£Up to £65,000 GBP

Competitive Bonus

Hybrid WORKING

Location: Central London, Greater London - United Kingdom Type: Permanent

Machine Learning Engineer

Join a high-impact AI and data science consultancy recognised for delivering exceptional outcomes across National Security, Defence, Space, and government sectors. This is a unique opportunity to work on cutting-edge AI and machine learning projects that make a tangible difference in the UK, supporting critical national security initiatives.

As a Machine Learning Engineer, you will design, develop, and deploy machine learning models that address some of the most complex challenges in national security. You will work in a consultative, hands-on role, collaborating with data scientists, software engineers, product managers, and stakeholders across the full lifecycle, from hypothesis through to production deployment.

Due to the sensitive nature of this work, candidates must be willing to undergo DV (Developed Vetting) security clearance, be sole British nationals, and have not spent more than 29 consecutive days outside the UK in the last 5 years. Please note that this role does not provide visa sponsorship and is not open to applicants on Skilled Worker or Dependent visas.

This role offers the opportunity to deliver real-world impact, working with diverse data types - including text, images, audio, video, and geospatial data - while applying cutting-edge methods in AI, machine learning, and MLOps/LLMOps practices.

You’ll have the opportunity to:

• Work alongside leading data scientists, ML engineers, and AI researchers on national security projects
• Design, develop, and iterate on machine learning models for traditional ML use cases and GenAI/LLM applications
• Explore and implement ML and LLM models on complex, multi-modal datasets
• Apply modern MLOps/LLMOps practices, including experiment tracking, versioning, and deployment on cloud platforms
• Influence technical direction and best practice in ML and AI engineering
• Mentor and support junior engineers and graduates
• Engage directly with clients to scope, design, and deliver operationally-ready AI and ML solutions

Key Responsibilities:

• Design, develop, and deploy machine learning models for forecasting, classification, anomaly detection, and LLM applications
• Lead experimentation cycles: define hypotheses, design experiments, evaluate results, and iterate rapidly
• Transition validated experiments into production-ready solutions, working closely with other engineers on deployment and monitoring
• Build and optimise ML pipelines using cloud-based platforms and experiment tracking tools
• Implement robust experiment tracking, model versioning, and reproducibility practices with full audit trails
• Support production models through monitoring, performance analysis, and continuous improvement
• Apply responsible AI practices, including model explainability, fairness, and ethical considerations
• Present experiment findings and production outcomes to stakeholders, articulating operational and strategic value
• Mentor junior colleagues and share learnings across the team

Key Requirements:

• Willingness to undergo DV (Developed Vetting) security clearance
• Sole British national with no more than 29 consecutive days outside the UK in the last 5 years
• Proven experience as a Machine Learning Engineer or equivalent role
• Hands-on experience developing and deploying ML models in Python using frameworks such as scikit-learn, XGBoost, PyTorch, or TensorFlow
• Strong experience with cloud-based ML deployment (e.g., AWS SageMaker, Lambda, S3)
• Knowledge of MLOps/LLMOps tooling (e.g., MLflow, Weights & Biases, Data Version Control)
• Experience developing LLM/GenAI applications, including prompt engineering and RAG architectures
• Ability to absorb complex scientific and technical concepts and apply them to operational solutions
• Strong communication skills for both technical and non-technical stakeholders
• Curiosity, adaptability, and a desire to deliver real-world impact

You will gain exposure to:

• Advanced ML and LLM methods applied to national security challenges
• Deployment of ML models at scale using cloud platforms and MLOps/LLMOps pipelines
• A broad range of data types, including text, images, audio, video, and geospatial data
• Ethical, privacy, and security considerations in AI/ML applications
• High-impact projects with government and defence clients
• Mentorship and development opportunities within a diverse, innovative environment

Why Join:

• Work on high-impact projects that directly support national security
• Gain deep exposure to cutting-edge ML, LLM, and AI technologies
• Accelerate your career in a supportive, high-performance consultancy
• Be part of a culture that values innovation, collaboration, and engineering excellence

Interested? Apply Now!

Job Role: Java Developer e-Trading

Location: London Hybrid

Rate: Flexible

Start Date: ASAP

Your role

• We are seeking an experienced candidate to join our eFX Quantitative Developer team within Global Markets
• This is a fast paced and collaborative team that are responsible for the development and enhancement of the best-in-class eFX platform
• The team sits within the Global Markets Principal Flow Trading stream, and has a business reporting line
• You will be operating within a high-performing, fast paced quant development team, whose goals are directly aligned to the success of the business
• You will take ownership of initiatives from initial analysis through to design, implementation and delivery
• You will proactively suggest and drive through improvements to the platform and our framework
• You will be involved in every aspect of algorithmic trading:
• Market connectivity
• Designing, implementing and back-testing pricing and execution strategiesDesigning and building analytics to assess model and platform performance
• Latency analysis and optimisation
• Enhancing the proprietary eTrading framework that is used across the department

Your team

• A highly technical and innovative quant development team leading automated trading in FX
• Part of the Principal Flow Trading Quant Development department, alongside teams aligned to eRates, eCredit, FX Derivatives, Equity Derivatives, and Cash Equities
• Focused on maximising automation and performance in order to drive eTrading revenues
• Operating in a highly agile manner, releasing to production multiple times per day

Your expertise

• Strong business knowledge of electronic trading, ideally eFX
• Proven experience in designing and implementing low-latency, high-throughput, event-driven algorithmic trading platforms
• Collaboration with quantitative analysts to design and implement algorithmic trading models and controls
• Experience of producing model documentation and partnering with governance and second line of defence functions
• Advanced Java programming skills including approaches to low-latency Java like lock free data structures and low-garbage programming techniques
• Beneficial to have low level experience with messaging libraries and protocols including Aeron, Kafka, EMS, SBE, FIX, ITCH, OUCH
• Familiarity with time-series databases (preferably KDB) and Python for building analytics and reports
• Full stack development experience is an advantage (preferably React) particularly for building monitoring dashboards and trader-facing tools

This role is advertised Via Hays

£Up To £85,000 GBP

10% Bonus

Hybrid WORKING

Location: London / Leeds / Manchester , Central London, Greater London - United Kingdom Type: Permanent

Senior Principal AI Product Designer

Location: London (Hybrid, Full-time)

Salary: Up To £85,000 + Bonus

Sector: National Security, Defence, Government

Clearance: Must be eligible for UK Security Clearance

About the Organisation

Join a leading global digital intelligence and technology consultancy that supports government, defence, space, and national security customers. With thousands of specialists across multiple countries, the organisation works at the intersection of data, AI, cyber security, and complex digital systems - helping clients unlock insight, modernise operations, and protect national interests.

You’ll be part of a mission-driven team shaping next-generation AI-enabled solutions that have real-world impact on security, safety, and public value.

Role Overview

We are seeking a Senior / Principal AI Product Designer to help shape, design, and deliver cutting-edge AI-powered digital products for secure government and national security environments.

You’ll work within a multidisciplinary AI and UX community that tackles a broad range of challenges - from exploratory AI research to large-scale data platform solutions.

You will lead design across the entire product lifecycle, bringing clarity to complex problems and championing Human-Centred AI principles.

This is a unique opportunity to influence the future of AI-driven digital services at national scale.

What You’ll Do

• Design intuitive, transparent, and ethically responsible AI-powered user experiences.
• Translate complex AI capabilities into clear, user-friendly interactions.
• Lead end-to-end design: discovery, research, concept creation, interaction design, and delivery.
• Apply Human-Centred AI principles, ensuring trust, explainability and responsible use of machine learning.
• Build client understanding of AI opportunities, constraints, and best-practice patterns.
• Oversee interactive prototypes, wireframes, information architecture, and usability testing.
• Use evidence-based design through user interviews, analytics, and user research.
• Coach and mentor junior designers, contributing to capability building across the team.
• Represent the design discipline in senior client meetings, presenting insights and design rationale.
• Evaluate and improve existing digital services with a focus on usability, accessibility, and inclusivity.
• Keep up with emerging AI, ML, UX, and HCI trends and support the adoption of responsible AI practices.

About You

You are a confident and experienced UX, Product, or Service Designer who can bring clarity to ambiguous problems, communicate compelling design vision, and thrive in collaborative, secure environments.

You should have experience in many of the following:

• Designing interfaces for AI-powered products or features.
• Translating research and user insights into conceptual and detailed designs.
• Leading multidisciplinary teams through the full design lifecycle.
• Creating personas, user journeys, site maps, wireframes, prototypes, and design systems.
• Applying User-Centred Design in complex technical or data-rich environments.
• Influencing senior stakeholders and facilitating workshops.
• Working within agile delivery teams.

Nice-to-Have Experience

• Degree in Interaction Design, HCI, Product Design, or similar.
• Proficiency in Figma or similar tools.
• Familiarity with ethical AI frameworks and data privacy principles.
• Experience working in government, national security, defence, or similarly complex environments.
• Understanding of front-end languages (HTML/CSS/JavaScript).
• Experience with data-rich systems, ML/AI design patterns, or explainable AI.

What’s on Offer

• Hybrid working (typically 3 days onsite).
• 25 days holiday + option to buy/sell additional days.
• Flexible benefits package (private medical, dental, pension, cycle to work, discount schemes).
• Dedicated career manager and support for continuous professional development.
• Participation in a company-wide bonus scheme.
• Inclusive workplace with active diversity and wellbeing groups.

About the Team

You’ll join a supportive and collaborative design community working on some of the most meaningful and challenging problems in the UK. The team blends generalists and specialists across UX, research, AI/ML engineering, and strategy.

You’ll work in a culture that values innovation, experimentation, and continuous learning - all within a secure, mission-focused environment.

£150,000-200,000 GBP

Discretionary end of year bonus

Onsite WORKING

Location: Central London, Greater London - United Kingdom Type: Permanent

Machine Learning/Data Science Quantitative Researcher - London/Paris

My client is a quantitative hedge fund with offices globally, focusing on systematic trading. Their Quant Researchers develop and monitor strategies covering all liquid markets, including HFT/arbitrage, statistical arbitrage, CTA, Macro and event-driven models. The firm has a mandate for Quantitative Researchers who are specialised in Machine Learning, Deep Learning, Reinforcement Learning, NLP, or Computer Vision. Successful applicants will apply these techniques to analyse datasets and identify trading opportunities, and develop them into monetizable strategies in collaboration with other researchers, developers, and traders.

The Role:

• Researching and applying Machine Learning and other Data Science techniques to analyse datasets and identify alphas.
• You will work closely with other researchers, developers and traders on the development and implementation of these strategies, and monitor their performance over time.
• Quantitative Researchers collaborate with each other globally. You will share ideas and work on tools for others to use across the firm, expanding the business and building your own skills.

Requirements:

• An academic background with degrees covering numerical fields of study, such as Computer Science, Mathematics, and Quantitative Finance, PhD level degrees are preferred but not required.
• Experience/knowledge of finance from academic studies, internships or professional experience.
• Coding proficiency in at least on language, successful candidates are typically expert users of Python, and proficient with data science libraries.

£150,000-250,000 GBP

Formulaic Bonus

Onsite WORKING

Location: Central London, Greater London - United Kingdom Type: Permanent

Our client is an established quantitative hedge fund operating in the mid/low frequency trading space, with teams globally. The firm is looking for experienced Quantitative Researchers/Traders and Portfolio Managers, particularly those covering systematic Macro Futures or FICC markets, to build and lead a team and trade their own strategies in return for a performance based bonus.

The firm can offer exceptional resources, including historical market data, alternative/fundamental datasets, development support, and cutting-edge execution infrastructure, allowing strategies to cover intraday and mid frequency time horizons, while maintaining low costs and a quick time to market.

The Role:

• Building and leading a desk where you will research and trade alphas based on analysis of market or alternative data.
• Researching and monetizing signals, monitoring performance of models and optimising them where possible.
• Creating quantitative tools to aid the strategy development process, such as execution algorithms, modelling libraries, etc. for the rest of your trading team to use.

Requirements:

• A degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.
• Coding proficiency in at least one language, such as C++ or Python.
• At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated quant methods for the research and optimisation of macro strategies.
• You will need to be a confident, resilient, and highly motivated individual, capable of working collaboratively with your colleagues in your office and in other locations.

£120,000 GBP

+Sign on +EOY Bonus

Onsite WORKING

Location: Central London, Greater London - United Kingdom Type: Permanent

About the Company:

Our client is seeking a talented Quantitative Researcher to join their team and contribute to the development of cutting-edge trading strategies within their automated trading framework.

Key Responsibilities:

• Research and implement algorithmic trading strategies.
• Analyze large data sets using advanced statistical and quantitative techniques to identify trading opportunities.
• Develop a deep understanding of market structure across various exchanges and asset classes.

Qualifications and Skills:

• Strong quantitative background (Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, or Physics).
• Proficiency in at least one programming or scripting language (e.g., Python, C++, Java).
• Excellent communication skills.
• Capable of working effectively under pressure in a fast-paced environment.

£150k+ GBP

Onsite WORKING

Location: Central London, Greater London - United Kingdom Type: Permanent

Quant Developer - Equities

Location: London or Dubai

Permanent

Our client are a market leading hedge fund, with a global reach in relation to their clients and offices. They are on the lookout for a talented Quant Developer with exceptional skills in python programming, and solid experience on equities focused projects

Responsibilities for an Equity Derivatives Quant:
• Core Trading Engine Development: Build, maintain, and enhance the core trading engine to support optimal performance.
• Systematic Trade Automations: Create and implement automated trading systems to improve efficiency and drive results.
• Collaborative Innovation: Partner with traders, researchers, and developers to understand needs and deliver tailored solutions.

Requirements for an Equity Derivatives Quant:
• Educational Background: Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, Engineering, or a related field
• Extensive knowledge surrounding equities asset class
• At least 2 years experience within the financial services industry
• Hands on experience with object orientated programming, using Python
• Strong communication skills and confidence in working within a collaborative team environment.

To hear more details please apply to this position or contact Ben Mortimore at Anson McCade.

Job Reference: AMC/BMO/QD01

£150,000-200,000 GBP

• Performance based bonus

Onsite WORKING

Location: Central London, Greater London - United Kingdom Type: Permanent

Quant Researcher/Trader - Crypto - London/Paris

Anson McCade are working with a systematic hedge fund which is expanding their Crypto team. The firm can hire globally, and is looking for a Quant Researcher/Trader to research and deploy either HFT/MM strategies. The successful candidate will be able to manage their own models, and will receive a performance-based bonus.

The Role:

• Researching strategies across CeFi or DeFi venues in collaboration with other Quantitative Researchers, Developers and the Research Lead.
• Working on the development of infrastructure and tools, as well as the research, implementation and management of strategies.
• The successful candidate will manage their own book, and can lead more junior Quants in the team.

Requirements:

• The ideal candidate will have over 2 years of experience, including a background in Market Making or Central Risk Book trading. Experience with digital assets is preferred but not required.
• Coding skills in Python, experience with other programming languages is also beneficial.
• A Master’s or PhD from a top university is preferred.

£75,000 GBP

Onsite WORKING

Location: Central London, Greater London - United Kingdom Type: Permanent

Quantitative Analyst

We are partnered with a market-leading, globally renowned investment firm seeking to hire a Desk Quant Analyst. The firm designs and builds its own proprietary systems to deliver strong, consistent returns for its clients. With deep expertise in trading operations, collaboration is embedded into its global culture, enabling technology, research, and operations teams to work seamlessly across regions. Driven by a commitment to high-quality performance, the firm leads the industry in technology- and data-driven quantitative strategies across global financial markets.

Key responsibilities as a Quantitative Analyst

• Handling and improving the codebase of strategies within our clients trading network.
• Handle large data sets used in the production and research environments.
• Conduct monitoring tasks on trading activities.
• Work in collaboration with quant researchers and traders to manage the changing needs of the trading desks.

Qualifications needed for a Quantitative Analyst

• Bachelors degree in engineering, computer science or another technical related subject.
• programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python)
• high level of communication skills and ability to work efficiently with colleagues across multiple areas

Additional desirable Qualifications for Quantitative analyst

• Knowledge of Q/KDB+
• Knowledge of Linux and Bash
• Further quantitative skills

If you are interested, then please apply.

£300k+ GBP

Onsite WORKING

Location: Central London, Greater London - United Kingdom Type: Permanent

Central Risk Book (CRB) Trader

Location: London or Geneva

Overview:

We are currently partnered with a well-established commodities firm to hire a Central Risk Book (CRB) Trader. This is a unique opportunity to join a high-performing trading environment with strong visibility across desks. While direct commodities experience is not essential, we are seeking candidates with robust futures trading experience and a proven track record in building and managing central risk books.

Key Responsibilities:

• Lead the design, development, and management of the Central Risk Book (CRB).
• Collaborate closely with centralized execution teams to manage risk and optimize returns.
• Work alongside technologists and quant developers to enhance execution algorithms
• Drive cross-desk visibility and strategic integration of risk across asset classes.
• Continuously refine models and execution strategies using data-driven insights.

Required Skills and Experience:

• Demonstrable success in building and managing CRBs or comparable centralized risk strategies.
• Strong experience in futures trading, preferably in a systematic or high-frequency context.
• Hands-on programming experience in at least one of: Python, SQL, C++, Java, or C#.
• Proven track record of systematic market making, ideally at higher frequencies.

To hear more details please apply to this position or contact Ben Mortimore at Anson McCade.

Job Reference: AMC/BMO/CRB01

New Role - Applied Data Scientist (Specialty Insurance)

This role will apply advanced analytics and modelling to improve risk selection, pricing decisions, and claims insight across speciality insurance lines including Renewables, D&O, Credit and Marine .

The role will sit at the intersection of underwriting judgement, actuarial thinking, claims insight, and modern data science and will involve a secondment into the Innovation team, helping shape a cross-line analytics capability that strengthens decision-making across the underwriting lifecycle.

The Candidate -

• Between 2-5 years’ experience in an insurance pricing team
• Strong applied data science capability - using Python/R to apply statistical modelling and machine learning techniques
• Understanding of statistical and analytical foundations - probability theory, GLMs, time series analysis
• Comprehension of modern machine learning techniques and modelling approaches - random forest, XGBoost, GBMs
• Solid SQL, data handling and data visualisation skills

Salary - £60,000 - £100,000

Location - London (Hybrid)

If you’re a data scientist with insurance experience then please get in touch via email - holly.ellenthorpe@eamesconsulting.com

Artificial Intelligence Engineer McCabe & Barton London Area, United Kingdom (Hybrid) Save Apply AI Engineer - Agentic AI & LLM Solutions Leading Investment House | London/Hybrid | Contract | Competitive Day Rate About the Opportunity We are seeking an experiencedAI Engineer to join a leading global investment house embarking on an ambitiousAI transformation programme . This is a high-impact contract role focused on buildingend-to-end agentic AI and LLM-based solutions that solve real business problems across trading, operations, research, and front-office functions. You'll work directly with business stakeholders to understand workflows, design intelligent automation solutions, and rapidly prototype working AI systems that deliver measurable value. Key Responsibilities: AI Solution Design & Delivery 1. Buildend-to-end agentic AI and LLM-based solutions from concept to deployment 2. Design AI architectures that map toreal business problems in investment banking 3. Rapidly prototype and iterate AI solutions based on stakeholder feedback 4. Move quickly from business brief to working solution - velocity is critical 5. Own delivery independently with minimal supervision Business Engagement & Requirements: 1. Engage directly withbusiness stakeholders (traders, analysts, operations, research teams) to understand workflows and pain points 2. Translate business requirements intoAI solution designs 3. Demonstrate AI capabilities and educate stakeholders on art-of-the-possible 4. Gather feedback and iterate solutions based on real user needs 5. Communicate technical concepts to non-technical business audiences Technical Implementation: 1. Develop robustPython-based AI applications and agent systems 2. Integrate LLM capabilities (OpenAI, Anthropic, Azure OpenAI) into business workflows 3. Build agentic AI systems that can reason, plan, and execute multi-step tasks 4. Implement RAG (Retrieval-Augmented Generation) pipelines for domain-specific knowledge 5. Work with vector databases and enterprise data sources 6. Integrate AI solutions with existing .NET/C# enterprise systems where required Innovation & Best Practices 1. Stay current with rapidly evolving LLM and agentic AI landscape 2. Recommend appropriate AI frameworks and tools for different use cases 3. Establish best practices for responsible AI deployment in regulated environment 4. Balance innovation speed with security and compliance requirements Essential Skills & Experience AI & LLM Expertise 1. Proven experience building end-to-end agentic AI or LLM-based solutions in production environments 2. Deep understanding ofLLM capabilities and limitations - knows when AI is (and isn't) the right solution 3. Experience designingAI solutions that map to real business problems , not just technical demos or proof-of-concepts 4. Track record ofdelivering working AI solutions that create business value Technical Skills 1. Strong Python development skills - production-quality code, not just notebooks 2. Ability to architect and buildcomplete AI applications end-to-end 3. Experience integrating AI capabilities into existing enterprise systems 4. Understanding ofsoftware engineering best practices for AI systems Desirable Skills & Experience LLM & AI Frameworks 1. Experience with specificLLM providers (OpenAI, Anthropic, Azure OpenAI) 2. Familiarity withagent frameworks such as LangChain, LlamaIndex, AutoGen, or similar 3. Experience buildingmulti-agent systems and orchestration workflows 4. Knowledge ofprompt engineering and optimization techniques Technical Depth 1. C# / .NET background for enterprise integration in financial services 2. Experience withRAG pipelines and vector databases (Pinecone, Weaviate, ChromaDB, etc.) 3. Understanding ofembedding models and semantic search 4. Knowledge offine-tuning and model customization approaches

Responsibilities

• Research and enhance equity factor models and portfolio construction techniques
• Design and prototype new systematic equity strategies and products
• Translate research into implementable signals within production platforms
• Partner with the portfolio engineering team on model implementation and execution
• Conduct standalone research leading to white papers and presentations
• Engage with distribution to articulate capabilities and support AUM growth
• Integrate systematic research into discretionary investment processes

Requirements

• Experience in quantitative equity, with a track record in equity factors and portfolio construction
• Deep knowledge of risk models, optimisation and sustainability integration
• Strong Python programming (pandas, NumPy) and data manipulation skills
• Proven ability to work with large datasets and research infrastructure
• Understanding of artificial intelligence (AI) and machine learning (ML) techniques applied to equity portfolios
• Postgraduate degree (MSc/PhD) in a quantitative discipline
• Evidence of published research or conference presentations is advantageous

Head of Machine Learning Modeling

A global quantitative trading organization built around engineering excellence, scientific thinking, and fully automated trading.

Our teams create everything in-house—from the research infrastructure to the algorithms that run live in markets around the world.

We trade a wide mix of products, including equities, derivatives, options, commodities, rates, and crypto using both high-frequency and mid-frequency strategies.

Our dedicated team members are located across multiple continents, and while we maintain physical offices, our workflow is currently designed for a remote environment.

About the Role

We’re hiring an experienced ML leader to guide the next generation of predictive modeling that powers our research and trading systems. In this role, you’ll own the strategy, design, and execution of our modeling framework—from architecture choices to validation standards to production governance.

You’ll collaborate closely with quant researchers, data specialists, engineers, and traders to turn cutting-edge research into reliable, high-performance models used in live trading.

Responsibilities

You’ll be responsible for one of the most critical layers of our research platform—the modeling engine that feeds our trading systems. Your work will influence how we research, validate, and deploy ML-driven signals across the firm.

• Setting the long-term vision for our model portfolio, covering everything from boosted trees to time-series deep learning, graph-based models, and advanced architectures for order-book prediction.
• Designing training pipelines that enforce strict data hygiene—rolling and walk-forward validation, target construction, and leakage-free workflows.
• Building explainability and diagnostic tooling (SHAP, permutation tests, model dissection techniques) to understand model behavior.
• Developing ensemble strategies and regime-aware model routing.
• Leading and mentoring a team of ML researchers, shaping best practices for experimentation and documentation.
• Partnering with engineering and trading teams to ensure smooth deployment of models into live trading systems.

Requirements/Core Experience

• 5+ years working with machine learning, with at least 2 years applying ML in quantitative finance/investments/trading
• In depth knowledge of modern ML methods and architectures.
• Strong statistical foundation—comfortable with hypothesis testing, bootstrapping, time-series quirks, and related methods.
• Experience building ML systems that operate in real-time or near-real-time environments.
• Strong command of alpha evaluation (IC, rank correlations, stability, decay).
• Proficiency in Python and the scientific/ML ecosystem (NumPy, Pandas, PyTorch/TensorFlow).
• Understanding of market microstructure, order flow, order-book dynamics, and factor behavior is a major plus
• Experience guiding technical teams and shaping modeling direction.

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 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.
• Enhance our couterparty Risk optimisation with new constraints and features
• Enhance our support for hedge funds and clearing brokers in initial Margin optimisations
• 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:

• 2-5 years of professional 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)

Career Stage:
Senior Associate

London Stock Exchange Group (LSEG) Information:

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 .

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We're representing a leading global hedge fund as they look for a strong Java Developer with Post-Trade, OTC experience. This role sits within a high-impact engineering team responsible for building and scaling systems that power pricing, risk analytics, and trade processing for complex OTC products. Salary: Budget undefined - the client will beat any offer in the market for the right candidate. Location: London, 5 days in office Requirements: • Strong foundation in software engineering principles. • Extensive experience with Java in complex distributed systems or quantitative environments. • Familiarity with OTC pricing and risk concepts. • Experience working with market data, analytics, or risk management platforms. Responsibilities: • Develop and enhance a risk data and analytics platform used within financial markets. • Reduce latency across trading platforms by delivering low-latency engineering improvements that enhance execution performance and overall system responsiveness. • Build scalable quantitative software solutions in Java. • Support pricing and risk analytics for both vanilla and OTC products. • Work with real-time market and risk data, including processing and analysis.

You’ll be developing components for a research and trading platform used by quant researchers and portfolio managers, handling data from a wide range of sources, and optimizing performance for simulation and live execution. Python is the primary language used throughout the stack, making strong fluency essential. Core Responsibilities 1. Contribute to the architecture, testing, and performance tuning of a scalable trading and backtesting platform. 2. Build reliable, production-grade tools that enable researchers to access, clean, and analyze market and alternative data. 3. Collaborate with engineers and quantitative researchers to support model development and operational workflows. 4. Investigate and resolve software issues in live and simulation environments; contribute to code quality and robustness. What We’re Looking For 1. 1–3+ years of professional Python development experience (finance background not required). 2. Solid engineering mindset with an ability to design clean, modular code for long-term maintainability. 3. Comfortable working with relational databases; experience with data pipelines is a plus. 4. Clear communication skills and the ability to contribute to a collaborative, fast-paced team environment. 5. Strong academic background in a STEM subject from a leading university. Bonus Points 1. Familiarity with cloud-native technologies (e.g. AWS, GCP) and containerized environments. 2. Exposure to CI/CD workflows or DevOps practices. 3. Enthusiasm for test-driven development and clean deployment processes. 4. A genuine interest in quantitative finance or systematic trading systems. 5. Eligibility to work in the UK is required. If you’re a Python developer who enjoys solving complex problems with real-world impact—and wants to learn about quantitative trading in the process—this role offers a front-row seat.

Role:- This team member will be responsible for the implementation of technology to enable large-scale computational efforts in quantitative research, as well as related efforts, such as the preparation and transformation of data and other operational tasks. This role will work with senior technologists on the design and implementation of systems, and work closely with the quantitative research team to enable their mission You will:- Partner closely with the Senior Portfolio Manager to develop data engineering and prediction tools primarily for the systematic trading of equities Develop software engineering solutions for quantitative research and trading Assist in designing, coding, and maintaining tools for the systematic trading infrastructure of the team Build and maintain robust data pipelines and databases that ingest and transform large amounts of data Develop processes that validate the integrity of the data Implementation and operation of systems to enable quantitative research (i.e. large scale computation and serialization frameworks) Requirements :- Master’s or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field appropriate to a computational background Expert in C++ Advanced programming skills in Python Strong Linux-based development Knowledge of machine learning and statistical techniques and related libraries Experience as a quantitative developer supporting an intraday (or faster) system ( 3 years experience at least) Experience with the development practices of large tech (Google/Meta, etc.) or finance firms Experience with financial data Approx. 3-4 years of professional experience in a computer science/computational role Experience working in a technical environment with DevOps functions (Google Cloud, Airflow, Influx DB, Grafana) Apply:- Please send a PDF CV to quants@ekafinance.com

Role:- The role involves many things such as:- 1. Contribute to the development of thetechnology and automation of routine tasks. 2. Improve execution/alphas through backtesting/analysis 3. Assist in the deployment and verification of upgrades to the production environment’s technical infrastructure, custom trading applications, market data distribution plant, etc. 4. Onboard and organise new data sets. 5. Help launch new strategies and model. 6. Learn, try and implement new technologies (we love open source). 7. Proactively deal with monitoring alerts and help develop the monitoring platform. 8. Provide support for issues. 9. Design and implement trading infrastructure, build data analytics tools or develop real-time execution strategies. 10. Work on complex computational and data related problems. Implement efficient and innovative solutions 11. Build tools and engine that enhance our ability to analyse data and contribute to improve workflow. 12. Support post-trade activities to aid effective clearing and accurate record-keeping. 13. Development and maintenance of all systems, including Linux servers and desktops, databases, storage solutions, etc. Requirements:- 1. Significant programming experience is a must, as is a genuine passion for solving complex problems through programming. 2. You enjoy coding, rather than considering it just a tool, but want your code to have real world results and effects. 3. You know about data structures and algorithms, and can practically apply the knowledge to real world problems. 4. You have strong communication skills and a simple, down-to-earth style when articulating your ideas. 5. You’re self-directed and can effectively and independently manage your time across various projects. 6. You’re honest, reliable and take pride in your work. 7. You’re enthusiastic, driven to develop your skills and open to new ideas 8. You’re flexible, adaptable and can jump from individual contributor to collaborative team member. 9. Work is conducted in a Linux environment, mainly in C++ and Python, and embraces grid computing. Skills and knowledge here would be very helpful, but not essential. Ideally you will have a strong undergraduate degree in a numerate discipline from a top-tier university. Apply:- Please contact Sara Hunter at quants@ekafinance.com

A leading sports betting fund is seeking a Junior Quantitative Researcher to join its expanding quantitative research team. This is an exciting opportunity for an analytically minded individual with a passion for sports modelling, data science, and statistics to contribute to cutting-edge research and model development within a high-performing environment. Key Responsibilities 1. Assist senior quantitative researchers in delivering research and model development projects. 2. Support clients and internal teams by: 3. Developing, maintaining, and improving the mathematical libraries that power predictive models and analytical tools. 4. Building and maintaining software systems that deliver model outputs into production. 5. Perform statistical analysis of datasets, test hypotheses, and communicate findings effectively to key stakeholders. 6. Contribute to the ongoing enhancement of core programming libraries. 7. Participate in at least one professional development event annually—such as a conference, workshop, or networking event—focused on areas like sports analytics, statistics, machine learning, or gambling. Skills & Experience Required 1. MSc in Statistics , Data Science , Mathematics , or another quantitative discipline (e.g., Computer Science, Engineering, Finance) with a strong statistical component. 2. Prior experience in a role involving significant statistical analysis, demonstrating skills beyond academic study. 3. Programming experience and a willingness to learn and work in R . 4. Demonstrated passion for sports modelling—through personal projects, academic research, or independent analyses. 5. Commitment to continuous learning and professional growth. 6. Curiosity and enthusiasm for exploring new technologies and programming languages. 7. Eligibility to work in the UK . Preferred 1. Strong interest in horse racing , supported by prior modelling or data analysis projects. 2. Understanding of sports betting markets . 3. Familiarity with statistical and machine learning methods (e.g., GBM, Torch, CNN, LSTM, NLP, GNN). 4. Experience with additional programming languages (e.g., Python, C++, Julia). 5. Working knowledge of database systems (e.g., SQL, MongoDB, Redis, Postgres). 6. Experience with version control , code reviews , and merge requests . 7. Familiarity with CI/CD pipelines and test-driven development (TDD) .

We’re seeking a Quantitative Researcher to join our London team and help develop cutting-edge signals, models, and trading strategies for global financial markets. You’ll work closely with a small group of researchers and engineers to design, implement, and evaluate components of our research infrastructure, applying rigorous statistical and computational methods. This is an opportunity to gain broad exposure across multiple areas of quantitative research and to rapidly deepen your expertise in quantitative finance within a collaborative, intellectually vibrant environment. What You’ll Do 1. Develop and test innovative signals, models, and strategies for systematic trading. 2. Design and implement research tools and data pipelines. 3. Evaluate model performance using advanced statistical techniques. 4. Collaborate with a small, high-performing team to generate new research ideas. What We’re Looking For 1. PhD (completed or near completion) or Postdoctoral researcher in Mathematics, Statistics, Machine Learning, Physics, Computer Science , or a related quantitative discipline. 2. Exceptional mathematical and analytical ability . 3. Strong programming skills in Python or C++. 4. Experience tackling data-intensive problems is a plus. 5. Proven ability to conduct applied mathematical or statistical research . 6. Success in mathematical competitions (e.g., IMO, Putnam) is advantageous. 7. Prior experience in a quantitative or trading environment is a plus. Who You Are 1. Intellectually curious, creative, and rigorous in your approach. 2. Eager to challenge assumptions and adapt in light of new evidence. 3. Highly motivated and accountable, with a strong sense of ownership. 4. Meticulous, detail-oriented, and capable of managing multiple priorities. 5. Collaborative and communicative, comfortable giving and receiving feedback. 6. Able to work effectively both independently and within a small team .