closely with our team of adept developers to transform investment models into executable code.

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.