{"@context":"https://schema.org","@type":"ItemList","name":"Quantitative Developer Jobs | Find Top Quant Developer Positions","description":"Explore the latest Quantitative Developer job opportunities. Apply now for top roles in finance, trading, and technology sectors. Join leading companies as a Quant Developer!","itemListElement":[{"@type":"ListItem","position":1,"item":{"@type":"JobPosting","title":"Quantitative Developer, Associate - Securitized Products","datePosted":"2025-09-19","description":"

Clearwater Analytics is the leading SaaS platform for investment accounting, risk, and performance. We serve some of the world’s largest insurance companies, hedge funds, asset managers, and institutional investors. We deliver decision-ready risk analytics that bring clarity and insight to multi-asset portfolios—highlighting exposures, sensitivities, scenarios, and performance drivers.

As a Fixed Income Quantitative Developer specializing in Securitized Products, you will play a critical role within the Quant team, helping to enhance and expand our structured finance product suite—including agency and non-agency MBS, ABS, CMBS, and CLOs. You will collaborate closely with cross-functional teams of developers and interact directly with clients to deliver solutions tailored to both developers and end-users focused on trading and risk management. Your contributions will help drive the continuous improvement of our platform’s valuation models, risk analytics, and trade lifecycle capabilities for securitized assets.

Responsibilities:

Develop and enhance models for valuation, risk, and trade lifecycle management, with a focus on securitized products (e.g., MBS, ABS, CMBS, CLOs).
Design, build, and maintain frameworks to support structured finance products, including deal modeling, cash flow generation, scenario analysis, and reporting (e.g., P&L attribution, WAL, credit enhancements).
Integrate third-party models and data sources such as Intex and/or Andrew Davidson (AD&Co) into the platform to enable accurate analytics and structured product modeling.
Contribute to the continuous evolution of Beacon’s infrastructure to meet the needs of clients across the structured finance ecosystem.

Requirements:

3+ years of experience in quantitative development, with a focus on structured products.
Familiarity with agency and non-agency MBS, ABS, CMBS, or CLO markets.
Experience with tools like Intex, Andrew Davidson & Co (AD&Co), or other structured finance analytics platforms.
Strong understanding of deal structures, tranche modeling, waterfall logic, and prepayment/default scenarios.
Production-level development experience in a high-level language, preferably Python.
Strong problem-solving and communication skills; ability to explain complex technical concepts to a broad audience.

What Will Make You Stand Out:

Prior experience working in a front-office or risk role supporting securitized products.
Experience building or enhancing structured product analytics, valuation models, or cash flow engines.
Familiarity with relevant market data sources (e.g., Bloomberg, TRACE, loan-level data providers).
Experience working directly with clients to tailor structured product solutions, integrate custom models, or onboard new datasets.
Familiarity with SecDB, Athena, Quartz, or other graph-based technologies

Salary Range

$179,400.00 - $243,136.45

This is the pay range the Company believes it will pay for this position at the time of this posting. Consistent with applicable law, compensation will be determined based on relevant experience, other job-related qualifications/skills, and geographic location (to account for comparative cost of living). The Company reserves the right to modify this pay range at any time. For this role, benefits include: health/vision/dental insurance, 401(k), PTO, parental leave, and medical leave, STD/LTD insurance benefits. Clearwater Analytics is An Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability or veteran status, age or any other federally protected class.

","hiringOrganization":{"@type":"Organization","name":"Clearwater Analytics","sameAs":"https://www.clearwateranalytics.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York Office, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":2,"item":{"@type":"JobPosting","title":"Associate, Quantitative Developer - #247","datePosted":"2025-09-18","description":"

We see the world differently at Capstone Investment Advisors. You will, too.

Capstone Investment Advisors, LLC (“Capstone”) is a global asset manager, dedicated to exploring alpha opportunities in derivatives and complementary strategies that persist across market cycles. With approximately $11.0 billion of AUM (as of July 1, 2025) and 326 employees, Capstone is headquartered in New York with offices in London, Amsterdam, Stamford, Los Angeles, Boston, Hong Kong, Tokyo, Milan, Texas, and Maryland. Since 2004, through strategic insight, market-leading expertise, and advanced technology, we have sought to anticipate and harness the complexities of world markets, creating unique opportunities for our clients, team, and industry.

With our sophisticated, global client base, we recognize that our success is deeply connected to real people. For that reason, we take a human approach to everything we do, focusing largely on collaborative performance. Our workflow and process are built around the belief that by sharing ideas, we achieve greater outcomes. This gives you greater access to resources, direct exposure to senior leadership, and new opportunities to experiment and innovate.

Overview:

Capstone Investment Advisors, LLC seeks an Associate, Quantitative Developer in New York, NY to deliver pricing insights, validate risk exposures, and enhance real-time risk management infrastructure. Requires a Master’s degree in Finance, or related, or equivalent and one (1) year of experience designing and maintaining C++ and Python-based analytical libraries for structured products valuation and risk analysis; utilizing C++, Java, and Python for model development and performance-critical risk management and trading systems; utilizing open source libraries including Boost, JavaCPP, and Protobuf to develop cross-platform investment research and risk management platforms; utilizing distributed computing frameworks including ZeroC Ice and REST for scalable system design; applying numerical methods including Monte Carlo simulation, finite difference methods, and backward PDE solvers for valuation of structured products and risk measures calculations; designing and maintaining data storage and processing systems including MS SQL Server, AWS S3, and Cassandra; providing infrastructure for coding of trading, monetization, and evaluation of live trading strategies; utilizing Linux, Jupyter Notebook, Sklearn, Scipy, ZeroC Ice, and GIT for optimization, parallelization, and version control. Telecommuting and/or working from home may be permissible pursuant to company policies

\n\n

Benefits & Compensation Information:

Our team is our most important asset and investment. We value and respect our colleagues and their well-being inside and outside the workplace and our culture reflects this. We offer a robust and competitive benefits program to ensure the well-being of our colleagues.

Some benefits included in this role are:

Training and development opportunities
Robust Wellness Resources: Physical, Mental and Financial
Time-Off, Retirement and Commuter Benefits
Gym Reimbursement and other Discounts

The applicable base salary range for this role is $165,000- $175,000. The base pay offered will be determined on factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements. Decisions will be determined on a case-by-case basis. In addition to the base salary, this position may be eligible for performance-based incentives.

In addition to base compensation, this role is eligible for an annual incentive plan.

To learn even more about being part of the team, visit us online: Careers - Capstone (capstoneco.com)

Don’t forget to follow us on LinkedIn

\n\n

Capstone’S Commitment

At Capstone, we value a diverse, equitable, and inclusive workplace where all employees feel appreciated and respected. Our commitment to a nondiscriminatory approach extends equal opportunities for employment and advancement across our programs, departments, and locations. We actively seek and appreciate a variety of life experiences and heritages and advocate for the amplification of all voices.

At Capstone, we're all about creating a workplace where you can thrive and make a real impact. We value innovation, teamwork, trust, and discipline, and we know you do too.

Experimentation: We love fresh ideas and encourage you to try new things. Here, you’ll have the freedom to innovate and help shape our strategies.

Collaboration: We’re big on teamwork. You'll join a supportive community where everyone’s input matters, and we learn from each other every day.

Trust: We believe in building strong, honest relationships. You'll be part of an environment where your contributions are respected and integrity is key.

Discipline: In our fast-paced world, staying focused is crucial. We commit to high standards and a disciplined approach, helping you grow both personally and professionally.

Be part of a team that values your creativity and dedication. Together, let's push boundaries and achieve great things.

\n\n

Equal Opportunity Employer
Capstone is committed to creating an inclusive environment where we welcome people of different backgrounds. Capstone considers applications for employment without regard to all applicable protected characteristics, including race, color, religion, ethnicity, national origin, gender, sexual orientation, gender identity or expression, age, parental status, veteran status, or disability status.

","hiringOrganization":{"@type":"Organization","name":"Capstone Investment Advisors","sameAs":"https://www.capstoneco.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York, New York","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":3,"item":{"@type":"JobPosting","title":"Quantitative Developer - Commodities","datePosted":"2025-09-18","description":"

As a Commodities Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our Commodities product suite. You will work closely with cross-functional teams of developers and interact directly with clients to deliver solutions for both developers and end-users focused on trading and risk management. Your contributions will help drive the continuous improvement of our platform's valuation, risk analytics, and trade management capabilities.

What You’Ll Do

Develop pricing libraries for Risk and Valuation covering global commodities (OTC and exchange-traded products) including but not limited to Power, Gas, Oil, Crude, LNG and Metals
Build, extend, and maintain frameworks within the platform supporting products across asset classes, particularly commodities, their valuation, associated lifecycle and trade management, risks (e.g. Greeks, VAR, XVA), scenario analysis, cashflow generation, and model development.
Identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients
Write and maintain high-quality code that responds to business, functional and quantitative requirements.
Produce high-quality documentation that supports and expands engineering solutions - targeting both technical and non-technical audiences

What We’re Looking For

5+ years of development experience using Python
Strong problem-solving and communication skills, ability to convey technical topics to a diverse audience
Knowledge of commodities and energy markets
Knowledge of market conventions, deal structures, and pricing/risk management of derivatives
Experience in a front office development role, preferably on a trading desk, supporting derivatives pricing and risk analytics
Experience developing code in a production environment - preferably enterprise risk systems
Strong software engineering culture supporting all the phases of software development cycle
Ability to understand unfamiliar code bases and debug applications
Solid critical thinking and troubleshooting skills

What Will Make You Stand Out

Experience as a Quant/Quant Developer in the Commodities/Energy space
Experience building, enhancing, and maintaining real-time quoting and risk systems
Experience with any strongly-typed programming language(s)
Familiarity with SecDB, Athena, Quartz, or other graph-based technologies

What We Offer:

Business casual atmosphere in a flexible working environment
Team focused culture that promotes innovation and ownership
Access cutting edge investment reporting technology and expertise
Defined and undefined career pathways allowing you to grow your own way
Competitive medical, dental, vision, and life insurance benefits
Maternity and paternity leave
Personal Time Off and Volunteer Time Off to give back to the community
RSUs as well as employee stock purchase plan and 401k with match
Work from anywhere 3 weeks out of the year
Work from home Fridays

Salary Range

$137,770.00 - $178,250.00

","hiringOrganization":{"@type":"Organization","name":"Clearwater Analytics","sameAs":"https://www.clearwateranalytics.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York Office, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":4,"item":{"@type":"JobPosting","title":"Quantitative Developer - Commodities","datePosted":"2025-09-18","description":"

What You’Ll Do

Develop pricing libraries for Risk and Valuation covering global commodities (OTC and exchange-traded products) including but not limited to Power, Gas, Oil, Crude, LNG and Metals
Build, extend, and maintain frameworks within the platform supporting products across asset classes, particularly commodities, their valuation, associated lifecycle and trade management, risks (e.g. Greeks, VAR, XVA), scenario analysis, cashflow generation, and model development.
Identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients
Write and maintain high-quality code that responds to business, functional and quantitative requirements.
Produce high-quality documentation that supports and expands engineering solutions - targeting both technical and non-technical audiences

What We’re Looking For

3+ years of development experience using Python
Strong problem-solving and communication skills, ability to convey technical topics to a diverse audience
Knowledge of commodities and energy markets
Knowledge of market conventions, deal structures, and pricing/risk management of derivatives
Experience in a front office development role, preferably on a trading desk, supporting derivatives pricing and risk analytics
Experience developing code in a production environment - preferably enterprise risk systems
Strong software engineering culture supporting all the phases of software development cycle
Ability to understand unfamiliar code bases and debug applications
Solid critical thinking and troubleshooting skills

What Will Make You Stand Out

Experience as a Quant/Quant Developer in the Commodities/Energy space
Experience building, enhancing, and maintaining real-time quoting and risk systems
Experience with any strongly-typed programming language(s)
Familiarity with SecDB, Athena, Quartz, or other graph-based technologies

What We Offer:

Business casual atmosphere in a flexible working environment
Team focused culture that promotes innovation and ownership
Access cutting edge investment reporting technology and expertise
Defined and undefined career pathways allowing you to grow your own way
Competitive medical, dental, vision, and life insurance benefits
Maternity and paternity leave
Personal Time Off and Volunteer Time Off to give back to the community
RSUs as well as employee stock purchase plan and 401k with match
Work from anywhere 3 weeks out of the year
Work from home Fridays

Salary Range

$115,119.60 - $148,350.00

","hiringOrganization":{"@type":"Organization","name":"Clearwater Analytics","sameAs":"https://www.clearwateranalytics.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York Office, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":5,"item":{"@type":"JobPosting","title":"Quantitative Developer, Associate - FX","datePosted":"2025-09-18","description":"

As an FX Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our FX product suite, including Vanilla and Exotic Options. You will work closely with cross-functional teams of developers and interact directly with clients to deliver solutions that focus on both developers and end-users, with a primary emphasis on trading and risk management. Your contributions will help drive the continuous improvement of our platform's valuation, risk analytics, and trade management capabilities.

Requirements:

● Develop and maintain pricing libraries and models for risk and valuation covering FX Vanilla and Exotic options.

● Design, build, and maintain frameworks within the platform to support FX products, including lifecycle management, scenario analysis, cash flow generation, and reporting (e.g., P&L attribution).

● Identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients

Responsibilities:

● 3+ years of experience in quantitative development, with a focus on FX products.

● Strong understanding of FX volatility modeling, including market conventions, deal structures, and pricing/risk management

● Experience developing code in a production environment

● Development Background in a high-level language, preferably with a few years of Python experience

● Strong problem-solving and communication skills, ability to convey technical topics to a diverse audience

What Will Make You Stand Out:

● Experience in a front office development role, preferably on a FX Volatility Desk, supporting securities pricing, hedging, and risk analytics

● Experience building/enhancing/maintaining pricing and risk systems

● Familiarity with relevant sources of market data and product data

● Prior experience working with clients to customize platforms, integrate models, or develop technical solutions is a plus

Salary Range

$115,119.60 - $148,350.00

","hiringOrganization":{"@type":"Organization","name":"Clearwater Analytics","sameAs":"https://www.clearwateranalytics.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York Office, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":6,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-09-16","description":"

About Cubist:

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Responsibilities:

Building components for both live trading and simulation
Refining and increasing automation and robustness of the research infrastructure including backtesting components
Building tools for signal blending, simulation and dashboards for production montioring
Maintaining and updating the platform, ensuring its stability, robustness, and security
Developing robust data checking and storage procedures
Troubleshooting and resolving any systems-related issues and handling the release of code fixes and enhancements

Requirements:

Bachelor’s degree or higher in computer science or other STEM discipline
5+ years of professional programming experience, preferably at a quantitative trading firm
Advanced proficiency in Python and its ecosystem, with an understanding of Python and library internals
Proficiency with Linux
Hands-on experience with software architecture and engineering best practices (testing, CI/CD, monitoring, profiling, version control)
Proficiency with Java and SQL
Commitment to the highest ethical standards

","hiringOrganization":{"@type":"Organization","name":"Point72","sameAs":"https://www.point72.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Paris","addressCountry":"France","addressRegion":"Europe"}}}},{"@type":"ListItem","position":7,"item":{"@type":"JobPosting","title":"Senior Quantitative Developer","datePosted":"2025-09-16","description":"

Join us in this role where you’ll be responsible for developing, maintaining, and advancing our quantitative and technical setup of our option trading business. You will leverage your quant finance and programming skills in the exciting world of energy trading, while collaborating closely with traders, analysts and other quantitative developers.

\n\n

Welcome to Trading & Revenue
You’ll be part of Trading Applications & Insights team where you, together with your colleagues, will be supporting the European Trading department and key decision makers across Trading & Revenue. Our team consists of dedicated desk analysts and model developers with diverse backgrounds in energy market analysis, data science, engineering, mathematical modelling, quantitative finance and meteorology.

\n\n

As a team, we value flexibility, experimentation, innovation and knowledge sharing, working in virtual teams with experienced traders, revenue managers, analysts, quants, and other specialists. We are committed to building a diverse and inclusive team. We encourage women, men, and individuals from underrepresented backgrounds to join us.

\n\n

You’ll play an important role in:

developing and improving analytical tools for the option trading desk, including real-time risk and sensitivity reports, pricing models, PnL explainers, and volatility analysis
building and calibrating volatility surfaces across various commodity markets.
collaborating closely with traders and other specialists to analyse ad-hoc trading ideas and back test trading strategies.
enabling both hedging and proprietary trading decisions through robust analytical support.
providing seamless access to data, web applications, dashboards, and quantitative models across the trading organization.
ensuring the technical infrastructure supports agile decision-making and continuous improvement in trading performance.

\n\n

To succeed in the role, you:

have a background in quantitative finance, mathematics, statistics, or a related field, with experience in financial modelling, stochastic calculus, and option pricing theory
demonstrate deep theoretical and applied understanding of quantitative finance models, from one-factor models to multifactor term structure models
enjoy reading quantitative finance papers and applying traditional theory to commodity markets
poses a solid understanding of sensitivities/Greeks and their practical applications
are proficient in Python and capable of writing maintainable, scalable code (experience with C/C++ is a plus)
show interest in cloud technologies like JupyterHub, Kubernetes, and Airflow, and possess basic SQL and database knowledge.

\n\n

Maybe you’ve read the above and can see you have some transferable skills, even though they don’t quite match all the points. If you think you can bring something to the team, we still encourage you to apply.

\n\n

Shape the future with us
Send your application to us as soon as possible. We’ll be conducting interviews on a continuous basis and reserve the right to take down the advert when we’ve found the right candidate.

\n\n

As an applicant or employee, you may request reasonable work and position accommodation or adjustments via accommodation@orsted.com.

","hiringOrganization":{"@type":"Organization","name":"Ørsted","sameAs":"https://www.orsted.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Gentofte, DK","addressCountry":"Denmark","addressRegion":"Europe"}}}},{"@type":"ListItem","position":8,"item":{"@type":"JobPosting","title":"Quantitative Developer Intern","datePosted":"2025-09-16","description":"

Quantitative Developer Intern – Execution Infrastructure

Location: New York, NY (In-Person)
Company: Blockhouse
Job Type: Full-Time (In-office, 5 days / week)
Compensation: Between $20-$35 in cash compensation

Note: This role is for candidates with 3 months - 1 year of experience on an algorithmic trading desk (internships included), any asset class but crypto preferred.

About Blockhouse

Blockhouse is building intelligent execution algorithms for institutional traders. Our platform leverages advanced market microstructure modeling, machine learning, and real-time signal generation to minimize slippage and improve execution quality across equities, and crypto markets.

Role Overview

We’re looking for a quantitative developer intern who thrives at the intersection of research, data engineering, and production systems. This is a hands-on role where you will support core infrastructure that powers our trading operations + algorithm infrastructure.

You’ll work closely with quants and engineers to build and deploy performance-critical components of our trading platform, including backtesting engines, Kafka-based data streams, and cloud-native systems on AWS.

What You’Ll Do

Design and implement components of our trading strategies and algorithms utilizing Python and C++ / Rust
Build scalable backtesting pipelines and integrate benchmarking tools
Work with Kafka to simulate or ingest real-time market data streams
Deploy and test infrastructure on AWS EC2, manage artifacts via S3
Collaborate with researchers to productionize trading strategies and evaluate execution quality
Integrate with broker APIs using FIX and REST protocols
Contribute to internal tooling, documentation, and model lifecycle management

What We’Re Looking For

Have at least 6 months - 1 year of experience on a trading desk, any asset class but crypto preferred
Strong proficiency in C++, Python including Pandas, NumPy, and asynchronous programming
Familiarity with market microstructure: limit order books, slippage, order types
Experience with Kafka, or similar event-driven streaming systems
Experience using AWS services: EC2, S3, CLI setup, or cloud-based deployment
Exposure to backtesting frameworks or trading simulation environments
Solid understanding of Git workflows and clean, modular code practices
Bonus: Experience with Clickhouse, FIX APIs, containerization (Docker)
Work on production-grade infrastructure used in live trading environments

Why Join Us?

Collaborate with experienced quant researchers and ex-HFT engineers
Direct ownership over projects with real execution impact
Exposure to distributed systems, streaming data, and cloud-native deployment workflows
Fast-paced, outcome-driven, and intellectually rigorous environment
Fully in-person collaboration in NYC among friendly colleagues.
Compensation: Mixture of cash and equity-based compensation, depending on experience and hours committed.
Gym stipend to support fitness and wellness.

Our Perks And Benefits Include:

Wellness stipend via Superpower.com, giving you flexible access to tools and services that improve mental and physical health.
Daily lunch provided, and dinner covered past 7pm.
Potential sponsorship for H-1B visas for eligible candidates.

If you're interested, we encourage you to submit your resume directly on this platform. We look forward to hearing from you.

","hiringOrganization":{"@type":"Organization","name":"Blockhouse","sameAs":"https://blockhouse.capital/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York City Area","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":9,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-09-16","description":"

Quantitative Developer – Execution Infrastructure

Location: New York, NY (In-Person)
Company: Blockhouse
Job Type: Full-Time (In-office, 5 days / week)

Compensation: Between $110,000 - $170,000 total compensation with added trading performance bonus and opportunities for provision of seed capital

Note: This role is for candidates with 1 - 3 years of experience on an algorithmic trading desk, any asset class but crypto preferred.

About Blockhouse

Role Overview

We’re looking for a quantitative developer who thrives at the intersection of research, data engineering, and production systems. This is a hands-on role where you will support core infrastructure that powers our trading operations + algorithm infrastructure.

What You’Ll Do

Design and implement components of our trading strategies and algorithms utilizing Python and C++ / Rust
Build scalable backtesting pipelines and integrate benchmarking tools
Work with Kafka to simulate or ingest real-time market data streams
Deploy and test infrastructure on AWS EC2, manage artifacts via S3
Collaborate with researchers to productionize trading strategies and evaluate execution quality
Integrate with broker APIs using FIX and REST protocols
Contribute to internal tooling, documentation, and model lifecycle management

What We’Re Looking For

Have at least 1 - 2 years of experience on a trading desk, any asset class but crypto preferred
Strong proficiency in C++, Python including Pandas, NumPy, and asynchronous programming
Familiarity with market microstructure: limit order books, slippage, order types
Experience with Kafka, or similar event-driven streaming systems
Experience using AWS services: EC2, S3, CLI setup, or cloud-based deployment
Exposure to backtesting frameworks or trading simulation environments
Solid understanding of Git workflows and clean, modular code practices
Bonus: Experience with Clickhouse, FIX APIs, containerization (Docker)
Work on production-grade infrastructure used in live trading environments

Why Join Us?

Collaborate with experienced quant researchers and ex-HFT engineers
Direct ownership over projects with real execution impact
Exposure to distributed systems, streaming data, and cloud-native deployment workflows
Fast-paced, outcome-driven, and intellectually rigorous environment
Fully in-person collaboration in NYC among friendly colleagues.
Compensation: Mixture of cash and equity-based compensation, depending on experience and hours committed.
Gym stipend to support fitness and wellness.

Our Perks And Benefits Include:

Health insurance & wellness stipend via Superpower.com, giving you flexible access to tools and services that improve mental and physical health.
Daily lunch provided, and dinner covered past 7pm.
Potential sponsorship for H-1B visas for eligible candidates.

If you're interested, we encourage you to submit your resume directly on this platform. We look forward to hearing from you.

","hiringOrganization":{"@type":"Organization","name":"Blockhouse","sameAs":"https://blockhouse.capital/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York City Area","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":10,"item":{"@type":"JobPosting","title":"Quantitative Developer Intern - Summer 2026","datePosted":"2025-09-15","description":"

Acadian Asset Management is a global, systematic investment manager at the forefront of data-driven investing since 1986. Headquartered in Boston, with locations in Singapore, London, and Sydney, we manage over $120 billion on behalf of leading institutions worldwide—including pension funds, endowments, foundations, and sovereign wealth funds. We harness advanced technology, rich datasets, and multidisciplinary expertise to help clients navigate complex markets and uncover insights that may be overlooked by traditional approaches.

What sets Acadian apart is our people. We foster a collaborative, intellectually curious environment where ideas are tested, diverse perspectives are welcomed, and innovation thrives. We’re united by a shared purpose: delivering effective client outcomes and supporting one another in work that’s both challenging and rewarding. We offer a flexible hybrid work environment, strong benefits, and a casual but focused office culture—all designed to support the meaningful, collaborative work that defines Acadian.

\n\n

Position Overview:

The Investment Analytics & Data (IAD) team provides and develops the tools, data, software and systems that drive Acadian’s quantitative forecasting models. We are seeking an exceptionally talented and motivated individual to join our team for the summer. The intern will have the opportunity to work with senior engineers, analysts and portfolio managers to improve our investment infrastructure and modeling process. This is a hands-on opportunity for the individual to gain experience at a top-tier quantitative investment management firm. As part of the experience, you will have access to training and mentorship from some of the most talented professionals in the industry. The ideal candidate will be a highly motivated and energetic individual who takes initiative, enjoys solving business challenges, and takes extreme pride in their work.

Acadian supports a hybrid work environment; Interns will be expected on-site in the Boston office a minimum of 3 days a week.

\n\n

What You’Ll Do:

Writing code to improve the stability, speed and accuracy of signals/models used in Acadian’s investment process
Improving the usability of the tools and analytics used to evaluate Acadian’s models
Assist with various enhancements such as extensions to data access or visualization libraries

\n\n

We’Re Looking For Teammates With:

Progress towards a Bachelor’s or Master’s degree in computer science, engineering, or other analytical discipline required
1+ years programming experience in Python required through school or internship experience; working knowledge of SQL preferred
Strong data management and statistics skills and a willingness to independently dissect, evaluate, and interpret results
Motivation and ability to learn quickly, solve problems and communicate questions and findings in a clear manner
Ability to work autonomously and in collaboration with other interns and investment professionals

To apply for this position or view Acadian’s open roles, please visit the Careers section of our website at: http://www.acadian-asset.com/careers/Job-opportunities. We will contact only selected candidates. If you are a candidate with a disability, or are assisting a candidate with a disability, and require an accommodation to apply for one of our jobs, please email us at recruiting@acadian-asset.com.

Acadian Asset Management LLC is committed to providing equal employment opportunity to all employees and applicants. No employee or applicant shall be discriminated against on the basis of gender, race, creed, color, sex, age, national origin, marital status, pregnancy or parenthood, veteran status, citizenship status, disability, gender identity, or sexual orientation.

\n","hiringOrganization":{"@type":"Organization","name":"Acadian Asset Management","sameAs":"https://www.acadian-asset.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Boston, Massachusetts, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":11,"item":{"@type":"JobPosting","title":"Quantitative Developer - C#, React","datePosted":"2025-09-15","description":"

\n\n

Your Future Role Within Qrt:

Your role involves providing daily trading insights to multiple activities and asset classes within QRT.
You will work with analysts, quants and other quantitative developers to build robust reporting and analytical tools, thus providing constant feedback on investment strategy performance to a few hundred researchers.
Given the dynamic nature of the business, you will continually seek solutions that are both flexible and robust and which integrate seamlessly into the QRT technology landscape.
Take ownership of production processes to ensure constant alignment with business objectives
Continually expand and upgrade the software infrastructure to accommodate the changing business needs
Adopt a systematic approach to all problem solving, allowing the firm to scale out

\n\n

Your Present Skillset:

A minimum of 3 years of experience as a software engineer
C# and Python Language Experience
Experience with React / MUI / AG-Grid / ECharts
Comfortable with SQL
Ability to multitask and work in a team
Excellent communication skills and team player

\n\n

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.

\n","hiringOrganization":{"@type":"Organization","name":"Qube Research & Technologies","sameAs":"https://www.qube-rt.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":12,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-09-14","description":"

QCP is Asia's leading digital asset partner, empowering clients to seamlessly integrate digital assets into their portfolios.

We offer a comprehensive range of solutions - from spot on/off ramping and fixed income strategies to vanilla options and bespoke exotics.

Driven by the vision to be the most trusted partner in digital asset markets, we provide innovative solutions that make digital assets a core component of every portfolio, balance sheet, and treasury.

Since our founding in 2017, we have witnessed the potential of digital assets to transform financial markets and the world at large. We exist at the centre of change, successfully navigating three market cycles and bridging institutional and crypto ecosystems.

We work to build trusted partnerships, putting client success and care at the heart of everything that we do.

Responsibilities

As a Quantitative Developer for a systematic trading firm, your role will be within a trading team that is building and maintaining the proprietary systems that the Relative Value Vol Arb group is using on a day-to-day basis.

Work within a small team of quant developers under direction from the product manager responsible for the trading strategies.
The daily tasks will centre on

Developing risk management tools,
Maintaining and developing market adaptors + gateways
Optimisation of trading signals, and execution.
Writing and maintaining of derivative pricing models, including calibration to market conditions.

Requirements

Bachelor's or Master's degree in computer science, engineering, or a related field.
At least 2 years experience working in a formal programming language. Knowledge in Java is an advantage but not a requirement.
Experience in developing trading systems and exchange gateway integrations
Ability to work on derivatives pricing models.

Benefits

The Environment We Offer

As a growing firm with a tightly-knit team, we respect and listen to all our employees. You will get the chance to make an impact by having your voice heard by everyone, including the management.

Our employees enjoy a high level of autonomy at work. We focus on substance, not form - as long as you can perform, you will be recognized and rewarded. We are also dedicated to supporting our staff and ensuring they develop holistically to maximize their potential in the long- term.

We also provide flexible working arrangement as required and a casual and fun environment to boot!

","hiringOrganization":{"@type":"Organization","name":"QCP","sameAs":"https://www.qcpgroup.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Singapore, Central Singapore, Singapore","addressCountry":"Singapore","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":13,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-09-12","description":"

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

Jump Operations, LLC seeks Quantitative Developer at its facility located at 15 E 26th Street, 3rd Floor, New York, New York 10010.

Role Description:

Involved in improving the existing proprietary technology for the firm by programming and testing high-performance C++ software for use in a real-time trading environment. Responsible for developing programming features within a software-based trading platform which contains a number of novel performance and scalability optimizations to support its unique trading algorithms. Jump’s software platform is a unique, low latency, high performance, system which provides traders a competitive edge to successfully execute their strategies. Involved in research projects associated with latency prediction and algorithmic improvement based on requirements provided by our internal trading teams. Need to be successful at determining efficient methods to store and analyze very large amounts of data and develop tools to evaluate the large volume of market data to help improve trading strategies performance. Involve in investigating and designing data mining and recommending solutions to problems. Involve in research projects associated with latency prediction and algorithmic improvement based on requirements provided by our internal trading teams. Conduct research for the purpose of modelling and forecasting future price actions and volatility. Build and expand the current revenue base by developing and exploring new opportunities. Execute and implement quantitative investment strategies. Responsible for developing and supporting a scalable quantitative research framework using python, C++, and other software systems. Research new methods for capturing risk exposure, evaluating risk/reward and performance attribution across multiple asset classes. Participate in all phases of the software development process for computerized trading applications/models, including requirements analysis, specification generation, application design, software coding and optimization. Design and develop applications based on the business requirements for algorithmic trading. Design, develop and implement high-performance trading applications, ranging from front-end applications to black box systems. Use C++, python, and other software and systems to access applications that can identify and manage portfolio risk. Build and enhance market prediction models for portfolios utilizing quantitative problem solving and advanced statistical techniques. Analyze data, creating and evaluating trading strategies.

Requirements:

This position requires master’s degree, or foreign equivalent, in Computer Engineering or a related field. Plus 5 years of experience as a Quantitative Developer, Software Developer, or related occupation.
Additionally, the applicant must have employment experience with:

Software development using Python
Working with large data sets
Owning process automation
Empirical research
C++; and
Scripting in Bash.

[Qd-Nyc#. Eoe].

#Li-Dni

Benefits

\n - Discretionary bonus eligibility
- Medical, dental, and vision insurance
- HSA, FSA, and Dependent Care options
- Employer Paid Group Term Life and AD&D Insurance
- Voluntary Life & AD&D insurance
- Paid vacation plus paid holidays
- Retirement plan with employer match
- Paid parental leave
- Wellness Programs

Annual Base Salary Range $150,000—$200,000 USD","hiringOrganization":{"@type":"Organization","name":"Jump Trading","sameAs":"https://www.jumptrading.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":14,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-09-12","description":"

This role is for one of the Weekday's clients

Salary range: Rs 3000000 - Rs 6000000 (ie INR 30-60 LPA)Min Experience: 4 years

Location: Bangalore

JobType: full-time

We are seeking a Quantitative Developer to design and build systems that power advanced trading strategies and enhance pricing models. This role offers the opportunity to work closely with quants, traders, and cross-functional teams to develop innovative solutions in derivatives and beyond.

Requirements

Key Responsibilities

Develop tooling and infrastructure to support trading activities, including pricing enhancements for derivatives, execution algorithms, trading product development, and system optimization.
Collaborate with cross-functional teams — including design, product management, traders, quants, and trade operations — to deliver impactful solutions.
Solve complex technical challenges across trading systems, data processing, and pricing models.
Contribute to the development of cutting-edge financial products, such as correlation exotics and missing data volatility pricing.
Drive best practices in software design, development, and agile processes.

Qualifications

Bachelor’s or Master’s degree in Computer Science, Mathematics, or a related field.
Proficiency in Python and at least one low-level programming language (e.g., C++ or Java).
Experience with distributed systems and scalable architectures.
Familiarity with derivative products or risk management frameworks.
Strong knowledge of data structures, algorithms, and design patterns.
Excellent problem-solving skills with attention to detail and operational rigor.
Strong communication skills and a collaborative mindset.
Ability to adapt quickly in a fast-paced, agile, and iterative environment.
Interest in working with early-stage, innovative products in the trading domain.

Skills

Python
C++ / Java
Trading Systems
Option Pricing Models
Trading Strategies
Distributed Systems

","hiringOrganization":{"@type":"Organization","name":"Weekday","sameAs":"https://www.weekday.works"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Bengaluru, Karnataka, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":15,"item":{"@type":"JobPosting","title":"Quantitative Developer - Python","datePosted":"2025-09-11","description":"

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

We are looking for a skilled software engineer to design and build robust, scalable services supporting key business functions related to investment and market analytics. This is a hands-on, high-impact engineering role working closely with domain experts and business stakeholders.

Your future role within QRT

Design and develop scalable, high-performance services using Python and modern software development practices
Leverage cloud-native technologies (AWS) to deploy, manage, and scale applications across environments
Build and maintain automated test suites and delivery pipelines, applying CI/CD and DevOps best practices
Work with technologies including REST APIs, SQL Server, Docker, and Kubernetes to build reliable distributed systems
Collaborate directly with investment and analytics teams to industrialize and scale model-driven processes, with strong exposure to market and portfolio analytics workflows
Operate in a fast-paced environment with multiple concurrent priorities, balancing business responsiveness with engineering quality

Your Present Skillset

\n\n

3–8 years of professional software development experience
Proven experience building, deploying, and maintaining Python applications at scale
Solid understanding of software engineering fundamentals and OOP
Hands-on experience with cloud platforms, preferably AWS
Familiarity with Docker
Experience with SQL Server or similar relational databases
A structured, pragmatic engineering mindset with strong problem-solving skills
Clear communication and ability to work directly with business stakeholders

Good-To-Have

Prior experience working on systems related to financial data, trading, or portfolio analytics
Familiarity with investment management or market-facing use cases, including exposure to model evaluation, pricing logic, or time series data

\n\n

","hiringOrganization":{"@type":"Organization","name":"Qube Research & Technologies","sameAs":"https://www.qube-rt.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Singapore, Hong Kong","addressCountry":"Hong Kong","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":16,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-09-11","description":"

About The Company:

AlphaGrep is a quantitative trading and investment firm founded in 2010. We are one of the largest firms by trading volume on Indian exchanges and have significant market share on several large global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges.

Responsibilities:

We are one of the largest firms by trading volume on Indian exchanges and have significant market share on several large global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges.

We are seeking a bright and resourceful Quantitative Developer for our Trading team based in Bangalore.

Responsibilities

Design, develop, test, and deploy elegant software solutions for automated trading systems
Partner with the Quantitative Research team to define priorities and deliver custom software solution

Skills and Preferred Qualifications

A deep passion for technology, software development, and mathematics
Proficiency within one or more programming languages, including C++ and Python
Experience with some of the following areas: Distributed Computing, Natural Language Processing, Machine Learning, Platform Development, Networking, System Design, and Web Development
Exceptional quantitative and analytical skills
Bachelor's, Master's or PhD degree in Computer Science, or equivalent experience
Strong written and verbal communications skills

Why You Should Join Us

Great People. We’re curious engineers, mathematicians, statisticians and like to have fun while achieving our goals
Transparent Structure. Our employees know that we value their ideas and contributions
Relaxed Environment. We have a flat organizational structure with frequent activities for all employees such as yearly offsites, happy hours, corporate sports teams, etc.
Health & Wellness Programs. We believe that a balanced employee is more productive. A stocked kitchen, gym membership and generous vacation package are just some of the perks that we offer our employees

","hiringOrganization":{"@type":"Organization","name":"AlphaGrep Securities","sameAs":"https://www.alpha-grep.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Bangalore","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":17,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-09-11","description":"

Quantitative Developer – Risk Platform Infrastructure

Location:- Mumbai

We are looking for Quantitative Developer to architect and oversee the development of highly reliable and scalable risk infrastructure that supports front-office decision-making across asset classes—including equities, commodities, fixed income, and FX. This role is ideal for candidates who are passionate about building robust systems that deliver accurate pricing, risk, and analytics under production constraints.

What You’Ll Do

Own the architecture, design, and delivery of the quant infrastructure powering front-office risk and analytics.
Build scalable frameworks for valuation, risk, scenario analysis, and lifecycle modeling across multiple asset classes.
Ensure platform reliability through robust EOD processing pipelines, model calibration workflows, and automated regression testing.
Implement standards for versioning, model governance, and platform health monitoring to ensure system integrity over time.
Design flexible infrastructure to support client-specific configurations without compromising performance or maintainability.
Collaborate with engineering and product teams to align platform design with business and technical requirements.

What We Are Looking For

3 - 5 years of experience in quantitative development or financial engineering with broad asset class exposure.
Strong engineering mindset with a focus on system reliability, maintainability, and performance.
Expertise in Python and familiarity with modern software development practices (CI/CD, testing, observability).
Experience building and operating quantitative infrastructure in production environments—especially for pricing and risk analytics.
Proven ability to lead and grow technical teams.
Strong understanding of trade lifecycle modeling, model calibration, and data orchestration in a risk platform context.

What Will Make You Stand Out

Track record of delivering and operating robust quant systems at scale in a front-office or risk platform environment.
Experience designing systems for automated recovery, failover, and monitoring of analytics jobs.
Familiarity with distributed computing, EOD risk workflows, and large-scale job orchestration (e.g., Airflow, Prefect).
Prior experience integrating complex model libraries into production platforms while maintaining reliability and transparency.

","hiringOrganization":{"@type":"Organization","name":"Clearwater Analytics","sameAs":"https://www.clearwateranalytics.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mumbai Office, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":18,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-09-11","description":"

Quantitative Developer – Risk Platform Infrastructure

What You’Ll Do

Own the architecture, design, and delivery of the quant infrastructure powering front-office risk and analytics.
Build scalable frameworks for valuation, risk, scenario analysis, and lifecycle modeling across multiple asset classes.
Ensure platform reliability through robust EOD processing pipelines, model calibration workflows, and automated regression testing.
Implement standards for versioning, model governance, and platform health monitoring to ensure system integrity over time.
Design flexible infrastructure to support client-specific configurations without compromising performance or maintainability.
Collaborate with engineering and product teams to align platform design with business and technical requirements.

What We Are Looking For

3 - 5 years of experience in quantitative development or financial engineering with broad asset class exposure.
Strong engineering mindset with a focus on system reliability, maintainability, and performance.
Expertise in Python and familiarity with modern software development practices (CI/CD, testing, observability).
Experience building and operating quantitative infrastructure in production environments—especially for pricing and risk analytics.
Proven ability to lead and grow technical teams.
Strong understanding of trade lifecycle modeling, model calibration, and data orchestration in a risk platform context.

What Will Make You Stand Out

Track record of delivering and operating robust quant systems at scale in a front-office or risk platform environment.
Experience designing systems for automated recovery, failover, and monitoring of analytics jobs.
Familiarity with distributed computing, EOD risk workflows, and large-scale job orchestration (e.g., Airflow, Prefect).
Prior experience integrating complex model libraries into production platforms while maintaining reliability and transparency.

","hiringOrganization":{"@type":"Organization","name":"Clearwater Analytics","sameAs":"https://www.clearwateranalytics.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mumbai Office, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":19,"item":{"@type":"JobPosting","title":"Quantitative Developer (EU, C++)","datePosted":"2025-09-10","description":"

Who We Are

Founded in 2019, Rock Bund Capital is a proprietary trading firm deeply committed to shaping the future of the cryptocurrency industry. We have an average daily trading volume exceeding $1 billion and peak daily trading volume reaching $5 billion. We process over 7 million transactions daily, trading more than 1,000 symbols across multiple CEx and DEx. Our CEx activity is primarily focused on top-tier platforms, where we hold the highest VIP status. In DeFi, we provide liquidity to more than 20 most popular protocols across different chains.

Our team combines expertise in traditional finance, quantitative research, and advanced engineering with a deep understanding of blockchain technology. This unique blend enables us to excel in trading across complex crypto markets, including both CeFi and DeFi, while providing capital and strategic guidance to projects that drive innovation and foster sustainable growth in the crypto industry.

\nWhat You Will Do \n

\nDesign, develop, and maintain our low latency, high-frequency execution engine and order management system in C++.\n
\nOptimize the entire order execution path and enhance execution algorithms (e.g., VWAP, TWAP, Liquidity Seeking, etc.), minimizing latency and market impact at every stage (network, kernel, application, etc.).\n
\nCollaborate with quantitative researchers to translate mathematical models and strategies into efficient code.\n
\nOptimize existing trading systems to ensure low latency and high throughput.\n
\nAnalyze and resolve technical issues and bottlenecks in the system.\n
\nEvaluate and introduce new technologies and tools to enhance system performance and development efficiency.\n

\n \nWho You Are \n

\nEU timezone based, fluent English speaking, Mandarin is a plus.\n
\nBachelor's or Master's degree in Computer Science, Engineering, Mathematics, or a related field.\n
\nProficient in C++ programming language with 3+ years of hands-on development experience.\n
\nExperience with other programming languages, Python is a plus.\n
\nSolid knowledge of financial markets and trading systems.\n
\nExperience in high-frequency trading (HFT) system development is a plus.\n

\n\n

Why Join Us

Competitive remuneration package and a meritocratic culture where accomplishments are rewarded
Fast paced and result-oriented with a flat structure
Teams collaborate in a casual working environment
Excellent exposure to the digital asset ecosystem and the latest market insight
Great career development opportunities

\n\n

Disclaimer
We do not accept unsolicited resumes from any professional staffing or search firms. All resumes, or any other information identifying potential candidates, shared with any employee of Rock Bund Capital or its affiliates by any method without a standing signed supplier agreement will be deemed free to contact without restrictions, and no placement fee of any kind will be paid in the event the candidate is hired by Rock Bund Capital or any of its affiliates.

","hiringOrganization":{"@type":"Organization","name":"Rock Bund Capital","sameAs":"https://www.rockbundcapital.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Europe"}}}},{"@type":"ListItem","position":20,"item":{"@type":"JobPosting","title":"Quantitative Developer Analyst Python C++","datePosted":"2025-09-09","description":"

Company Description

Legal & General (L&G) is a leading UK financial services group and major global investor.

We’ve been safeguarding people’s financial futures since 1836, and strive to build a better society, while improving the lives of our customers and creating value for shareholders.

We are one of the world’s largest asset managers and provide powerful asset origination capabilities. Together, these underpin our retirement and protection solutions: we are an international player in pension risk transfer, in UK and US life insurance, and in UK workplace pensions and retirement income.

L&G Institutional Retirement looks after around 700,000 institutional customers who have their retirement benefits secured with us. Operating continuously in the UK market from our entrance in 1987, we are the UK’s longest-running insurer.

Our Institutional Retirement division provides pension risk transfer (PRT) solutions for UK and US defined benefit (DB) schemes, and reinsurance solutions from our global hub in Bermuda. We work with companies, DB pension schemes and their advisors to help them secure and protect scheme members’ retirement benefits.

Joining us means you’ll support customers’ financial security in retirement; help companies to settle their pension liabilities and focus on growing their businesses; and enable investment for the long term to back our pension promises.

Job Description

We’re currently looking to hire a Quantitative Analyst/Developer to join Legal and General Retirement's Investments Quantitative team

The Investments Quantitative team support the different areas of the wider Investments team (e.g. New Business, ALM, Structuring) with both long-term projects and ad-hoc requests, through quantitative model/tool development and improvement, primarily using Python

The team is small and the type of work we get involved with means there is a lot of opportunity for greenfield development, creativity, and prototyping. Working closely with the New Business team in particular means that we are often involved from initial discussions of new tools and approaches, all the way through to their use in production and beyond, supporting them in BAU and thereby being afforded the opportunity to revisit, refactor and improve our code

We are looking for someone with a real passion for programming, problem-solving, along with strong mathematical ability; it’s less about any formal qualifications and more about the motivation and maturity of thought to assume responsibility quickly

What You'Ll Be Doing:

Working with other members of the Investments Quantitative team to develop and enhance a range of tools, understanding the end-to-end processes fully, with the aim of becoming the primary developer for one or more of these tools
Supporting the relevant Investments teams in their day-to-day use of the tools, troubleshooting issues, advising on methodology and investigating and implementing suggested improvements/enhancements
Supporting processes to take new models/methodologies through governance, and satisfy various internal requirements around model ownership & risk
Improving existing tools and processes, be this in terms of calculation efficiency, use of new libraries/techniques, general code quality, improved testing etc.
Spotting opportunities to help/advise others on technical/technological issues, being approachable and flexible, maintaining and improving our relationships with other teams
Taking ownership of platform issues that affect the use of the tools, escalating with relevant in-house and vendor teams to achieve resolution

Qualifications

Who We'Re Looking For:

Degree level or equivalent, in a highly quantitative subject
Post graduate qualification in mathematical / computational finance or financial engineering useful but not required
Good level of “basic” mathematics, e.g. calculus, linear algebra, statistics, probability
Good programming skills and knowledge of computer science fundamentals, e.g. data structures, algorithms, complexity
Understanding of various concepts in financial engineering e.g. stochastic calculus, risk neutral/martingale methods, interest rate modelling, derivative pricing, financial statistics / time-series modelling, VaR, Monte Carlo simulation, numerical integration, minimisation, solvers
Experience of developing modules in Python, including experience interfacing with routines written in C++ (e.g. using pybind11)
Experience of interfacing Excel with both C++ and Python (e.g. COM and xlwings)
Sound documentation and communication skills in a client / customer facing environment

Whatever your role, we reward performance and behaviour with a package that looks after all the things that are important to you. Here are some of the benefits we offer:

The opportunity to participate in our annual, performance -related bonus plan and valuable share schemes
Generous pension contribution
Life assurance
Healthcare Plan (permanent employees only)
At least 25 days holiday, plus public holidays, 26 days after 2 years’ service. There’s also the option to buy and sell holiday
Competitive family leave
Participate in our electric car scheme, which offers employees the option to hire a brand-new electric car through tax efficient salary sacrifice (permanent employees only)
There are the many discounts we offer – both for our own products and at a range of high street stores and online
In 2023, some of our workspaces were redesigned. Our offices are great spaces to connect and collaborate and have your wellbeing at the heart

Additional Information

At L&G, we believe it's possible to generate positive returns today while helping to build a better future for all.

If you join us, you’ll be part of a welcoming, inclusive culture, with opportunities to collaborate with people of diverse backgrounds, views, and experiences. Guided by leaders with integrity who care about your future and wellbeing. Empowered through initiatives which support people to develop their careers and excel.

We care passionately about outcomes rather than attendance and are therefore open to discussing all kinds of flexible working options including part-time, term-time and job shares. Although some roles have limited flexibility due to customer demand, we accommodate requests when we can.

It doesn’t matter if you don’t meet every single criterion in this advert. Instead, think about what you excel at and what else you can bring in terms of strengths, potential and connection to our purpose.

","hiringOrganization":{"@type":"Organization","name":"LegalAndGeneral","sameAs":"https://www.legalandgeneral.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London, England, United Kingdom","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":21,"item":{"@type":"JobPosting","title":"Python Quantitative Developer","datePosted":"2025-09-09","description":"

Are you looking for a career move that will place you in a global financial organization?

By joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team Overview:

Markets Quantitative Analysis Department (MQA) is a division of the Global Markets business and has responsibility for providing the analytical models which are used for pricing securities and risk managing the Firm’s positions throughout the Markets’ businesses. The scope of this work extends from the research into the mathematical derivation of the model, through the coding, testing, and documentation of the model for formal validation and approval, and finally to delivering the model both to the desktop and to Technology for incorporation into the Firm’s books and records systems. MQA’s responsibilities span the G10 Rates, Local Markets, Credit, Commodities, FX, Equity, Equity Hybrids and Mortgage/Securitized markets businesses.

We are expanding our team and seeking a highly experienced Developer who is enthusiastic about Quantitative solutions and infrastructure.

What You Will Do:

Development and maintenance of the in-house python Analytical infrastructure
Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
Work on general efficiency improvement and optimization of the analytical library
Work on Regulatory and Governance based projects across a range of the asset classes
Work with Quant teams to standardize regulatory and infrastructural solutions
Extensive training will be given to the candidate both onsite in Budapest and offsite in London and/or New York. The candidate will have daily contacts with supervisor(s) and will receive interactive training from various members of the Global team, including introduction and intermediary financial courses as well as Business training. The candidate will also participate to the team weekly meetings across regions.

What we will need from you:

Proven track record of development and support analytics library such as Rates, Credit, Equities, Commodities as advantage
Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, CCAR, PAA an advantage
BSc / MSc in Software Engineering, Computer Science, Natural Sciences or Economics
1-2 years relevant experience in a Quantitative Developer role or Software development experience
Good command of programming using Python
Understanding distributed infrastructures: MQs, Service discovery, Python, Asyncio, SQL, MongoDB, React is an advantage

What We Can Offer You:

Cafeteria Program
Home Office Allowance (for colleagues working in hybrid work models)
Paid Parental Leave Program (maternity and paternity leave)
Private Medical Care Program and onsite medical rooms at our offices
Pension Plan Contribution to voluntary pension fund
Group Life Insurance
Employee Assistance Program
Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
Flexible work arrangements to support you in managing work - life balance
Career progression opportunities across geographies and business lines
Socially active employee communities with diverse networking opportunities

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

#Li-Mr1

------------------------------------------------------

Job Family Group:

Institutional Trading

------------------------------------------------------

Job Family:

Quantitative Analysis

------------------------------------------------------

Time Type:

Full time

------------------------------------------------------

Most Relevant Skills

Please see the requirements listed above.

------------------------------------------------------

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

------------------------------------------------------

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View Citi’s EEO Policy Statement and the Know Your Rights poster.

","hiringOrganization":{"@type":"Organization","name":"Citi","sameAs":"https://www.citigroup.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"VACI UT 80, Hungary","addressCountry":"Hungary","addressRegion":"Europe"}}}},{"@type":"ListItem","position":22,"item":{"@type":"JobPosting","title":"Senior Quantitative Developer","datePosted":"2025-09-08","description":"

The Company

Cypress Creek Renewables (CCR) is powering a sustainable future, one project at a time. We develop, finance, own and operate utility-scale and distributed solar and storage projects across the country. Fostering a diverse group of innovative thinkers from all backgrounds, Cypress people are drawn to work in a purpose-driven organization. We hope you will join us.

The Role

\n\n

The Senior Quantitative Developer will lead the development of the analytics and digital tools that support decision-making across Revenue, Operations, and Continuous Improvement within Cypress Creek Renewables’ Commercial function. Reporting to the Director of Analytics Products, this role will focus on building and deploying technology to optimize asset P&L, manage risk, and support data-driven offtake strategies. Key responsibilities include developing tools, dashboards, and models to measure and report portfolio risk and positions, as well as advancing the team’s data infrastructure, CI/CD pipelines, and analytics applications. This role is critical in shaping and executing the analytics ecosystem that underpins strategic decisions and commercial performance.

Main Responsibilities

Lead product development initiatives ensuring cross-functional collaboration between Revenue, Digital, Project Development, Finance and Solutions (Asset Management, Performance & O&M) teams
Collaborate with key external stakeholders & partners on data ingestion, data shares, model development and consumption.
Support the development of innovative analytics tools to meet O&M stakeholder needs and to support the scaling of our portfolio
Leverage CI/CD pipelines for library deployment and testing
Interface with data scientists and Digital Center of Expertise to expand CCR’s cloud computing capabilities.
Work in close collaboration with data scientists and quantitative analysts to build out internal predictive modelling libraries to be leveraged across commercial activities.
Develop interactive dashboards within the cloud analytic environment and provide insights so the teams can make the right solution decisions.
Support the development/implementation of a future ETRM solution to support Origination and Portfolio Management.
Support the Revenue team by becoming the commercial data/infrastructure expert with the initial focus on helping to develop the analytics platform

Qualifications

5-7 years of building data-driven software in a collaborative environment (Git, CI/CD, etc.)
Bachelor’s degree in Engineering, Computer Science, Mathematics or related field
Expertise in programming languages and quantitative applications: Python (and comparable analytics programming languages), Dash (or comparable data visualization libraries) and AWS Cloud Platform (EKS, EC2, S3, Secrets Manager, ArgoCD, Grafana etc)
Development experience in Data pipelines, batched & streaming ingestion, APIs and connectors, Data Warehouses/Data Lakes (Snowflake, S3, Postgres), ETLs & Data Orchestration and Containerized applications (Kubernetes)
Experience devising software solutions for business needs and a strong foundational understanding of analytics ecosystem and product offerings
Deep understanding of data engineering principles and data life cycle management – Ingest, Store, Transform, Monitor and Serve
Aptitude for designing infrastructure, data products, and tools for data scientists.
Excellent interpersonal and strong communication skills

\nBenefits:\n

15 days of Paid Time Off, accrual up to 20 days, 11 observed holidays.
401(k) Match
Comprehensive package including medical, dental, vision and health insurance
Wellness stipend, family planning stipend, and generous parental leave
Tuition Reimbursement
Phone Bill Reimbursement
Fully expensed company travel, mileage reimbursement
Company Swag

Compensation: $140,000-$170,000 base plus bonus and benefits package.

Locations: This role will be based out of CCR's Chicago office, working on a hybrid schedule of 3 days in office, 2 days remote.

A note to Recruiting Agencies Cypress Creek Renewables Human Resources team does not accept unsolicited resumes from third party recruiters, staffing firms, or related agencies. The Human Resources team coordinates all recruiting and hiring at our company. We do not accept resumes from third-party recruiters unless authorized by the Human Resources team and if a signed agreement is in place. Any unsolicited resumes will be considered property of CCR and we are not responsible for any related fees. All communication related to recruiting partnerships should ONLY be directed to the Human Resources team.

Cypress Creek Renewables is an equal opportunity employer and considers all qualified applicants without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, or veteran status. We are committed to providing a workplace that is inclusive and values diversity, and we encourage candidates from all backgrounds to apply.

\n\n\n","hiringOrganization":{"@type":"Organization","name":"Cypress Creek Renewables","sameAs":"https://www.ccrenew.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Chicago, IL","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":23,"item":{"@type":"JobPosting","title":"Quantitative Developer Intern","datePosted":"2025-09-05","description":"

Job Description

A highly collaborative, fast-growing team, Point72 Internal Alpha Capture (IAC) is developing scalable quantitative equity trading signals that leverage rigorous research, state-of-the-art machine learning methods, a broad range of public and proprietary data sources, and unparalleled computing power.

We are looking for exceptional students to join us as quantitative developer interns for Summer 2025. Our interns will work closely with our team, receive comprehensive, in-depth training, and help develop novel signals that may have real impact.

You will gain exposure to a variety of activities, which may include:

Enhancing quantitative research platforms by benchmarking and integrating in-house and cloud technologies
Optimizing data ETL pipelines, persistent/in-memory caches, and SQL databases
Improving research and trading tools and infrastructure

Desirable Candidates

Undergraduate or higher degree in Computer Science, Machine Learning, or other quantitative discipline
Strong programming experience in Python with production-level coding quality
Experience with Unix environment and shell scripting
Experience with cloud computing, ideally AWS and Databricks
Experience with numerical Python libraries (e.g. Numpy, Pandas, PyTorch, etc.)
Knowledge of version control (Git) and software CI/CD tools and lifecycle
Knowledge of profiling (e.g. cProfile, SnakeViz, memory-profiler, etc.) and code optimization is a plus
Knowledge of statistics and machine learning is a plus
Willing to take ownership of his/her work, working both independently and within a small team
Prior experience in the financial services industry is not required
Commitment to the highest ethical standards

Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience, Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain the industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth.

","hiringOrganization":{"@type":"Organization","name":"Point72","sameAs":"https://www.point72.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":24,"item":{"@type":"JobPosting","title":"Innovation Quantitative Developer","datePosted":"2025-09-04","description":"

About Keyrock

Since our beginnings in 2017, we've grown to be a leading change-maker in the digital asset space, renowned for our partnerships and innovation.

Today, we rock with over 180 team members around the world. Our diverse team hails from 42 nationalities, with backgrounds ranging from DeFi natives to PhDs. Predominantly remote, we have hubs in London, Brussels, Singapore and Paris, and host regular online and offline hangouts to keep the crew tight.

We are trading on more than 80 exchanges, and working with a wide array of asset issuers. As a well-established market maker, our distinctive expertise led us to expand rapidly. Today, our services span market making, options trading, high-frequency trading, OTC, and DeFi trading desks. Keyrock is looking to expand and establish itself as a full-service financial institution through both organic innovation and inorganic growth.

But we’re more than a service provider. We’re an initiator. We're pioneers in adopting the Rust Development language for our algorithmic trading, and champions of its use in the industry. We support the growth of Web3 startups through our Accelerator Program. We upgrade ecosystems by injecting liquidity into promising DeFi, RWA, and NFT protocols. And we push the industry's progress with our research and governance initiatives.

At Keyrock, we're not just envisioning the future of digital assets. We're actively building it.

Mission statement
We are seeking a highly motivated Innovation Quant Developer to join Keyrock’s corporate development team. In this newly created role, you will play a pivotal part in identifying, developing and prototyping new innovations in the digital asset space.

Job Description

Evaluate new Web3.0 primitives, and align their engineering requirements with desired growth outcomes of the CorpDev team.
Conduct technology due diligence to assess the viability and strategic fit of potential deals and partnerships.
Build and maintain systems, and align with the broader Keyrock team to understand cross-division compatibility and company synergies.
Use data to track emerging technologies and market trends

Background And Experience

Demonstrated experience in the crypto industry, such as Engineer, Protocol Developer or Quant Trader within blockchain or digital asset companies, with a passion for Crypto and Capital markets.
Strong understanding of Web3.0 and broader emerging technologies

Our Recruitment Philosophy

We value self-awareness and powerful communication skills in our recruitment process. We seek fiercely passionate people who understand themselves and their career goals. We're after those with the right skills and a conscious choice to join our field. The perfect fit? A crypto enthusiast who’s driven, collaborative, acts with ownership and delivers solid, scalable outcomes.

Our Offer

A competitive salary package
Autonomy in your time management thanks to flexible working hours and the opportunity to work remotely
The freedom to create your own entrepreneurial experience by being part of a team of people in search of excellence

As an employer we are committed to building a positive and collaborative work environment. We welcome employees of all backgrounds, and hire, reward and promote entirely based on merit and performance.

Due to the nature of our business and external requirements, we perform background checks on all potential employees, passing which is a prerequisite to join Keyrock.

https://keyrock.com/careers/

","hiringOrganization":{"@type":"Organization","name":"Keyrock","sameAs":"https://www.keyrock.eu"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Brussels","addressCountry":"Belgium","addressRegion":"Europe"}}}},{"@type":"ListItem","position":25,"item":{"@type":"JobPosting","title":"Quantitative Developer with interest in DSL design","datePosted":"2025-09-04","description":"

Join us in this role where you’ll will be part of a team with several quantitative developers responsible for developing, managing and operating our calculational framework. The framework includes, Monte Carlo based calculation engines written in Modern C++, GUI interfaces in C#, Python integration, full- stack web applications, PostgreSQL databases, and Linux containers on Kubernetes. You’ll have opportunities to influence, drive and learn about anything and everything in a modern open-source Linux environment with a little Windows on top.

Welcome to Quantitative Analysis
You’ll be part of Trading and Revenue where you, together with your colleagues, will drive optimization, valuation and decision support for our power and gas portfolio. You’ll be part of a highly skilled and engaged team that enjoys a fun and challenging working environment with plenty of opportunities to work with many stakeholders across the organization.

You’ll play an important role in:

driving the development of our custom domain specific programming language, from design to implementation
continuously developing and renewing our models to ensure alignment with market conditions
enabling the team to deliver high-quality quantitative analyses
translating mathematics into operational decision taking
setting standards to improve our code quality and shape the way we deploy solutions to production
ensuring operational excellence of the power and gas portfolio.

To succeed in the role, you:

have a degree within computer science, engineering, data science, mathematics, statistics, physics, or other quantitative-focused disciplines
have practical experience in programming language and compiler design, or a strong passion to develop expertise in this area
are a team player with strong technical skills, motivated by understanding the business and transforming requirements into it-solutions with a variety of stakeholders in an international, English-speaking environment
hands-on software engineering experience, ideally with Modern C++ and containerized deployments on Linux
have an interest in financial markets and mathematical models such as Monte Carlo Simulations, stochastic optimization, option pricing or linear programming
adapt well to change and are constantly looking to challenge the norms to do things better.

Shape the future with us
Send your application to us as soon as possible. We’ll be conducting interviews on a continuous basis and reserve the right to take down the advert when we’ve found the right candidate.

As an applicant or employee, you may request reasonable work and position accommodation or adjustments via accommodation@orsted.com.

Please note that for your application to be taken into consideration, you must submit your application via our online career pages and answer the screening questions relevant for your country. We don't take applications or inquiries from external recruiters or agencies into account for this position.

\n\n","hiringOrganization":{"@type":"Organization","name":"Ørsted","sameAs":"https://www.orsted.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Gentofte, DK","addressCountry":"Denmark","addressRegion":"Europe"}}}},{"@type":"ListItem","position":26,"item":{"@type":"JobPosting","title":"Quantitative Developer with interest in DevOps","datePosted":"2025-09-04","description":"

Join us in this role where you’ll be part of a team with several quantitative developers responsible for developing, managing and operating our calculational framework. The framework includes, Monte Carlo based calculation engines written in Modern C++, GUI interfaces in C#, Python integration, full- stack web applications, PostgreSQL databases, and Linux containers on Kubernetes. You’ll have opportunities to influence, drive and learn about anything and everything in a modern open-source Linux environment with a little Windows on top.

You’ll play an important role in:

setting up, maintaining, and operating the framework for optimizing our portfolio, owning the full development cycle from design to deployment
continuously developing and renewing our models to ensure alignment with market conditions
enabling the team to deliver high-quality quantitative analyses
translating mathematics into operational decision taking
setting standards to improve our code quality and shape the way we deploy solutions to production
ensuring operational excellence of the power and gas portfolio.

To succeed in the role, you:

have a degree within computer science, engineering, data science, mathematics, statistics, physics, or other quantitative-focused disciplines
have a proven track record of building and maintaining reliable CI/CD pipelines which includes C++ projects and deployment to Kubernetes
are a team player with strong technical skills, motivated by understanding the business and transforming requirements into it-solutions with a variety of stakeholders in an international, English-speaking environment
hands-on software engineering experience, ideally with Modern C++ and containerized deployments on Linux
have an interest in financial markets and mathematical models such as Monte Carlo Simulations, stochastic optimization, option pricing or linear programming
adapt well to change and are constantly looking to challenge the norms to do things better.

Shape the future with us
Send your application to us as soon as possible. We’ll be conducting interviews on a continuous basis and reserve the right to take down the advert when we’ve found the right candidate.

As an applicant or employee, you may request reasonable work and position accommodation or adjustments via accommodation@orsted.com.

\n\n","hiringOrganization":{"@type":"Organization","name":"Ørsted","sameAs":"https://www.orsted.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Gentofte, DK","addressCountry":"Denmark","addressRegion":"Europe"}}}},{"@type":"ListItem","position":27,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-09-03","description":"

About The Company:

Responsibilities:

We are seeking a bright and resourceful Quantitative Developer for our Trading team based in Bangalore.

Responsibilities

Design, develop, test, and deploy elegant software solutions for automated trading systems
Partner with the Quantitative Research team to define priorities and deliver custom software solution

Skills and Preferred Qualifications

A deep passion for technology, software development, and mathematics
Proficiency within one or more programming languages, including C++ and Python
Experience with some of the following areas: Distributed Computing, Natural Language Processing, Machine Learning, Platform Development, Networking, System Design, and Web Development
Exceptional quantitative and analytical skills
Bachelor's, Master's or PhD degree in Computer Science, or equivalent experience
Strong written and verbal communications skills

Why You Should Join Us

Great People. We’re curious engineers, mathematicians, statisticians and like to have fun while achieving our goals
Transparent Structure. Our employees know that we value their ideas and contributions
Relaxed Environment. We have a flat organizational structure with frequent activities for all employees such as yearly offsites, happy hours, corporate sports teams, etc.
Health & Wellness Programs. We believe that a balanced employee is more productive. A stocked kitchen, gym membership and generous vacation package are just some of the perks that we offer our employees

","hiringOrganization":{"@type":"Organization","name":"AlphaGrep Securities","sameAs":"https://www.alpha-grep.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Bangalore","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":28,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-09-03","description":"

Quantitative Developer – Risk Platform Infrastructure

We are looking for Quantitative Developer to architect and oversee the development of highly reliable and scalable risk infrastructure that supports front-office decision-making across asset classes—including equities, commodities, fixed income, and FX. This role is ideal for candidates who are passionate about building robust systems that deliver accurate pricing, risk, and analytics under production constraints.

What You’Ll Do

Own the architecture, design, and delivery of the quant infrastructure powering front-office risk and analytics.
Build scalable frameworks for valuation, risk, scenario analysis, and lifecycle modeling across multiple asset classes.
Ensure platform reliability through robust EOD processing pipelines, model calibration workflows, and automated regression testing.
Implement standards for versioning, model governance, and platform health monitoring to ensure system integrity over time.
Design flexible infrastructure to support client-specific configurations without compromising performance or maintainability.
Collaborate with engineering and product teams to align platform design with business and technical requirements.

What We Are Looking For

3 - 5 years of experience in quantitative development or financial engineering with broad asset class exposure.
Strong engineering mindset with a focus on system reliability, maintainability, and performance.
Expertise in Python and familiarity with modern software development practices (CI/CD, testing, observability).
Experience building and operating quantitative infrastructure in production environments—especially for pricing and risk analytics.
Proven ability to lead and grow technical teams.
Strong understanding of trade lifecycle modeling, model calibration, and data orchestration in a risk platform context.

What Will Make You Stand Out

Track record of delivering and operating robust quant systems at scale in a front-office or risk platform environment.
Experience designing systems for automated recovery, failover, and monitoring of analytics jobs.
Familiarity with distributed computing, EOD risk workflows, and large-scale job orchestration (e.g., Airflow, Prefect).
Prior experience integrating complex model libraries into production platforms while maintaining reliability and transparency.

","hiringOrganization":{"@type":"Organization","name":"Clearwater Analytics","sameAs":"https://www.clearwateranalytics.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mumbai Office, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":29,"item":{"@type":"JobPosting","title":"EMEA Quantitative Developer Graduate 2026","datePosted":"2025-09-01","description":"

Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower has built its business on a high-performance platform and independent trading teams. We have a 25+ year track record of innovation and a reputation for discovering unique market opportunities.

Tower is home to some of the world’s best systematic trading and engineering talent. We empower portfolio managers to build their teams and strategies independently while providing the economies of scale that come from a large, global organization.

Engineers thrive at Tower while developing electronic trading infrastructure at a world class level. Our engineers solve challenging problems in the realms of low-latency programming, FPGA technology, hardware acceleration and machine learning. Our ongoing investment in top engineering talent and technology ensures our platform remains unmatched in terms of functionality, scalability and performance.

At Tower, every employee plays a role in our success. Our Business Support teams are essential to building and maintaining the platform that powers everything we do — combining market access, data, compute, and research infrastructure with risk management, compliance, and a full suite of business services. Our Business Support teams enable our trading and engineering teams to perform at their best.

At Tower, employees will find a stimulating, results-oriented environment where highly intelligent and motivated colleagues inspire each other to reach their greatest potential.

As a member of one of Tower’s trading teams, a Quantitative Trader / Researcher will be using Tower’s in-house trading system—one of the fastest and most comprehensive in the world—to develop and deploy algorithmic trading strategies based on patterns in market behaviour.

\n\n

Responsibilities

Designing, implementing, and deploying high or mid-frequency trading algorithms
Working with a dedicated mentor to research and enhance existing trading strategies
Exploring trading ideas by analyzing market data.
Creating tools to analyze data for patterns
Contributing to libraries of analytical computations to support market data analysis and trading

Qualifications

A Master's and/or PhD in mathematics, statistics, physics, electrical engineering, computer science, data science, financial engineering, or related fields
A strong background in Python, C++
Strong problem-solving abilities
A passion for new technologies and ideas
The ability to manage multiple tasks in a fast-paced environment
Strong communication skills

\n\n

Benefits

Tower’s headquarters are in the historic Equitable Building, right in the heart of NYC’s Financial District and our impact is global, with over a dozen offices around the world.

At Tower, we believe work should be both challenging and enjoyable. That is why we foster a culture where smart, driven people thrive – without the egos. Our open concept workplace, casual dress code, and well-stocked kitchens reflect the value we place on a friendly, collaborative environment where everyone is respected, and great ideas win.

Our Benefits Include:

Generous paid time off policies
Savings plans and other financial wellness tools available in each region
Hybrid working opportunities
Free breakfast, lunch, and snacks daily
In-office wellness experiences and reimbursement for select wellness expenses (e.g., gym, personal training and more)
Company-sponsored sports teams and fitness events (JPM Corporate Challenge, Cycle for Survival, Wall Street Rides FAR and more)
Volunteer opportunities and charitable giving
Social events, happy hours, treats, and celebrations throughout the year
Workshops and continuous learning opportunities

At Tower, you’ll find a collaborative and welcoming culture, a diverse team and a workplace that values both performance and enjoyment. No unnecessary hierarchy. No ego. Just great people doing great work – together.

Tower Research Capital is an equal opportunity employer.

\n","hiringOrganization":{"@type":"Organization","name":"Tower Research Capital","sameAs":"https://www.tower-research.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":30,"item":{"@type":"JobPosting","title":"Quantitative Developer Summer Internship 2026 (2027 Graduates)","datePosted":"2025-09-01","description":"

Summer Internship 2026

At Tower, employees will find a stimulating, results-oriented environment where highly intelligent and motivated colleagues inspire each other to reach their greatest potential.

Our trading teams are hiring for aspiring quantitative developers for internships in summer 2026 - only open to penultimate year students.

Responsibilities

Optimizing systems by using network and systems programming, as well as other advanced techniques to minimize latency
Designing, building, and leveraging systems to collect, analyze, and visualize large amounts of data
Building data pipelines to capture reference and market data and developing systems that provide fast and easy access to them
Building trading systems for algo trading
Enhancing the efficiency of trading operations by developing (AI assisted) automation solutions and products

Qualifications

Bachelor’s, Master’s, or PhD student
Majoring in computer science or related fields
Deep knowledge of programming concepts and object-oriented programming
Knowledge of development languages (including C++, Golang, Java, JavaScript, Python, or Rust)
Knowledge of SQL and relational databases
Working knowledge of Linux
Strong problem-solving abilities and communication skills
Interest in financial markets

Benefits

Tower’s headquarters are in the historic Equitable Building, right in the heart of NYC’s Financial District and our impact is global, with over a dozen offices around the world.

Our Benefits Include:

Generous paid time off policies
Savings plans and other financial wellness tools available in each region
Hybrid working opportunities
Free breakfast, lunch, and snacks daily
In-office wellness experiences and reimbursement for select wellness expenses (e.g., gym, personal training and more)
Company-sponsored sports teams and fitness events (JPM Corporate Challenge, Cycle for Survival, Wall Street Rides FAR and more)
Volunteer opportunities and charitable giving
Social events, happy hours, treats, and celebrations throughout the year
Workshops and continuous learning opportunities

Tower Research Capital is an equal opportunity employer.

","hiringOrganization":{"@type":"Organization","name":"Tower Research Capital","sameAs":"https://www.tower-research.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":31,"item":{"@type":"JobPosting","title":"Quantitative Developer Intern","datePosted":"2025-09-01","description":"

Job Responsibilities:

Design and implement low-latency live trading platforms in C++.
Design and implement high-performance backtesting research framework in a cloud computing ecosystem.

Qualifications:

Experience in writing C++ in a large-scale codebase for a professional setting.
Experience in Python programming language.
Work experience with low latency trading platforms is a plus.
Familiarity with cloud platforms such as AWS is a plus.
Knowledge with ReactJS and node is a plus.
Being fast, critical and reasonable in thinking.
Good communicator, being rigorous, patient, and having a strong sense of teamwork.
Highly motivated, and able to work in a fast-paced environment.

","hiringOrganization":{"@type":"Organization","name":"Scientech Research LLC","sameAs":"https://www.scientechresearch.io"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Shanghai","addressCountry":"China","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":32,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-09-01","description":"

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a commitment to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It’s how we’ve contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years.

The Strat team is responsible for designing, building and maintaining the code that handles the data priming, the model execution and the post-processing of the solution into a format that clients can consume. The biggest component of the role is writing and testing code, which is written in python, so it is important to enjoy coding and be comfortable with designing and writing code in a large, shared codebase. Being comfortable with inter-library dependencies, python package management and continuous development practices is also crucial.

In addition to building the calculations, the Strat team is on the front-line when it comes to executing the multilateral optimization runs, which occur multiple times a week. This requires a high level of engagement with our Production team, to provide timely support during runs and help resolve issues as they arise in real time. A client-focused approach is therefore of paramount importance for the role. Successful candidates will build and support one or more of Quantile products. They work directly with our Production and Product Development teams to enhance the products based on feedback from clients and analysis of runs, as well as on strategic projects. We are looking for a graduate/junior quantitative developer to work on our optimisation services development and analytics.

Examples Of Recent Projects Include:

Implement improvements to our IR LCH compression algorithm.
Extend our LCH compression service suite extending it to FX product.
Implement a new service to allow the bulk booking of trades in the clearing house.
Improve the runtime performance by reducing the data set and solution search space
Improve data flow, minimising manual steps, avoiding task duplication, and building an event-driven architecture

Responsibilities:

Develop enhancements to the service model libraries to add new features and/or improve others. This will be a mix of strategic projects (3-6 months) and shorter-term tactical changes
Become familiar with the data flow and the run processes and continually strive to improve them
Investigate how to tune the model to create desired outcomes for clients
Support Live Runs

Essential:

Proven experience building quantitative, data intensive products in python
Excellent understanding of software development best practices (such as functional and OO paradigms and standard design patterns) and design principles (SOLID)
Excellent understanding of commercial development practices such as testing, documentation, package management and SDLC
Excellent understanding of python for numerical programs. In particular, pandas and numpy are a must
Excellent Problem-Solving Skills
Strong communication skills (the role will involve explaining complex algorithms to colleagues with varying technical and mathematical experience)

Desirable

Knowledge of UNIX & AWS
Understanding of linear and mixed integer programming, and convex optimisation
Experience with at least one commercial or open-source optimisation library or a mathematical modelling language
Understanding of financial derivatives, margin and counterparty credit risk measures
A solid mathematical background (numerical methods, linear algebra, partial differential equations, probability & statistics)

Compensation/Benefits Information:

LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $81,500 - $135,900.Please be aware base salary ranges may vary by geographic location, city and state. In addition to our offered base salary, this role is eligible for our Annual Incentive Plan (AIP/”bonus plan”). Target AIP rates will be commensurate with role level and posted career stage. Individual salary will be reflective of job related knowledge, skills and equivalent experience. LSEG roles (excluding internships and part-time roles of less than 20 hours per week) are typically eligible for inclusion in our LSEG Benefits program, which includes offerings of: Annual Wellness Allowance, Paid time-off, Medical, Dental, Vision, Flex Spending & Health Savings Options, Prescription Drug plan, 401(K) Savings Plan and Company match. LSEG’s Benefits plan also includes basic life insurance, disability benefits, emergency backup dependent care, adoption assistance commuter assistance etc.

Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you.

LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth.

Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions.

Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce.

We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone’s race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs.

You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering.

LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.

Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it’s used for, and how it’s obtained, your rights and how to contact us as a data subject.

If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

","hiringOrganization":{"@type":"Organization","name":"LSEG","sameAs":"https://www.lseg.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York, United States, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":33,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-09-01","description":"

The application development team creates the systems that deliver the service to Quantile’s clients. The team’s responsibility is to design and build systems that permit financial market participants to securely provide risk and trade data to Quantile, to deliver that data into the quantitative algorithms developed by the strats, and to return the output of those libraries safely back to the participants in a timely manner. In addition, the systems provides analytics and feedback to Quantile’s products team and our clients to help them to understand the results as well as how they can modify their parameters and data to gain improvements in the future. The backend is written in python and makes use of several AWS services, whereas the front end is html/javascript (react). We also have smaller amounts of C++, java, scala. Data is stored in combination of RDS (postgres), Redshift and S3. We are looking for a graduate full stack developer to work on portal development, back-end business logic and data analytics.

Examples Of Recent Projects Include:

Addition of new services for optimisation of counterparty risk to client portal
Addition of client analytics to portal to understand historical changes in SIMM
Automation of pricing and risk checks of client data
Tools for publishing marketing materials and news to clients on portal
Optimisation of post-optimisation reporting to improve completion time of compression services

Responsibilities:

Working both individually and as part of a larger team to deliver high quality software solutions
Building APIs for scenario generation calling into quant libraries
Building unit tests and promoting continuous improvement throughout every stage of development
Ongoing maintenance and support of components
Ongoing evaluation and improvement of component effectiveness
Validation of client data
Automation of processes where necessary and appropriate
Generation of formatted reports and files to be sent to clients and 3rd party APIs
Improving and adding to component documentation
Persist the data and build tools, dashboards and analytics to perform data analytics

Essential:

Experience as a Python Developer, working on data intensive numerical applications (E.g. Using Numpy, Pandas)
Experience with the all stages of the software development lifecycle from product design, technical design, coding, testing, documentation, release into production and ongoing maintenance
Strong understanding of \"good design\" (eg SOLID design principles) pythonic code style and different design paradigms (eg OO, Functional, Imperative)
Experience working with AWS python SDK
Excellent problem-solving and interpersonal skills. We work in partnership with product team to collaboratively design and improve functionality
Familiarity with the unix command line
Familiarity with Git or similar source control solution

Desirable:

Understanding of financial derivatives including the role of clearing houses, differences between OTC & listed derivatives, margin, capital
Quantitative/Data Analysis Background
Experience of Java and/or C++ (We don’t do much of either internally, but some systems require us to work with third party libraries which are sometimes only available in Java or C++)
Experience as a full-stack developer with React / JS front end and python backend
Experience with relational database design and implementation in postgres

Compensation/Benefits Information:

LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth.

LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.

If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

","hiringOrganization":{"@type":"Organization","name":"LSEG","sameAs":"https://www.lseg.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York, United States, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":34,"item":{"@type":"JobPosting","title":"Quantitative Developer Intern","datePosted":"2025-08-31","description":"

Job Responsibilities:

Design and implement low-latency live trading platforms in C++.
Design and implement high-performance backtesting research framework in a cloud computing ecosystem.

Qualifications:

Experience in writing C++ in a large-scale codebase for a professional setting.
Experience in Python programming language.
Work experience with low latency trading platforms is a plus.
Familiarity with cloud platforms such as AWS is a plus.
Knowledge with ReactJS and node is a plus.
Being fast, critical and reasonable in thinking.
Good communicator, being rigorous, patient, and having a strong sense of teamwork.
Highly motivated, and able to work in a fast-paced environment.

","hiringOrganization":{"@type":"Organization","name":"Scientech Research LLC","sameAs":"https://www.scientechresearch.io"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New Jersey","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":35,"item":{"@type":"JobPosting","title":"Quantitative Developer Intern","datePosted":"2025-08-29","description":"

At Voloridge Investment Management we implement sophisticated machine learning techniques to solve the extremely challenging problem of modelling and predicting financial markets. We build our own software which we use to drive and execute trade decisions. We maintain a collaborative entrepreneurial environment where everyone contributes to the design and implementation of our software platform. We are seeking a Quantitative Developer Intern to join our talented development team to work in a diverse environment of open source and “off the shelf” technologies.

Summary of Job Functions

Work with engineering teams in the Research department on a variety of software and data engineering projects
Participate in the team's software development process and standards
Become proficient with the team’s technology stacks and tooling
Conduct research on best practices in software development and their application to the field of quantitative investment and present findings to the team
Create and/or maintain engineering and operational documentation, where applicable

Minimum Requirements

Pursuing a degree in Computer Science, Information Systems, or a related discipline
Experience with programming languages such as C#, C++, Python, Powershell, SQL
Ability to work onsite in our Jupiter, Florida office (not a remote role). Housing and transportation provided where applicable

Preferred Skills and Previous Experience

Completion of at least three years of an undergraduate degree
Computer Science background with an emphasis on computer organization and design
Knowledge of data modeling methodologies
Experience building ETL/ELT data pipelines
Strong math background
Extremely detail-oriented and self-motivated
Highly curiosity with a deep problem-solving attitude
Able to work well in a team environment
Strong communication and problem-solving skills
Willing to tackle challenging problems and hungry to learn

Benefits

Fully paid housing if applicable
Uber stipend to cover most transportation costs
Free breakfast, lunch and snacks on-site daily
Gym membership included

","hiringOrganization":{"@type":"Organization","name":"Voloridge Investment Management","sameAs":"https://voloridge.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"JUPITER, FL, US","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":36,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-08-29","description":"

Virtu is a leading financial firm that leverages cutting edge technology to deliver liquidity to the global markets and innovative, transparent trading solutions to our clients. As a market maker, Virtu provides deep liquidity that helps to create more efficient markets around the world. Our market structure expertise, broad diversification, and execution technology enables us to provide competitive bids and offers in over 19,000 securities, at over 235 venues, in 36 countries worldwide

The firm’s complementary core offerings—market making, client execution services, and trading venues—give Virtu a competitive advantage in developing and applying innovative tools that deliver efficiencies and performance across the organization.

The Role

As a quantitative developer at Virtu, you will be working side-by-side with quantitative researchers and traders in a collaborative environment. Your work will be instrumental in turning research ideas into production-grade code, shaping the tools and frameworks used for signal research, model fitting and back testing.

Design, implement, and optimize research infrastructure, alpha generation pipelines, and real-time trading strategies.
Implement and optimize statistical/machine learning models used for signal generation and fitting.
Develop and maintain research pipelines for signal generation and strategy simulation.
Collaborate directly with researchers to iterate on hypotheses and turn ideas into performant, production-ready code.
Build tools and libraries to support fast, scalable research workflows and data analysis.
Work closely with data engineers to integrate new datasets into the research environment
Ensure code quality, performance, and robustness in both research and production environments.

The Candidate

Strong programming skills: fluency in Python and/or C++ (or similar languages).
Understanding of numerical methods, statistics, and/or machine learning as applied to time-series data.
Ability to write clean, well-tested, and efficient code in a collaborative environment.
Experience building research platforms, fitting pipelines, or backtesting frameworks.
Extensive history in high-performance computing environments.
Comfortable with large-scale data. Familiarity with market data or trading systems is a plus.
Degree in Computer Science, Engineering, Physics, Mathematics, or related field.

The Process

After passing an application screening, candidates will be sent an online programming test via email from a service called HackerRank.

\n\n\n

Salary Range: minimum $200,000 annual salary (annual salary is exclusive of bonuses, benefits or other categories of compensation)

Virtu Financial is an equal opportunity employer, committed to a diverse and inclusive workplace, welcoming you for who you are and does not discriminate on the basis of race, national origin, gender, gender identity, sexual orientation, protected veteran status, disability, age, or other legally protected status.

","hiringOrganization":{"@type":"Organization","name":"Virtu Financial","sameAs":"https://www.virtu.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":37,"item":{"@type":"JobPosting","title":"Senior Internal Audit Associate - Securitized Products Group and Public Finance","datePosted":"2025-08-29","description":"

We are on the lookout for a talented Senior Associate to join our Commercial and Investment Banking Internal Audit team. This is your opportunity to play a crucial role in enhancing our organization's governance and operational excellence!

As a Senior Associate on the Commercial Investment Banking Audit Team, you will lead all aspects of the audit lifecycle for the Securitized Products Group and Public Finance portfolio, including planning, fieldwork, reporting, validation and continuous monitoring. The role is highly visible and also offers you exposure to senior executives outside of Internal Audit across the bank.

Job Responsibilities

Plan, execute and document audit reports, including risk assessments, audit planning, audit testing, control evaluation, report drafting and follow-up and verification of issue closure while ensuring audits are completed timely and within budget
Work closely with global Audit colleagues in the early identification of emerging control issues and reporting them timely to Audit management and business stakeholders
Recognize the confidential nature of Internal Audit communications and access to information; you must be disciplined in protecting the confidentiality and security of information in accordance with firm policy
Partner with stakeholders, business management, other control groups (i.e. risk management, compliance, fraud prevention), external auditors, and regulators establishing strong working relationships while maintaining independence
Finalize audit findings and use judgment to provide an overall opinion on the control environment through developing recommendations to better internal controls
Take ownership of self-development, including all assignments, to prepare for greater responsibilities and career development, and take initiative to seek out opportunity for continued learning
Stay up to date with industry trends to identify opportunities for game changing innovations or strategic partnerships

Required qualifications, capabilities and skills

5+ years of internal or external auditing experience, or relevant business experience
Bachelor's degree (or relevant financial services experience)
Experience with internal audit methodology and applying concepts in audit delivery and execution
Solid understanding of internal control concepts, with the ability to evaluate and determine the adequacy of controls by considering business and technology risks in an integrated manner
Good interpersonal and influencing skills, with the ability to establish credibility and build strong partnerships with senior business and control partners
Advanced analytical skills particularly in regard to assessing the probability and impact of an internal control weakness
Adaptable to changing business priorities and ability to multitask in a constantly changing environment

Preferred qualifications, capabilities and skills

Advanced Degree in relevant discipline
Prior experience with Big 4 accounting firm and/or internal audit department in financial services industry

\n\n\n\n JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.\n \n\n\n

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.

\n\n

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans

","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Jersey City, NJ, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":38,"item":{"@type":"JobPosting","title":"2026 - Internship, Quantitative Developer","datePosted":"2025-08-29","description":"

Programme duration: from 5 to 6 months, starting in 2026.  

Who qualifies: Penultimate or final year students completing a Bachelor's, Master's.

\n\n

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors. 

Over the years, QRT has invested in a global research and execution platform which has been deployed to cover all geographies and asset classes. This platform covers a broad spectrum from high to low frequency trading systems. We thrive at the intersection of cutting-edge technology, smart automation, and scalable processes, enabling us to move fast, think big, and deliver at scale.  

We are committed to identifying and developing exceptional talent, and are inviting a new cohort of outstanding individuals to join us in the year ahead. Our internship offers a stimulating, intellectually rigorous, and high-performance environment, where collaboration is key to success. You will work alongside and be mentored by industry-leading professionals, gaining invaluable experience and positioning yourself for the opportunity to secure a full-time graduate role upon successful completion of the program.

\n\n

Your future role at QRT 

Throughout the recruitment process, we will work to align your skills, interests, and potential with the teams where you can make the greatest impact.

As a Quantitative Developer at QRT, you will contribute to the engineering solutions that power our world-class quantitative research and trading, building the tools, platforms, and infrastructure that enable researchers and traders to operate at their best. You will be tackling projects that demand both technical depth and creativity.

Examples of the projects you may work on include:

Trading Infrastructure & Low-Latency

Build and optimize the high-performance systems that power QRT’s real-time trading. Contribute to low-latency infrastructure, execution logic, and live monitoring tools - where engineering performance directly impacts trading outcomes. These roles involve hands-on development in C++ or .NET, close to production and tightly integrated with live strategies.

Research Enablement & Platform Engineering

Develop and optimize the platforms that power quantitative research across the firm. This may include scalable APIs, machine learning and data pipelines, orchestration frameworks, and shared infrastructure that accelerates research and experimentation. Collaborate closely with researchers to create efficient, reliable, and standardized environments for innovation.

Tooling & Workflow Automation

Design and deliver internal tools used directly by traders and researchers on discretionary desks. Projects may involve streamlining workflows, improving data accessibility, and supporting real-time decision-making - all within the high-intensity environment of front-office operations. Work interactively with users to deliver intuitive, high-impact solutions.

Monitoring & Analytics Tools

Build tools and dashboards to support the firm’s risk and oversight functions, enabling performance evaluation, risk monitoring, and investment oversight. Combine strong data processing and visualization skills with scalable infrastructure, and explore opportunities to integrate applied machine learning for deeper insights.

 Core Trading Systems (London only)

Build and maintain the infrastructure supporting the development, testing, and deployment of trading signals in production. This includes tooling for signal generation, model evaluation, data ingestion, and analytics - enabling systematic trading teams to iterate, validate, and implement live trading logic efficiently and reliably.

\n\n

Your Present Skillset

Strong core computer science foundations, including algorithms, data structures, parallel programming, and object-oriented programming (OOP).
Genuine interest in software engineering, infrastructure, or data engineering within a low-latency environment, working in C++, C#, or Python.
Interest to build expertise in high-performance, real-time trading systems
Excellent communication and analytical skills - you will interact directly with Traders and Researchers 
Drive for rapid autonomy and the ability to work in a fast-paced, high-performance setting.
Rigorous and structured approach to problem-solving.

\n\n\n\n\n\n

Preferred Qualifications (A Plus):

Knowledge of databases such as SQL or NoSQL.
Experience in front-end development.
Interest in financial markets and/or algorithmic trading.

\n\n\n\n

Interview Process

 Application - Submit your application online. We review applications on a rolling basis, so we recommend applying early to maximize your chances.
Technical Assessment - Selected candidates will be invited to complete a coding challenge designed to evaluate core technical and problem-solving skills.
Interviews - Shortlisted applicants will proceed to interviews, conducted either on-site or via Microsoft Teams. These will assess both your technical expertise and your alignment with our culture and values.

\n\n\n\n

","hiringOrganization":{"@type":"Organization","name":"Qube Research & Technologies","sameAs":"https://www.qube-rt.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London, Paris","addressCountry":"France","addressRegion":"Europe"}}}},{"@type":"ListItem","position":39,"item":{"@type":"JobPosting","title":"BMO Capital Markets, Global Markets Analyst (Generalist & Quantitative/Developer) - Winter 2026","datePosted":"2025-08-27","description":"

Application Deadline:

09/03/2025

Address:

100 King Street West

Job Family Group:

Capital Mrkts Sales & Service

Bmo Capital Markets

BMO Capital Markets is a leading, full-service North American-based financial services provider, with over 2,700 professionals in 30 locations around the world, including 20 offices in North America, offering corporate, institutional and government clients access to a complete range of investment and corporate banking products and services.

BMO Capital Markets is a member of BMO Financial Group (NYSE, TSX: BMO), one of the largest diversified financial services providers in North America with US$1.0 trillion total assets and approximately 54,000 employees as of January 31, 2025.

Program Overview:

Winter Analysts work in the Global Markets Group of BMO Capital Markets, comprising Client Coverage, Origination, Digital and Liquid Trading, Structured Products Trading, Equity Products, and Financial Resource Management. Global Markets serves institutional, corporate, and government clients.

A variety of desks host Fall Analysts including Equity Sales and Trading, Clearpool E-trading, Prime Finance, Structured Notes Sales and Trading, Leveraged Finance, Securitized Products Sales and Trading, Origination, Debt Capital Markets, and US Interest Rates Sales and Trading.

Winter co-ops will work on one desk in Global Markets over a 14-week period. Co-ops will be provided with desk job descriptions prior to starting and will be placed based on preference and skill set. Each co-op will complete one week of onboarding and training with other co-ops across BMO Capital Markets. There are continuous professional development activities throughout the Fall. These activities include teach-ins, trading games, meetings with senior leaders, and networking events with both peers and Senior Leadership.

Responsibilities:

Fall co-ops are fully integrated into an assigned desk. Responsibilities will vary widely from day to day based on the needs of the business and the current market environment. Depending on the assigned desk, co-op skill set, and business needs, responsibilities may include:

Development and deployment of business solutions such as pricing and risk models
Market data capture and display, spreadsheet development
Providing insight into trading strategies leveraging quantitative modelling
Improving on existing technology involving system infrastructure, internal reporting, client/management presentations, etc.
Bespoke projects requiring market, portfolio, or client research and data analytics
Creating client presentation materials using PowerPoint and Excel
Developing client trade ideas
Planning Client Events
Recapping and organizing market data and events
Shadowing and learning from Trading, Sales, and Strategy professionals

Qualifications:

We are looking for highly motivated individuals who can work well in a competitive, market-driven, team-based environment and seek a challenge. Global Markets encompasses a diverse group of individuals with a variety of skill sets and job functions. We look to create a diverse co-op class that can fit into different roles across Global Markets.

Required Qualifications:

Currently enrolled in an undergraduate degree program; graduating in Spring 2027, 2028, 2029
Proven track record of excellent academic standing, extra curricular participation and demonstrated interest in finance
Excellent research and analytical skills, able to collect, analyze and interpret data;
Strong interpersonal skills used within a demanding team environment;
Demonstrated proactivity, resiliency, positive attitude and high motivation;
Strong written and oral communication skills;
Ability to attentively review, assess and provide detailed information daily on multiple projects in an organized manner;
Excellent capacity to independently function as part of a team through self -motivation;
Strong work ethic and a high level of professional integrity;
Detail and results orientated.

Additional Preferred Technical Qualifications:

Currently working towards a degree in: Finance, Engineering, Actuarial Science, Computer Science, Mathematics, Physics, or Statistics;
Knowledge and/or experience of front-end developer languages (HTML, CSS, JavaScript, React, Angular);
Knowledge and/or experience in back end developer languages (C++, C#, Java, Python, VBA);
Knowledge and/or experience of at least one type of statistical programming language (i.e. R, MatLab);
Database experience (SQL, Oracle);
Familiarity with data manipulation and strong quantitative/statistical background;
Understanding of mathematical models;
Fluency in Excel, including scripting and efficient spreadsheet design;
Strong technical writing ability.

How To Apply:

For your application to be eligible for consideration, you must apply directly to the BMO application link.

Please ensure the following items are submitted in your application:

Cover Letter (Optional)
Resume (Mandatory)
Transcript with cGPA (mandatory)

The campus job description above aligns to the full time job description below.

Provides a markets-based suite of sales and trading solutions to Institutional, Corporate, and Retail clients. Offers a full spectrum of integrated capabilities to deliver leading market insight, risk management, and execution services to issuing and/or investor clients, including access to major global markets across asset classes including: debt, foreign exchange, interest rate, credit, equity, securitization, and commodities. Provides competitive pricing to all clients and seeks out new opportunities with prospective clients. Maximizes profit while prudently minimizing the bank’s exposure and adhering to regulatory statutes.

Acts as point person to provide client support in the form of proposals, marketing material, event planning, and scheduling with the cooperation of trading and sales, research, and marketing and with the support of a senior leader.
Responds to inquiries from clients, regulatory agencies, or members of the business community in a professional manner and determines acceptable solutions.
Helps manage the flow of inquiries, market data, and other information from clients. Routes client calls appropriately and responds quickly to client questions.
Seeks to develop an understanding of client needs and outcomes.
Coordinates conference calls, client events and meetings.
Maintains a proactive, client service focus in order to meet their needs and increase revenue; contacts customers to present available investment services and develops client prospects from among current customers, referral leads and other sources.
Verifies that all confirms on trades or sales are accurate and promptly delivered.
Communicates transaction details to the brokerage community and custodians. Resolves settlement issues related to incorrect billing.
Answers phones, file, fax, and coordinates meeting and travel arrangements.
Develops strong market knowledge to provide comprehensive service to clients, develop new solutions, and construct compelling recommendations.
Reads, analyzes and interprets common technical journals, financial reports, and legal documents in order to better serve client needs.
Supports the execution of strategic initiatives in collaboration with internal and external stakeholders.
Builds effective relationships with internal/external stakeholders.
Ensures alignment between stakeholders.
Cultivates strong relationships with the research team in order to understand their industries and stock coverage.
Uses analytical skills (probability, statistical inference, etc.) and applies appropriate technical concepts and completes/leads consistent and reliable technical and financial reports/analyses to support client deliverables.
Defines problems, collects data, establishes facts, and draws valid conclusions.
Develops an understanding of and proficiency in using all required systems and models.
Supports change management of varying scope and type; tasks typically focused on execution and sustainment activities.
Executes a variety of administrative and analytical tasks as assigned and with minimal supervision (e.g. procedural documentation, brokerage and client commission reporting, maintenance of contacts database, disaster recovery planning, tracking and updating of periodic trading or sales metrics, etc.).
Administers all aspects of the sales and or trading desk, record keeping, reporting, and file maintenance in accordance with internal controls and compliance policies and external regulations.
Responds to requests for information from both internal and external sources.
Communicates market data and client changes to colleagues when they are on the road or in meetings.
Provides feedback on, and, supports continuous improvement opportunities.
Considers risk, internal controls and compliance as part of day-to-day accountabilities and adheres to policies and procedures.
Focus may be on a business/group.
Thinks creatively and proposes new solutions.
Exercises judgment to identify, diagnose, and solve problems within given rules.
Works mostly independently.
Broader work or accountabilities may be assigned as needed.
Qualifications:
Typically between 3 - 5 years of relevant experience and post-secondary degree in related field of study or an equivalent combination of education and experience.
Familiarity with institutional equity markets.
Series 7, 63 licenses.
Able to read, analyze, and interpret general business periodicals, investment and financial reports.
Strong familiarity with Outlook, Excel, Reuters Plus, Bloomberg, public finance/business news websites is desired.
I-Star familiarity.
Specialized knowledge from education and/or business experience.
Verbal & written communication skills - In-depth.
Collaboration & team skills - In-depth.
Analytical and problem solving skills - In-depth.
Influence skills - In-depth.

Please note the salary for this specific position is $95,000 CAD.

Salary:

Pay Type:

Salaried

The above represents BMO Financial Group’s pay range and type.

Salaries will vary based on factors such as location, skills, experience, education, and qualifications for the role, and may include a commission structure. Salaries for part-time roles will be pro-rated based on number of hours regularly worked. For commission roles, the salary listed above represents BMO Financial Group’s expected target for the first year in this position.

BMO Financial Group’s total compensation package will vary based on the pay type of the position and may include performance-based incentives, discretionary bonuses, as well as other perks and rewards. BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans. To view more details of our benefits, please visit: https://jobs.bmo.com/global/en/Total-Rewards

About Us

At BMO we are driven by a shared Purpose: Boldly Grow the Good in business and life. It calls on us to create lasting, positive change for our customers, our communities and our people. By working together, innovating and pushing boundaries, we transform lives and businesses, and power economic growth around the world.

As a member of the BMO team you are valued, respected and heard, and you have more ways to grow and make an impact. We strive to help you make an impact from day one – for yourself and our customers. We’ll support you with the tools and resources you need to reach new milestones, as you help our customers reach theirs. From in-depth training and coaching, to manager support and network-building opportunities, we’ll help you gain valuable experience, and broaden your skillset.

To find out more visit us at https://jobs.bmo.com/ca/en.

BMO is committed to an inclusive, equitable and accessible workplace. By learning from each other’s differences, we gain strength through our people and our perspectives. Accommodations are available on request for candidates taking part in all aspects of the selection process. To request accommodation, please contact your recruiter.

Note to Recruiters: BMO does not accept unsolicited resumes from any source other than directly from a candidate. Any unsolicited resumes sent to BMO, directly or indirectly, will be considered BMO property. BMO will not pay a fee for any placement resulting from the receipt of an unsolicited resume. A recruiting agency must first have a valid, written and fully executed agency agreement contract for service to submit resumes.

","hiringOrganization":{"@type":"Organization","name":"BMO","sameAs":"https://www.bmo.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"FCP, Canada","addressCountry":"Canada","addressRegion":"North America"}}}},{"@type":"ListItem","position":40,"item":{"@type":"JobPosting","title":"Quantitative Developer – Rates Systematic Trading; Associate (Mumbai)","datePosted":"2025-08-26","description":"

J.P. Morgan is seeking a Quantitative Developer to join our Rates Trading Strategies team, which is responsible for designing and implementing tools and frameworks to support the systematic trading activity. The Quantitative Developer will work as part of the front-office team in Mumbai, with a focus on global Rates markets. The individual must be responsible, independent, driven and able to work in smooth coordination with a global team, with an aim to spearhead a local team. The environment is fast-paced, dynamic and highly collaborative within a globally distributed group.

Job Responsibilities:

Build and maintain tools, UIs and frameworks supporting our systematic risk taking in our Rates trading businesses.
Build and maintain systematic strategies and performance monitoring and attribution systems.
Enhance the robustness and integration of the tools and models within the wider Rates trading group.
Process, clean and analyse large datasets used in the context of alpha research.
Work closely with traders to learn, understand and improve relevant tools and models.

Required Qualifications, Capabilities And Skills:

Extensive professional experience in software development, with a strong focus on Python
Experience with data analysis techniques along with relevant data science libraries (numpy, pandas, etc.) and visualization tools (dash, panel)
Knowledge of database systems (KDB)
Strong interpersonal and communication skills; ability to collaborate effectively with traders, quantitative researchers and software developers
Exceptional attention to detail and outstanding work ethic
Bachelor’s or Master’s degree in Computer Science, Computer Engineering or a related field

Preferred Qualifications, Capabilities And Skills:

Knowledge of Fixed Income / Rates
Experience with high-frequency trading, algorithmic trading or electronic trading
Proficiency in Java
Experience working collaboratively on common codebases using git

\n\n\n

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mumbai, Maharashtra, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":41,"item":{"@type":"JobPosting","title":"Senior Sustainable Quantitative Developer","datePosted":"2025-08-26","description":"

About Us:

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a dedication to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It’s how we’ve contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years. Through a comprehensive suite of trusted financial market infrastructure services – and our open-access model – we provide the flexibility, stability and trust that enable our customers to pursue their ambitions with confidence and clarity.

LSEG is headquartered in the United Kingdom, with significant operations in 65 countries across EMEA, North America, Latin America and Asia Pacific. We employ 25,000 people globally, more than half located in Asia Pacific. LSEG’s ticker symbol is LSEG.

Our People:

People are at the heart of what we do and drive the success of our business. Our values of Integrity, Partnership, Excellence and Change shape how we think, how we do things and how we help our people fulfil their potential. We embrace diversity and actively seek to attract individuals with unique backgrounds and perspectives. We break down barriers and encourage teamwork, enabling innovation and rapid development of solutions that make a difference. Our workplace generates an enriching and rewarding experience for our people and customers alike. Our vision is to build an inclusive culture in which everyone feels encouraged to fulfil their potential.

We know that real personal growth cannot be achieved by simply climbing a career ladder – which is why we encourage and enable a wealth of avenues and exciting opportunities for everyone to broaden and deepen their skills and expertise. As a global organisation spanning 65 countries and one rooted in a culture of growth, opportunity, diversity and innovation, LSEG is a place where everyone can grow, develop and fulfil your potential with meaningful careers.

Role Profile:

We are seeking a knowledgeable and customer-focused Quantitative Developer to join the Sustainable Index Research and Design team at FTSE Russell, a wholly owned subsidiary of the London Stock Exchange Group. The role reports directly to the Head of Sustainable Index Research and Design. The Sustainable Index Research & Design team is responsible for the development, design, and research of sustainable indices and related materials. The team works closely with both internal front- and back-office departments, as well as FTSE Russell’s partners and key clients, including major asset owners, fund managers, and investment banks, in the creation of new index products.

Role Summary:

We are seeking a Python Developer to join our team in developing scalable and efficient software solutions to support investment analytics and index construction.
This role involves full lifecycle development, from design and implementation to continuous deployment, and close collaboration with quantitative researchers and product teams.
The successful candidate will contribute to automating analytics, integrating research models, and enhancing performance and maintainability of our codebase.

What You'Ll Be Doing:

Implement Python applications using object-oriented programming principles.
Participate in the full software development lifecycle, including conceptualization, development, testing, and deployment.
Analyse and optimize existing code for performance and maintainability.
Work closely with quantitative researchers to integrate models and algorithms.
Develop scalable, automated investment analytics and reporting tools.
Collaborate with cross-functional teams to design and develop new index products.
Respond to internal and external research queries related to index construction and analytics.

What You'Ll Bring:

Bachelor's or Master’s degree (or equivalent experience) in Computer Science, Engineering, Mathematics, or a related technical field.
Strong Python programming skills with an emphasis on object-oriented design
Experience using data analysis libraries such as pandas and numpy, and visualisation tools like Matplotlib or Plotly.
Familiarity with version control (Git) and collaborative development workflows, and software testing principles and frameworks
Ability to clearly communicate technical concepts within a multi-functional team.
A proactive mindset with a willingness to learn and adapt in a fast-paced environment.
Strong time management and the ability to handle fast turnarounds and shifting priorities.
Ideally, a background or interest in financial markets, financial instruments, sustainable investment and investment analytics.

What You’Ll Get In Return:

A comprehensive compensation package that includes a competitive salary, performance-based bonuses, and a robust benefits programme.
Opportunities for ongoing training and professional development, including access to workshops, seminars, and conferences to enhance your skills and advance your career.
A flexible work environment that supports a healthy work-life balance, including remote work options and generous paid time off.
The opportunity to contribute to meaningful projects that drive sustainable investing practices, making a positive impact on the environment and society.
A dynamic and inclusive workplace where diverse perspectives are valued, fostering collaboration and innovation among team members.
The chance to participate in our thought leadership initiatives, influencing industry discussions on sustainable investing.

LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth.

LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.

If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

","hiringOrganization":{"@type":"Organization","name":"LSEG","sameAs":"https://www.lseg.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Taipei - Nan Shan Plaza, Taiwan","addressCountry":"Taiwan","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":42,"item":{"@type":"JobPosting","title":"VP/Director, Quantitative Developer - Risk Engineering (TradFi)","datePosted":"2025-08-25","description":"

Who We Are:
Galaxy is a global leader in digital assets and data center infrastructure, delivering solutions that accelerate progress in finance and artificial intelligence. We believe that blockchain and digital asset innovation will transform how value moves through the world – and we’re building the products and services to make that future a reality.

Our institutional digital assets platform spans trading, investment banking, asset management, staking, self-custody, and tokenization technology. We also invest in and operate cutting-edge data center infrastructure to power AI and high-performance computing, addressing the growing demand for scalable energy and compute in the U.S.

We work at the intersection of finance and technology, helping institutions, startups, and developers navigate a digitally native economy. Led by CEO and Founder Michael Novogratz, our team blends deep crypto expertise with institutional experience and a shared commitment to shaping the future of Web3 and AI.

Galaxy is headquartered in New York City, with offices across North America, Europe, the Middle East, and Asia.

To learn more about our businesses and products, visit www.galaxy.com.

What We Value:

We are a diverse team of free thinkers, and fast movers united to help investors and creators energize the global economy. We are looking for individuals who thrive in a culture of builders and overachievers and embrace high performance, transparent feedback, and a mission-first approach. Our culture shapes our way of working and gets us where we want to be.

Seek Excellence.
Be Selective To Be Effective.
Be Highly Aligned, Loosely Coupled.
Disagree Transparently.
Encourage Independent Decision-Making.
Build Dream Teams.

Who You Are:

As a member of the Risk Engineering team, you will be joining a fast-paced group of quants and engineers engaged in a broad range of projects, working closely with the Risk Management, Finance, Treasury, Operations and Trading teams and other internal stakeholders, primarily in Cryptocurrencies and DeFi but also TradFi. In an entrepreneurial environment, you will leverage your experience across multiple ongoing initiatives as well as create and drive your own and help shape the overall direction for the team and the businesses we serve.

We are seeking a Senior Quant Developer with the right skills and experience to lead a key initiative to integrate TradFi portfolios into our existing systems and Risk applications.

What You’Ll Do:

Work on design, development and implementation of new and existing quantitative models and processes for the management of TradFi assets which may include FX, Commodities, Rates, Equities and Credit products, as well as exotic derivatives.
Evaluate portfolio optimization, risk and stress frameworks for Macro portfolios on a standalone basis and in conjunction with Crypto instruments.
Develop calibration frameworks for yield curve construction, volatility surfaces, and correlation structures.
Work closely with risk, finance and business partners to understand their needs and architect appropriate solutions.
Write and maintain high-quality code and documentation and work with Model Risk Management to ensure it conforms to the high standards required in a regulated financial institution.
Mentor junior developers and quants, promoting best practices in software design and quantitative research.

What We’Re Looking For:

7+ years of experience in a Quant and / or Engineering role at an investment bank, hedge fund or asset manager, of which at least 5 focused on Fixed Income (Macro) and/or Equity products.
Experience with derivatives pricing models and related processes such as calibration of volatility surfaces.
Advanced degree in computer science, engineering, physics, or another quantitative subject.
Proficiency in Python required.
Excellent communication skills with the ability to convey technical topics to a diverse audience.

Bonus Points:

Familiarity with Beacon Platform, SecDb, Athena or Quartz a strong plus.
Familiarity with Digital Assets and DeFi.
Experience with SQL, relational, and non-relational database

What We Offer:

Competitive base salary and discretionary bonus
Company-paid health and protective benefits for employees and their eligible dependents
Free virtual coaching and counseling sessions
Opportunities to learn about the Crypto industry
Smart, entrepreneurial, and fun colleagues
Employee Resource Groups

Apply now and join us on our mission to engineer a new economic paradigm.

Galaxy respects diversity and seeks to provide equal employment opportunities to all employees and job applicants for employment without regard to actual or perceived age, race, color, creed, religion, sex or gender (including pregnancy, childbirth, lactation and related medical conditions), gender identity or gender expression (including transgender status), sexual orientation, marital or partnership or caregiver status, ancestry, national origin, citizenship status, disability, military or veteran status, protected medical condition as defined by applicable state or local law, genetic information or predisposing genetic characteristic, or other characteristic protected by applicable federal, state, or local laws and ordinances.

We will endeavor to make a reasonable accommodation to the known limitations of a qualified applicant with a disability unless the accommodation would impose an undue hardship on the operation of our business. If you believe you require such assistance to complete the application process or to participate in an interview, please contact careers@galaxy.com.

","hiringOrganization":{"@type":"Organization","name":"Galaxy","sameAs":"https://galaxy.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":43,"item":{"@type":"JobPosting","title":"VP/Director, Quantitative Developer - Risk Engineering (Crypto)","datePosted":"2025-08-25","description":"

What We Value:

Seek Excellence.
Be Selective To Be Effective.
Be Highly Aligned, Loosely Coupled.
Disagree Transparently.
Encourage Independent Decision-Making.
Build Dream Teams.

Who You Are:

We are seeking a Senior Quant Developer with the right skills and experience to support the fast growth of our Franchise derivatives business.

What You’Ll Do:

Work on design, development and implementation of pricing and risk models for a growing suite of Crypto derivatives products.
Enhance calibration frameworks for forward curve construction, volatility surfaces, and correlation structures.
Integrate CVA / XVA components into derivatives pricing.
Evaluate different data sources and methodologies across the spectrum of quantitative Crypto models.
Develop front office tools and applications for the trading desk and enterprise risk teams.
Work closely with risk, finance and business partners to understand their needs and architect appropriate solutions.
Write and maintain high-quality code and documentation and work with Model Risk Management to ensure it conforms to the high standards required in a regulated financial institution.
Mentor junior developers and quants, promoting best practices in software design and quantitative research.

What We’Re Looking For:

7+ years of experience in a Quant and / or Engineering role at an investment bank, hedge fund or asset manager, of which at least 5 focused on derivatives pricing models.
Experience with Crypto or FX derivatives is a strong plus
Advanced degree in computer science, engineering, physics, or another quantitative subject.
Proficiency in Python required.
Excellent communication skills with the ability to convey technical topics to a diverse audience.

Bonus Points:

Familiarity with Beacon Platform, SecDb, Athena or Quartz a strong plus.
Familiarity with Digital Assets and DeFi.
Experience with SQL, relational, and non-relational database

What We Offer:

Competitive base salary and discretionary bonus
Company-paid health and protective benefits for employees and their eligible dependents
Free virtual coaching and counseling sessions
Opportunities to learn about the Crypto industry
Smart, entrepreneurial, and fun colleagues
Employee Resource Groups

Apply now and join us on our mission to engineer a new economic paradigm.

","hiringOrganization":{"@type":"Organization","name":"Galaxy","sameAs":"https://galaxy.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":44,"item":{"@type":"JobPosting","title":"Quantitative Developer Intern, Summer 2026","datePosted":"2025-08-25","description":"

We are looking for Quantitative Developer Interns to join our Research team. We a collaborative, data-driven, intellectually rigorous group responsible for proposing investment ideas, codifying these ideas into signals, and back-testing these signals in order to produce return, risk and trading cost forecasts to drive trading decisions. We work in a friendly environment and place a high value on learning, innovation, attitude and initiative.

Our Research Quantitative Development team is responsible for the tools, APIs, libraries and software development techniques to support faster generation, evaluation and productionization of investment ideas.

As a Quantitative Developer Intern, you will be immersed in our research efforts, working closely with Quant Researcher and Quant Developers to enhance our investment strategies. Our internship program combines theory and practice, providing real-world experience working in quantitative finance and technology. You will deliver high impact projects using technologies including cloud, distributed and high-performance compute, numeric computation, data visualization and APIs to solve complex problems in finance and research.

Responsibilities

Typical Responsibilities Include:

Solving complex quantitative problems with Python or R
Designing and developing tools or libraries to enhance our data science technology stack
Performing exploratory data analysis across large complex data sets to inform investment and signal ideas
Implementing performance improvements in our data analysis and numerical programming libraries
Running POCs to evaluate technologies and libraries in cloud and PyData ecosystems

Qualifications

Enrolled in an undergraduate or graduate program from an educational institution in a technical field, such as computer science or engineering, with an additional focus in data science, applied mathematics, economics. Expected degree completion within a year of the internship
Strong analytical, quantitative, programming and problems solving skills
Knowledge of software design paradigms, data structures, and numerical algorithms
Understanding of probability and statistics, including linear regression and time-series analysis
Excellent communication and collaboration skills
Interest in financial markets (prior experience not required)

Arrowstreet Capital is a Boston-based systematic investment firm that manages global equity portfolios for institutional investors around the world.

All qualified applicants will receive consideration for employment without regard to sex, race, color, religion, national origin, ancestry, genetic information, age, pregnancy, medical condition, disability, veteran or military status, marital status or any other characteristic protected by federal, state, or local law.

Arrowstreet Capital is committed to working with and providing reasonable accommodations for qualified individuals with disabilities and disabled veterans. If you need a reasonable accommodation for any part of the employment process due to a disability, contact us to discuss the nature of your request and contact information.

","hiringOrganization":{"@type":"Organization","name":"Arrowstreet Capital","sameAs":"https://www.arrowstreetcapital.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Boston, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":45,"item":{"@type":"JobPosting","title":"Front Office Quant– Strategic Risk Quantitative Developer - VP","datePosted":"2025-08-25","description":"

About This Role:

Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist– Core Quantitative Developer. (Quant developer) A successful applicant will be a quantitative developer in the Quantitative Strategies Team in Wells Fargo Securities, with a focus on Vasara development. Vasara is the next generation risk platform for the bank. It is an ambitious, green field initiative to tackle the bank's risk computation challenges within capital markets, from ticking risk for trading desks to market risk and capital calculations such us FRTB and CCAR.

Vasara is a joint venture between Technology and Quants, and you will be working within the Quant organization, with a focus on specific risk management and pricing solutions for our trading partners. The solutions will be tailored to practical needs, but expected to be asset agnostic, so that we achieve maximum consistency and re-usability.

Essential Duties And Responsibilities Include:

Partnership with Technology teams to enhance and improve the capabilities of the new strategic valuation and risk platform
Integration of pricing and risk analytics in collaboration with other quant teams, providing expertise in design and implementation issues
Effective communication and collaboration with Business Stakeholders, other Quant Teams, Technology Partners, and Project Management
Analyze performance, propose remedial or optimization plans, and ensure execution to enhance the new strategic valuation and risk platform for the securities businesses
Consistently deliver high-quality software and documentation in an Agile SDLC

In This Role, You Will:

Proactively participate in complex software design & development activities within an Agile environment
Contribute to large-scale project planning, balancing short and long-term objectives
Use quantitative and technological techniques to solve complex business problems
Meet deliverables while leveraging solid understanding of policies, procedures, and compliance requirements
Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
Effectively communicate with and build consensus with all project stakeholders
Serve as a mentor for less experienced staff

Required Qualifications:

5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

5+ years of hands-on coding experience, Java and C++ are most relevant
5+ years of derivative product and market experience in one or more of the following areas: rates, foreign exchange, credit, equities and commodities
4+ years of Java experience with emphasis on functional programming
3+ years of C++ experience
Experience with asynchronous event driven or reactive programming architectures
Experience interpreting and solutioning for risk
Excellent verbal, written, and interpersonal communication skills
Master's degree or higher in computer science or finance/mathematics

Keywords: Athena, Quartz, Vasara, Market Risk, SecDB, C++, Quant, Developer

Pay Range

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements, skills, experience, or work location. The range listed is just one component of the compensation package offered to candidates.

$185,000.00 - $300,000.00

Benefits

Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit Benefits - Wells Fargo Jobs for an overview of the following benefit plans and programs offered to employees.

Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance
Parental leave
Critical caregiving leave
Discounts and savings
Commuter benefits
Tuition reimbursement
Scholarships for dependent children
Adoption reimbursement

Posting End Date:

29 Aug 2025

*Job posting may come down early due to volume of applicants.

We Value Equal Opportunity

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.

Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit’s risk appetite and all risk and compliance program requirements.

Applicants With Disabilities

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo.

Drug and Alcohol Policy

Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.

Wells Fargo Recruitment and Hiring Requirements:

Third-Party recordings are prohibited unless authorized by Wells Fargo.
Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

","hiringOrganization":{"@type":"Organization","name":"Wells Fargo","sameAs":"https://www.wellsfargo.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"110832-NY-30 Hudson Yards, New York, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":46,"item":{"@type":"JobPosting","title":"VP/Director, Quantitative Developer - Risk Engineering (Defi)","datePosted":"2025-08-21","description":"

What We Value:

Seek Excellence.
Be Selective To Be Effective.
Be Highly Aligned, Loosely Coupled.
Disagree Transparently.
Encourage Independent Decision-Making.
Build Dream Teams.

Who You Are:

We are seeking a Senior Quant Developer with the right skills and experience to support the fast growth of our Franchise derivatives business.

What You’Ll Do:

Work on design, development and implementation of pricing and risk models for a growing suite of Crypto derivatives products.
Enhance calibration frameworks for forward curve construction, volatility surfaces, and correlation structures.
Integrate CVA / XVA components into derivatives pricing.
Evaluate different data sources and methodologies across the spectrum of quantitative Crypto models.
Develop front office tools and applications for the trading desk and enterprise risk teams.
Work closely with risk, finance and business partners to understand their needs and architect appropriate solutions.
Write and maintain high-quality code and documentation and work with Model Risk Management to ensure it conforms to the high standards required in a regulated financial institution.
Mentor junior developers and quants, promoting best practices in software design and quantitative research.

What We’Re Looking For:

7+ years of experience in a Quant and / or Engineering role at an investment bank, hedge fund or asset manager, of which at least 5 focused on derivatives pricing models.
Experience with Crypto or FX derivatives is a strong plus
Advanced degree in computer science, engineering, physics, or another quantitative subject.
Proficiency in Python required.
Excellent communication skills with the ability to convey technical topics to a diverse audience.

Bonus Points:

Familiarity with Beacon Platform, SecDb, Athena or Quartz a strong plus.
Familiarity with Digital Assets and DeFi.
Experience with SQL, relational, and non-relational database

What We Offer:

Competitive base salary and discretionary bonus
Flexible Time Off (i.e. unlimited paid vacation days)
Company paid Holidays (11)
Company paid sick leave
Company-paid health and protective benefits for employees, partners, and other dependents
3% 401(k) company contribution
Generous paid Parental Leave
Free virtual coaching and counseling sessions through Ginger
Opportunities to learn about the Crypto industry
Free daily snacks in-office
Smart, entrepreneurial, and fun colleagues
Employee Resource Groups

Apply now and join us on our mission to engineer a new economic paradigm.

The base salary ranges included below will be commensurate with candidate experience, expertise and local market. Final offer amounts are determined by multiple factors, including candidate experience and expertise. At Galaxy, we maintain a total compensation philosophy which consists of a competitive base salary, annual bonus, and equity incentives.

Base Salary Range$200,000—$280,000 USD

","hiringOrganization":{"@type":"Organization","name":"Galaxy","sameAs":"https://galaxy.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York, NY","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":47,"item":{"@type":"JobPosting","title":"VP/Director, Quantitative Developer - Risk Engineering","datePosted":"2025-08-21","description":"

What We Value:

Seek Excellence.
Be Selective To Be Effective.
Be Highly Aligned, Loosely Coupled.
Disagree Transparently.
Encourage Independent Decision-Making.
Build Dream Teams.

Who You Are:

We are seeking a Senior Quant Developer with the right skills and experience to lead a key initiative to integrate TradFi portfolios into our existing systems and Risk applications.

What You’Ll Do:

Work on design, development and implementation of new and existing quantitative models and processes for the management of TradFi assets which may include FX, Commodities, Rates, Equities and Credit products, as well as exotic derivatives.
Evaluate portfolio optimization, risk and stress frameworks for Macro portfolios on a standalone basis and in conjunction with Crypto instruments.
Develop calibration frameworks for yield curve construction, volatility surfaces, and correlation structures.
Work closely with risk, finance and business partners to understand their needs and architect appropriate solutions.
Write and maintain high-quality code and documentation and work with Model Risk Management to ensure it conforms to the high standards required in a regulated financial institution.
Mentor junior developers and quants, promoting best practices in software design and quantitative research.

What We’Re Looking For:

7+ years of experience in a Quant and / or Engineering role at an investment bank, hedge fund or asset manager, of which at least 5 focused on Fixed Income (Macro) and/or Equity products.
Experience with derivatives pricing models and related processes such as calibration of volatility surfaces.
Advanced degree in computer science, engineering, physics, or another quantitative subject.
Proficiency in Python required.
Excellent communication skills with the ability to convey technical topics to a diverse audience.

Bonus Points:

Familiarity with Beacon Platform, SecDb, Athena or Quartz a strong plus.
Familiarity with Digital Assets and DeFi.
Experience with SQL, relational, and non-relational database

What We Offer:

Competitive base salary and discretionary bonus
Flexible Time Off (i.e. unlimited paid vacation days)
Company paid Holidays (11)
Company paid sick leave
Company-paid health and protective benefits for employees, partners, and other dependents
3% 401(k) company contribution
Generous paid Parental Leave
Free virtual coaching and counseling sessions through Ginger
Opportunities to learn about the Crypto industry
Free daily snacks in-office
Smart, entrepreneurial, and fun colleagues
Employee Resource Groups

Apply now and join us on our mission to engineer a new economic paradigm.

Base Salary Range$200,000—$280,000 USD

","hiringOrganization":{"@type":"Organization","name":"Galaxy","sameAs":"https://galaxy.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York, NY","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":48,"item":{"@type":"JobPosting","title":"Quantitative Developer - iSAM Securities","datePosted":"2025-08-21","description":"

Quantitative Developer - Isam Securities

Department: iSAM Securities - Development
Employment Type: Permanent
Location: London

Description

ISAM’s technology stack is primarily developed in-house and (where appropriate) shared between business lines. Our core technology platform is Java, Linux, KDB, Python and Postgres, with satellite processes in C#, Javascript, React etc.

ISAM Capital Markets combine innovative technology and robust risk management to identify trading opportunities and provide electronic liquidity in spot FX, Futures and Index Swaps to retail and institutional clients. High-performance, distributed systems handle high message rates, large order bursts, and significant market risk. Using pinned cores, DMA buffers, Kernal-Bypass networking, lock-free and garbage free programming techniques, the microservice architecture operates at single digit microsecond speeds.

Key Responsibilities

In addition to researching, developing and managing the technology stack, from price construction to risk management and order execution, the Trading & Technology team deal directly with our liquidity providers on the sell-side and partner closely with IS Prime’s coverage team who own the relationship with our clients.

Skills, Knowledge And Expertise

• Strong academic background in a numerate or technical subject • Quantitative model-based trading experience in spot FX, futures or fixed income markets• Ability to work closely with quantitative researchers to implement front office trading components• Experience of LMax technology stack, including Aeron, Disrupter, Artio, Agrona, SBE • High degree of proficiency in Java (including code profiling/JMH tools techniques)• Team oriented mentality • Strong troubleshooting, problem solving, and ownership skills • Creative, motivated, self-starter","hiringOrganization":{"@type":"Organization","name":"iSAM","sameAs":"https://isam.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":49,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-08-20","description":"

About The Role

We are seeking a senior Front Office Data and Analytics Engineer to join our Front Office technology team. In this role, you will work directly with the investment and trading teams to build, enhance, and support data and analytics infrastructure that powers our research, trading, and portfolio decision-making.

This is a hands-on, high-impact role at the core of our front office. You will be expected to take full ownership of your work—from design through production—and to operate with a self-starter mindset in a fast-paced, collaborative environment.

Key Responsibilities

Work closely with portfolio managers, analysts, and traders to understand data and research requirements and build scalable solutions.
Design, implement, and maintain real-time and batch data pipelines across internal and external sources.
Manage and optimize data workflows on AWS, including containerized environments using Docker.
Ingest, transform, and serve large-scale financial datasets across asset classes using Python, Snowflake, and NoSQL databases (e.g., MongoDB).
Ensure data quality, integrity, and availability across the front office stack.
Provide first-line production support, including triaging data issues, monitoring pipeline health, and quickly responding to front office needs.

Required Qualifications:

Essential Responsibilities:

6+ years of professional experience as a FO engineer, ideally in a buy-side, sell-side, or trading environment.
Deep expertise in Python, with strong software engineering practices (version control, testing, CI/CD).
Proven track record of building robust data pipelines in cloud-native environments (preferably AWS).
Experience with Docker and container-based deployments.
Strong knowledge of Snowflake and NoSQL databases (especially MongoDB).
Solid understanding of financial markets and instruments (credit,rates, equities, options, etc.).
Excellent problem-solving skills, with a proactive and ownership-driven mindset.
Ability to work independently, communicate effectively, and collaborate in a dynamic front office setting.
Willingness to participate in on-call or front-line production support

Nice To Have

Experience with market data providers (Bloomberg, Refinitiv, etc.)
Familiarity with tools like Airflow, prefect, or other orchestration frameworks.
Experience building internal tools or dashboards using Dash, Streamlit, or similar web-based data analytics platforms.

","hiringOrganization":{"@type":"Organization","name":"Brevan Howard Asset Management","sameAs":"https://www.brevanhoward.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Geneva, Switzerland","addressCountry":"Switzerland","addressRegion":"Europe"}}}},{"@type":"ListItem","position":50,"item":{"@type":"JobPosting","title":"Quantitative Developer","datePosted":"2025-08-19","description":"

Compensation: £Competitive (Financial Services)

About Tradinghub

Founded in 2010, we have grown from a united vision shared between two people to a team of over 140 across London, Toronto, New York and Singapore. We have achieved scale by building the best-in-class surveillance tooling, where our analytics bring the front office risk mindset to the compliance function.

Though we have developed in the trade surveillance arena, we have always been more than that. At heart, we are a finance-focused big data firm. Our goal is to continue creating the world’s leading financial markets analytics platform.

The Role

We are seeking a Quantitative Developer to help design, build, and validate the models that power our industry-leading market surveillance and analytics products. As part of our metrics division, you'll collaborate with a team of engineers and quants to create and deploy market abuse metrics and detection algorithms.

The successful candidate will combine excellent mathematical skills with the proven ability to engineer high-quality software in a practical setting.

Responsibilities:

Development of sophisticated pattern-detection algorithms to be utilised across all of TradingHub’s product offerings
Research and development of broad models of market dynamics across multiple asset classes
Prototyping, testing, and validation of TradingHub’s proprietary mathematical/statistical models
Use of in-house big data language for the large-scale pricing and analysis of security and risk data
Implementation and optimisation of the core algorithms used by TradingHub to perform deep analysis of financial data

Requirements

Main Skills/Competencies:

Proficiency with C#, C++ or Python
Evidence of exceptional mathematical and analytical skills
Initial industry experience working as a quant within a financial services organisation
Some knowledge of risk sensitivities or \"Greeks\" such as Delta, Gamma, DV01 etc.
Understanding of derivatives (e.g. swaps, options, futures)
Confidence to experiment with new ideas and technologies
Keen to work in a fast-paced environment

Benefits

Life at TradingHub is a rewarding journey within a fast-growing company that thrives on innovation and collaboration. By combining the best of both tech and finance, we’re able to solve complex problems together and deliver meaningful results to our customers. Everybody has value to bring, and we welcome individuality as a key driving force behind our collective success.

Rooted in everything that we do are our core values: Accountability, Ambition, Partnership and Trust. These provide the foundation for a sustainable workplace culture and the platform for you to harness your unique experience and become the best version of yourself. We believe in our people and invest in their growth, and together, we can sit on the right side of history.

Employee Benefits:

Annual discretionary performance bonus
Hybrid working policy
Office lunches twice a week
Aviva private medical insurance + Unum dental cover
Extended parental leave (up to 6 months of fully paid maternity leave)
25 days annual leave + bank holidays
Enhanced company pension plan
Salary sacrifice scheme
5 days study leave towards professional qualifications
Cycle to Work & Techscheme
Death in service coverage

Don’t tick every single requirement? Research shows that candidates from under-represented groups are less likely to apply unless they meet all the criteria. We are dedicated to building a diverse, equitable and inclusive workplace, so if this role excites you, please don't let our specification hold you back. Get in touch!

TradingHub is an equal opportunities employer. We do not discriminate based on race, religion, ethnic or national origins, sex (including pregnancy, childbirth, reproductive health decisions, or related medical conditions), sexual orientation, gender identity, gender expression, age, socio-economic background, responsibilities for dependants, physical or mental disability or other applicable legally protected characteristics. TradingHub selects candidates for interview based solely on their skills, experience and qualifications.

We are committed to making our recruitment process accessible to all and we encourage candidates to inform us of any required adjustments. A full copy of our diversity, equity and inclusion policy will be made available to you upon request.

","hiringOrganization":{"@type":"Organization","name":"TradingHub","sameAs":"https://tradinghub.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London, England, United Kingdom","addressCountry":"United Kingdom","addressRegion":"Europe"}}}}]}

Responsibilities:

Requirements:

Salary Range

Overview:

Benefits & Compensation Information:

Capstone’S Commitment

What You’Ll Do

What We Offer:

Salary Range

What You’Ll Do

What We Offer:

Salary Range

Requirements:

Responsibilities:

Salary Range

About Cubist:

Responsibilities:

Requirements:

Quantitative Developer Intern – Execution Infrastructure

About Blockhouse

Role Overview

What You’Ll Do

What We’Re Looking For

Why Join Us?

Our Perks And Benefits Include:

Quantitative Developer – Execution Infrastructure

About Blockhouse

Role Overview

What You’Ll Do

What We’Re Looking For

Why Join Us?

Our Perks And Benefits Include:

Position Overview:

What You’Ll Do:

We’Re Looking For Teammates With:

Your Future Role Within Qrt:

Your Present Skillset:

Responsibilities

Requirements

Benefits

Role Description:

Requirements:

[Qd-Nyc#. Eoe].

#Li-Dni

Benefits

Requirements

Key Responsibilities

Qualifications

Skills

Your Present Skillset

Good-To-Have

About The Company:

Responsibilities:

Responsibilities

What You’Ll Do

What We Are Looking For

What Will Make You Stand Out

What You’Ll Do

What We Are Looking For

What Will Make You Stand Out

Who We Are

Why Join Us

Company Description

Job Description

What You'Ll Be Doing:

Qualifications

Who We'Re Looking For:

Additional Information

Team Overview:

What You Will Do:

What We Can Offer You:

Cafeteria Program

Group Life Insurance

Employee Assistance Program

#Li-Mr1

------------------------------------------------------

Job Family Group:

------------------------------------------------------

Job Family:

------------------------------------------------------

Set your job search on autopilot

Quantitative Developer Jobs

Quantitative Developer, Associate - Securitized Products

Associate, Quantitative Developer - #247

Quantitative Developer - Commodities

Quantitative Developer - Commodities

Quantitative Developer, Associate - FX

Quantitative Developer

Senior Quantitative Developer

Quantitative Developer Intern

Quantitative Developer

Quantitative Developer Intern - Summer 2026

Quantitative Developer - C#, React

Quantitative Developer

Quantitative Developer

Quantitative Developer

Quantitative Developer - Python

Quantitative Developer

Quantitative Developer

Quantitative Developer

Quantitative Developer (EU, C++)

Quantitative Developer Analyst Python C++

Python Quantitative Developer

Senior Quantitative Developer

Quantitative Developer Intern

Innovation Quantitative Developer

Quantitative Developer with interest in DSL design

Quantitative Developer with interest in DevOps

Quantitative Developer

Quantitative Developer

EMEA Quantitative Developer Graduate 2026

Quantitative Developer Summer Internship 2026 (2027 Graduates)

Quantitative Developer Intern

Quantitative Developer

Quantitative Developer

Quantitative Developer Intern

Quantitative Developer Intern

Quantitative Developer

Senior Internal Audit Associate - Securitized Products Group and Public Finance

2026 - Internship, Quantitative Developer

BMO Capital Markets, Global Markets Analyst (Generalist & Quantitative/Developer) - Winter 2026

Quantitative Developer – Rates Systematic Trading; Associate (Mumbai)

Senior Sustainable Quantitative Developer

VP/Director, Quantitative Developer - Risk Engineering (TradFi)

VP/Director, Quantitative Developer - Risk Engineering (Crypto)

Quantitative Developer Intern, Summer 2026

Front Office Quant– Strategic Risk Quantitative Developer - VP

VP/Director, Quantitative Developer - Risk Engineering (Defi)

VP/Director, Quantitative Developer - Risk Engineering

Quantitative Developer - iSAM Securities

Quantitative Developer

Quantitative Developer