133 Financial Engineering jobs in the United Kingdom

Our client, a prominent financial institution, is seeking a highly analytical Senior Quantitative Analyst to join their sophisticated trading team in **Milton Keynes, Buckinghamshire, UK**. This role is integral to the development and implementation of cutting-edge quantitative models and trading strategies that drive market performance. The ideal candidate will possess a deep understanding of financial markets, advanced statistical modeling techniques, and proficiency in programming languages commonly used in quantitative finance. You will work closely with portfolio managers and traders, translating complex market data into actionable investment insights and robust trading algorithms.

Key Responsibilities:

• Develop, backtest, and deploy sophisticated quantitative models for asset allocation, risk management, and alpha generation.
• Analyze large, complex datasets to identify market patterns, inefficiencies, and trading opportunities.
• Design and implement trading strategies across various asset classes.
• Collaborate with portfolio managers and traders to refine investment strategies and risk controls.
• Build and maintain high-frequency trading systems and data infrastructure.
• Monitor and evaluate the performance of trading strategies, making necessary adjustments.
• Conduct research into new quantitative methodologies and technologies.
• Ensure compliance with all relevant financial regulations and internal policies.
• Communicate complex quantitative concepts clearly and effectively to both technical and non-technical audiences.
• Contribute to the development and mentoring of junior quantitative analysts.

Qualifications:

• MSc or PhD in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Minimum of 5 years of experience in quantitative analysis within the financial services industry.
• Proven expertise in statistical modeling, time series analysis, and machine learning techniques.
• Strong programming skills in languages such as Python, C++, R, or Java.
• Experience with financial data vendors (e.g., Bloomberg, Refinitiv) and databases.
• Deep understanding of financial markets, derivatives, and portfolio theory.
• Excellent problem-solving abilities and attention to detail.
• Strong communication and interpersonal skills.
• Experience with large-scale data processing and cloud computing platforms is a plus.
• Demonstrated ability to work independently and as part of a collaborative team.

This hybrid position offers a challenging and rewarding career opportunity within the dynamic financial sector in **Milton Keynes, Buckinghamshire, UK**.

Our client is a leading global financial institution seeking an exceptional Senior Quantitative Analyst to join their remote-first team, based in Glasgow, Scotland, UK . This role is pivotal in developing and refining sophisticated quantitative models and trading strategies for various asset classes. You will be instrumental in driving data-driven decision-making, conducting in-depth statistical analysis, and building robust algorithmic solutions. The ideal candidate will possess a profound understanding of financial markets, advanced mathematical and statistical modelling skills, and a strong proficiency in programming languages commonly used in quantitative finance. You will collaborate with portfolio managers and traders, providing critical insights and supporting the continuous enhancement of investment performance. This is a fully remote position, offering flexibility and the opportunity to work with a highly talented, globally distributed team.

Key Responsibilities:

• Design, develop, and implement quantitative trading strategies across various financial markets.
• Conduct rigorous statistical analysis of market data to identify patterns and opportunities.
• Build and maintain complex mathematical models for risk management, pricing, and portfolio optimisation.
• Develop and test algorithmic trading systems.
• Collaborate with traders and portfolio managers to translate research ideas into actionable trading strategies.
• Perform backtesting and performance attribution analysis.
• Contribute to the development of the firm's quantitative research infrastructure and tools.
• Stay abreast of academic research and industry trends in quantitative finance.
• Document methodologies, research findings, and model specifications clearly and concisely.
• Mentor junior quantitative analysts and contribute to team knowledge sharing.

Qualifications and Experience:

• Advanced degree (MSc or PhD) in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Proven experience (5+ years) in quantitative analysis or a similar role within the financial services industry.
• Strong programming skills in languages such as Python, C++, or R, with experience in relevant libraries (e.g., NumPy, SciPy, pandas).
• Deep understanding of stochastic calculus, time series analysis, and statistical modelling techniques.
• Experience with financial modelling, derivatives pricing, and risk management.
• Familiarity with machine learning techniques applied to finance.
• Excellent problem-solving and analytical abilities.
• Strong communication skills to effectively explain complex concepts to both technical and non-technical audiences.
• Ability to work independently and as part of a remote team.

This is a unique opportunity to leverage your quantitative expertise in a challenging and rewarding remote environment, contributing directly to the firm's investment success.

Our client, a prestigious investment management firm, is seeking an exceptionally skilled Senior Quantitative Analyst to join their advanced analytics team. This is a fully remote, permanent position, offering unparalleled flexibility to work from anywhere within the UK. You will be at the forefront of developing and implementing sophisticated quantitative models and strategies for our global investment portfolios. This role demands a rigorous academic background, exceptional analytical prowess, and extensive experience in financial markets. You will work on complex projects, including portfolio construction, risk management, algorithmic trading, and asset allocation. The ideal candidate will possess a deep understanding of statistical modelling, econometrics, machine learning, and programming. You will collaborate closely with portfolio managers, traders, and other quantitative professionals to drive innovation and generate alpha. Key responsibilities include: Designing, developing, and backtesting quantitative investment strategies; Building and maintaining complex financial models for risk assessment and portfolio optimisation; Applying machine learning techniques to identify market patterns and predict asset price movements; Conducting rigorous statistical analysis of large datasets; Developing and implementing trading algorithms; Communicating complex quantitative concepts to both technical and non-technical audiences; Staying abreast of the latest research and developments in quantitative finance and data science. A PhD or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering is essential. Proven experience in quantitative finance, with a strong understanding of financial instruments and markets, is required. Proficiency in programming languages such as Python, R, or C++, and experience with databases and big data technologies are a must. Exceptional problem-solving abilities and a passion for innovation in financial markets are crucial. This is a high-impact role for a leading firm, offering significant professional growth and the ability to shape investment decisions from your remote location, with a tie to **Leeds, West Yorkshire, UK**.

Our client, a prestigious investment bank, is seeking a highly skilled Senior Quantitative Analyst to join their sophisticated trading strategies team in **Leeds, West Yorkshire, UK**. This role is integral to developing and implementing cutting-edge quantitative models and algorithms that drive investment decisions. The ideal candidate will possess a profound understanding of financial markets, advanced statistical modeling, and programming expertise. This is a challenging and rewarding opportunity to contribute to a highly successful financial institution.

Responsibilities:

• Develop, test, and implement quantitative trading strategies and models for various asset classes.
• Conduct in-depth research into market microstructure, trading behaviors, and statistical arbitrage opportunities.
• Analyze large datasets to identify patterns, predict market movements, and derive actionable investment insights.
• Build and maintain high-performance trading algorithms and backtesting platforms.
• Collaborate with portfolio managers and traders to translate investment ideas into quantitative frameworks.
• Monitor and refine existing models to adapt to changing market conditions and improve performance.
• Ensure the accuracy, efficiency, and robustness of all quantitative models and systems.
• Stay current with academic research and industry developments in quantitative finance.
• Contribute to the team's intellectual capital and share knowledge with colleagues.
• Communicate complex quantitative concepts effectively to both technical and non-technical audiences.

Qualifications:

• Master's degree or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• A minimum of 7 years of experience in quantitative analysis, ideally within investment banking, hedge funds, or asset management.
• Proven expertise in developing and implementing quantitative trading strategies.
• Strong proficiency in programming languages such as Python, C++, or R, with experience in data analysis libraries.
• Deep understanding of financial markets, derivatives, and statistical modeling techniques.
• Experience with large-scale data analysis and machine learning methodologies.
• Excellent analytical, problem-solving, and critical-thinking skills.
• Strong communication and presentation skills.
• Ability to work effectively in a fast-paced, collaborative environment.
• Experience working within a hybrid office setting.

This is an exceptional chance for a talented quantitative professional to shape the future of investment strategies within a leading financial organization. If you are driven by analytical challenges and the pursuit of market innovation, we encourage you to apply.

Our client, a prominent financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their esteemed trading desk. This is a fully remote position, offering the unique opportunity to contribute to sophisticated investment strategies from anywhere within the UK. You will be instrumental in developing, testing, and implementing complex mathematical models and algorithms that drive trading decisions and portfolio management. The ideal candidate possesses a strong academic background in a quantitative field, extensive experience in financial modeling, and a deep understanding of statistical analysis and programming. This role demands rigorous analytical thinking, meticulous attention to detail, and the ability to translate complex financial concepts into actionable insights.

Responsibilities:

• Develop, validate, and implement sophisticated quantitative models for pricing, risk management, and trading strategies across various asset classes.
• Conduct in-depth statistical analysis of market data to identify trends, patterns, and investment opportunities.
• Design and execute backtesting strategies to evaluate the performance and robustness of trading algorithms and models.
• Collaborate with portfolio managers and traders to understand their needs and provide quantitative support for decision-making.
• Write efficient and well-documented code in languages such as Python, R, C++, or MATLAB for model implementation and data analysis.
• Monitor the performance of deployed models and algorithms, making adjustments as necessary to ensure optimal results.
• Stay abreast of academic research and industry developments in quantitative finance, econometrics, and machine learning.
• Contribute to the development of new trading ideas and risk management frameworks.
• Clearly communicate complex quantitative concepts and findings to both technical and non-technical audiences.
• Ensure compliance with internal policies, regulatory requirements, and ethical standards.
• Mentor junior quantitative analysts and contribute to team knowledge sharing.
• Assist in the development and maintenance of quantitative libraries and infrastructure.

Qualifications:

• Master's or Ph.D. in a quantitative discipline such as Financial Engineering, Mathematics, Statistics, Physics, Computer Science, or Economics.
• A minimum of 5-7 years of experience in quantitative analysis, financial modeling, or a related role within the financial services industry.
• Proven expertise in statistical modeling, time-series analysis, stochastic calculus, and machine learning techniques.
• Proficiency in programming languages commonly used in quantitative finance (Python, R, C++, MATLAB).
• Strong understanding of financial markets, derivatives, and various asset classes.
• Experience with data manipulation and analysis tools.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and interpersonal abilities, with the capacity to explain complex concepts clearly.
• Ability to work independently and manage multiple priorities effectively in a remote setting.
• Experience with high-frequency trading (HFT) or algorithmic trading is a significant advantage.

This is a prime opportunity for a talented quantitative mind to make a significant impact on investment performance at a leading financial firm, working entirely remotely.

Our client, a prestigious and forward-thinking investment firm, is seeking a highly analytical and skilled Senior Quantitative Analyst to join their remote-based trading and strategy development team. This fully remote position offers the opportunity to work from anywhere in the UK. You will be responsible for developing, implementing, and back-testing sophisticated quantitative trading strategies, performing in-depth market analysis, and contributing to the firm's alpha generation efforts. A strong foundation in mathematics, statistics, programming, and financial markets is essential.

Key Responsibilities:

• Design, develop, and rigorously test quantitative trading strategies across various asset classes (equities, fixed income, derivatives, FX).
• Utilize statistical modeling, machine learning techniques, and econometrics to identify market inefficiencies and predict price movements.
• Perform extensive data analysis and research on large financial datasets to inform strategy development.
• Implement and optimize trading algorithms in production environments, ensuring high performance and reliability.
• Collaborate with portfolio managers and traders to understand their needs and translate them into quantitative solutions.
• Monitor the performance of live strategies, identify deviations, and implement necessary adjustments.
• Contribute to the firm's research into new data sources, analytical methods, and trading technologies.
• Develop and maintain code for strategy back-testing, execution, and risk management.
• Clearly communicate complex quantitative concepts and results to both technical and non-technical audiences.
• Stay current with academic research and industry trends in quantitative finance.
• Ensure compliance with all regulatory requirements and internal risk management policies.
• Mentor junior quantitative analysts and contribute to knowledge sharing within the team.
• Optimize computational efficiency of trading models and infrastructure.
• Conduct deep-dive analysis into market microstructure and transaction costs.

Qualifications and Experience:

• Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, Economics, or a related discipline.
• Minimum of 5 years of experience in quantitative analysis, algorithmic trading, or related roles within the financial industry.
• Proficiency in programming languages commonly used in quantitative finance, such as Python (with libraries like NumPy, Pandas, Scikit-learn), C++, or R.
• Strong understanding of financial markets, asset classes, and derivatives.
• Experience with statistical modeling, machine learning, time-series analysis, and econometrics.
• Familiarity with large datasets and database technologies (SQL, NoSQL).
• Excellent analytical, problem-solving, and critical-thinking skills.
• Strong verbal and written communication skills, with the ability to explain complex ideas clearly.
• Proven ability to work independently and manage multiple projects in a remote setting.
• Experience with high-frequency trading (HFT) or low-latency systems is a plus.
• Knowledge of risk management techniques for trading portfolios.

This is a unique opportunity to join a highly successful, remote-first firm and make a significant contribution to investment strategies from anywhere within the UK.

Our client, a prestigious global investment firm, is seeking a highly skilled and experienced Lead Quantitative Analyst to join their pioneering investment strategies team. This is a fully remote position, offering the opportunity to shape and implement sophisticated quantitative investment models. You will lead a team of talented quants, driving research, development, and deployment of cutting-edge strategies across various asset classes. The ideal candidate possesses a Ph.D. or Master's degree in a quantitative discipline, extensive experience in financial modeling, and a deep understanding of statistical analysis, machine learning, and programming.

Responsibilities:

• Lead the research, design, development, and implementation of quantitative investment strategies for equities, fixed income, and alternative assets.
• Manage and mentor a team of quantitative analysts, providing technical guidance and fostering a culture of innovation.
• Develop and refine sophisticated mathematical and statistical models to identify market opportunities and risks.
• Utilize advanced programming skills (Python, C++, R) to implement, test, and optimize trading algorithms and portfolio construction models.
• Conduct rigorous backtesting and performance analysis of strategies, ensuring robustness and statistical significance.
• Collaborate with portfolio managers and traders to integrate quantitative insights into investment decision-making processes.
• Stay abreast of the latest academic research, market trends, and technological advancements in quantitative finance.
• Ensure compliance with regulatory requirements and internal risk management policies.
• Develop and maintain high-quality documentation for all models, strategies, and processes.
• Contribute to the strategic direction of the quantitative research team and the firm's investment approach.

Qualifications:

• Ph.D. or Master's degree in a highly quantitative field such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or Economics.
• Minimum of 8 years of relevant experience in quantitative research and development within the asset management industry.
• Proven track record of developing and deploying successful quantitative investment strategies.
• Expertise in statistical modeling, time series analysis, machine learning algorithms, and econometrics.
• Advanced programming proficiency in Python and/or C++, with strong experience in relevant libraries (e.g., NumPy, SciPy, Pandas, Scikit-learn).
• Deep understanding of financial markets, asset classes, and trading mechanisms.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation skills, with the ability to articulate complex concepts clearly to diverse audiences.
• Experience with large datasets and database technologies (SQL).
• Ability to work independently and lead a remote team effectively.

This is a remote position supporting our operations, requiring a dedicated home office setup with high-speed internet access, and collaboration with teams across different time zones.

**About this role**
BlackRock is one of the world's preeminent asset management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary, and individual investors around the world. BlackRock's mission is to create a better financial future for our clients. We have a responsibility to be the voice of the investor, and we represent each client fairly and equally. Constant communication with a diverse team of partners strengthens us and delivers better results for our clients. Continuous innovation helps us bring the best of BlackRock to our clients.
BlackRock offers a range of solutions - from rigorous fundamental and quantitative active management approaches aimed at maximizing outperformance to highly efficient indexing strategies designed to gain broad exposure to the world's capital markets. Our clients can access our investment solutions through a variety of product structures, including individual and institutional separate accounts, mutual funds and other pooled investment vehicles, and the industry-leading iShares® ETFs.
About Aladdin Financial Engineering (AFE)
Join a diverse and collaborative team of over 400 modelers and technologists in Aladdin Financial Engineering (AFE) within BlackRock Solutions, the business responsible for the research and development of Aladdin's financial models. This group is also accountable for analytics production, enhancing the infrastructure platform, and delivering analytics content to portfolio and risk management professionals (both within BlackRock and across the Aladdin client community).
The models developed and supported by AFE span a wide array of financial products covering equities, fixed income, commodities, derivatives, and private markets. AFE provides investment insights that range from an analysis of cash flows on a single bond, to the overall financial risk associated with an entire portfolio, balance sheet, or enterprise
Role Overview:
We are looking to hire a senior to join our Portfolio Risk Modeling team to drive the development of portfolio risk models for private market investments. This team builds and maintains risk models and analytics, including linear factor models, Value-at-Risk (VaR) methodologies, volatility and covariance matrix estimation, and portfolio stress testing & scenario analytics. These models span a wide variety of asset classes including fixed income, equity, and private markets. The models utilize sophisticated econometric/statistical methods, and are used by traders, portfolio managers and risk managers at BlackRock and Aladdin clients for risk management, portfolio construction, regulatory reporting, compliance and performance attribution.
This individual would have a strong background in quantitative research, have demonstrable project management skills as well as proven experience to work in a team environment as well as collaborating with senior modelers from other groups/regions. This person is expected to join as an individual contributing to the design and development of our private market risk models, particularly in the private debt (i.e., real estate debt, infrastructure debt) space
Key Responsibilities
- Conduct empirical research to calibrate new models to financial data
- Backtesting, documenting, and guiding new models and methodologies through validation
- Partner with engineering teams to migrate private markets models onto state-of-art production systems
- Build and maintain model governance controls, including (but not limited to) model performance monitoring, model documentation, model remediations and supporting internal & external client model validations
- Communicate (verbally and in writing) with internal stakeholders and external clients on the design, backtesting, and usage of the models. Discuss model performance regularly, investigate exceptional model performance, diagnose issues and conduct corrective remediations
Qualifications
- 5-8 years of experience in quantitative field / statistical modeling. Experience with one or more of the following is preferred: portfolio risk factor models and analytics, private markets investments, domain knowledge about fixed income securities. We will also consider candidates who hold PhD or master's in financial engineering degree, candidates with 3+ years of experience.
- Master's or PhD degree in a quantitative discipline or one that relates to application of quantitative techniques in finance (financial engineering, math finance, etc.)
- A strong background in data-driven quantitative research, econometrics, and empirical asset pricing
- Hands-on experience with statistical modeling through software (e.g., Python, R) and strong background in programming. Proficiency with Python is required
- Experience with data handling (ETL, data joining with SQL, cleaning, processing, summarizing, descriptive analysis), and building and back-testing statistical and econometric models
- Experience with eFront and/or Preqin is not required but strongly preferred
- Knowledge of investments, portfolio management is not required but preferred - Experience with any version control system (e.g., git) is strongly preferred
- Prior work experience in financial modeling (e.g., risk models, analytics, private markets) or data science and model deployment to production environment is a plus
- Ability to work effectively with a team of highly motivated individuals
- Time and project management skills
- Proven track record of guiding junior talent
- Positive attitude and ability to work both independently and as a part of a global team in a fast-paced environment
- Excellent communication and presentation skills
- Resourcefulness and strong problem-solving skills even in the face of constraints, limited options, or uncertainties
**Our benefits**
To help you stay energized, engaged and inspired, we offer a wide range of employee benefits including: retirement investment and tools designed to help you in building a sound financial future; access to education reimbursement; comprehensive resources to support your physical health and emotional well-being; family support programs; and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.
**Our hybrid work model**
BlackRock's hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees, while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person - aligned with our commitment to performance and innovation. As a new joiner, you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock.
**About BlackRock**
At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being. Our clients, and the people they serve, are saving for retirement, paying for their children's educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress.
This mission would not be possible without our smartest investment - the one we make in our employees. It's why we're dedicated to creating an environment where our colleagues feel welcomed, valued and supported with networks, benefits and development opportunities to help them thrive.
For additional information on BlackRock, please visit @blackrock ( | Twitter: @blackrock ( | LinkedIn: is proud to be an Equal Opportunity Employer. We evaluate qualified applicants without regard to age, disability, race, religion, sex, sexual orientation and other protected characteristics at law.

A leading financial institution is looking for a highly analytical Senior Investment Analyst with expertise in quantitative strategies to join their dynamic team in Sunderland, Tyne and Wear, UK . This role involves conducting in-depth market research, developing and implementing sophisticated financial models, and evaluating investment opportunities across various asset classes. You will be instrumental in identifying market trends, assessing risk, and contributing to the formulation of investment strategies that align with the firm's objectives. Key responsibilities include performing rigorous quantitative analysis, building predictive models for asset performance, and contributing to portfolio construction and optimisation. You will also be involved in producing detailed investment reports, presenting findings to senior management and investment committees, and collaborating with traders and portfolio managers to execute strategies. The ideal candidate will possess a Master's degree or PhD in Finance, Economics, Mathematics, Statistics, or a related quantitative field, with a proven track record in investment analysis, quantitative research, or portfolio management. Strong proficiency in programming languages such as Python, R, or MATLAB, and experience with financial databases (e.g., Bloomberg, Refinitiv) are essential. Excellent analytical, problem-solving, and critical-thinking skills are required, along with a deep understanding of financial markets, derivatives, and risk management. Professional designations such as CFA or FRM are highly desirable. You must possess excellent communication and presentation skills to effectively convey complex analytical insights to both technical and non-technical stakeholders. This hybrid role offers a blend of in-office collaboration and remote flexibility, providing a dynamic and intellectually stimulating work environment. You will be part of a high-performing team, contributing to significant investment decisions and shaping the firm's future success.