29 Quantitative Research jobs in the United Kingdom
Quantitative Research Intern
Posted today
Job Viewed
Job Description
About Us
Engelhart was founded in 2013 by BTG Pactual Group as a commodities trading company. Our business model is "asset light" and highly diversified – giving us the ability to adapt effectively and nimbly to changing market conditions. We have assembled successful multidisciplinary teams, leveraging advanced fundamental analysis with deep quantitative and weather research capabilities. Our activities are underpinned by strong risk management practices and by powerful technology and operational excellence. We have exceptional teams with diverse global backgrounds and decades of experience, and are driven by a highly collaborative culture, across products and competencies.
In 2024, Engelhart acquired Trailstone, a global energy trading and technology company. The acquisition provides us with new expertise, analytics and proprietary technology which is being used to provide risk management and optimisation services to help maximise the value of our clients' renewable power. The acquisition also expanded Engelhart's capabilities into physical natural gas across North America, a critical fuel to support the energy transition.
Our talented and experienced individuals work together according to its four company values:
be bold, be collaborative, be proactive, be your best
.
About the Role
We are seeking a highly motivated and intellectually curious individual to join our Macro Commodities trading team for a six-month internship. Whilst this is a
fixed-term
opportunity, there is potential for the role to transition into a permanent position based on individual and Desk performance. Candidates should be available to commence their internship as soon as possible (before the end of 2025) in order to apply.
Our Macro Commodities trading team spans a diverse range of assets, including Oil, Metals, and Freight, and leverages various trading instruments such as Futures and Options.
In this role, you will work closely with portfolio managers, researchers, and traders to perform quantitative analysis, model development, and signal research. You will contribute to the design and testing of systematic and discretionary trading strategies, applying mathematical and statistical methods to real-world market data. This internship offers an opportunity to gain deep exposure to macro commodity markets and develop practical experience in trading, quantitative research, and risk analysis.
This will be a full-time role, owning the following
responsibilities
:
- Conduct quantitative research to identify, test, and validate trading signals and strategies across macro commodity markets, using both fundamental and market data sources.
- Apply statistical and econometric techniques to analyse large datasets.
- Develop and backtest forecasting models and alpha signals using Python and numerical computing libraries.
- Collaborate with traders and quants to translate research findings into actionable insights that inform trading decisions.
- Perform data-driven analysis of market behaviour, volatility, and correlations across commodities.
- Contribute to model performance monitoring, enhancement of research tools, and automation of analysis workflows.
- Supporting a wide range of ad hoc quantitative and technical projects aligned with trading desk priorities.
About You
You are a curious, analytical, and rigorous thinker with a genuine interest in commodities and data-driven problem solving. You approach research with both creativity and discipline, and you are comfortable working with ambiguity in fast-paced trading environments. You are highly collaborative, thrive on intellectual challenge, and communicate complex ideas clearly.
You should demonstrate a strong quantitative foundation, a high level of numerical intuition, and the ability to write clean, reproducible code to test hypotheses and implement models effectively.
The following
qualifications
and
skills
are
essential
for application:
- MSc (or equivalent) in Mathematics, Physics, Statistics, or another highly quantitative discipline, with an excellent academic record.
- Strong analytical and mathematical skills, including familiarity with probability, statistics, time-series analysis, or optimisation.
- Proficiency in Python and experience with relevant packages (NumPy, pandas, SciPy, statsmodels, etc.).
- Ability to handle and analyze large datasets, integrating both market and macroeconomic data sources.
- Demonstrated interest in financial markets, commodities, or quantitative trading.
- Strong communication and collaboration skills, with a proactive approach to problem solving and feedback.
- Strong analytical and problem-solving skills with a rigorous attention to detail.
- Highly organised and solution-oriented, with the ability to manage multiple priorities and deliver results under time pressure.
The Following Experiences Are Desirable But Not Essential
- Prior experience in a corporate, financial services, or professional environment.
- Familiarity with or exposure to commodities trading or financial markets.
We believe in inclusivity and are therefore dedicated to ensuring all employees – across gender identity, race, ethnicity, sexual orientation, religion, life experience, background and more – feel welcome and included in the company. We promote diversity because we believe it is essential to our ability to think holistically.
Quantitative Research Associate
Posted 20 days ago
Job Viewed
Job Description
We are looking for an Associate Quantitative Analyst to join our Quantitative Research team.
This team is responsible for developing and validating the financial models that drive our market risk analytics, with a particular focus on liquidity risk and credit charges in private market portfolios.
As part of a growing quantitative team—alongside Quant Development, Quant Strategies, and Risk Advisory—you will play a key role in shaping the firm’s expanding capabilities in credit and equity derivatives, building on our established expertise in interest rate and FX risk.
Key Responsibilities:
- Design, develop, and document pricing and risk models for credit and equity derivatives as part of the firm’s strategic expansion in these areas.
- Work closely with Quant Dev to integrate new models into our internal Python-based risk platform.
- Support the Quant Strategies and Risk Advisory teams with model calibration, validation, and interpretation across private credit and equity-related exposures.
- Contribute to liquidity risk modelling, credit charge calculation, and scenario analysis for private market portfolios.
- Conduct research into new modelling methodologies and maintain awareness of market and regulatory developments.
- Translate complex model outputs into actionable insights for both internal and external stakeholders.
- Prepare technical documentation, testing frameworks, and presentation materials for model sign-off and client communication.
Requirements
- Minimum 5 years of experience in a quantitative finance, risk modelling, or financial engineering role.
- Master’s degree or higher in a quantitative/STEM field (e.g., Mathematics, Physics, Financial Engineering, Computer Science).
- Practical experience with pricing and risk management of credit and/or equity derivatives, ideally across multiple asset classes.
- Strong programming skills in Python for financial modelling and data analysis.
- Solid understanding of market risk concepts including VaR, stress testing, sensitivities, and exposure analysis.
- Ability to work independently on model design and testing, while collaborating effectively with cross-functional teams.
- Excellent communication skills and the ability to explain quantitative results to non-specialist audiences.
- Strong attention to detail and ability to manage multiple project streams.
Preferred Qualifications:
- Experience with C++ or Rust for performance-critical quantitative modelling.
- Familiarity with private market liquidity risk, credit charges, and illiquid portfolio analytics.
- Exposure to interest rate and FX derivatives and related risk frameworks.
Benefits
Validus Risk Management is an independent technology-enabled advisory firm specialising in the management of FX, interest rate and other market risks. We work with institutional investors, fund managers, and portfolio companies to design and implement strategies to measure, manage and monitor financial market risk, using a market-tested combination of specialist consulting services, trade execution and innovative risk technology.
Working at Validus can offer an exciting opportunity for both personal development and professional growth. Share in our mission to become the largest and most respected specialist provider of financial market risk services in the world. Notable benefits include a competitive remuneration package (salary + bonus), health care, retirement plans, and financial support towards professional qualifications.
Our core company values are;
- Accountability – Getting it done and owning the result.
- Teamwork – We succeed by helping others succeed.
- Integrity – We serve our clients; the responsibility is sacrosanct.
- Diversity – Diversity boosts creativity – creativity is our edge.
- Kaizen – Strive to do things better. Innovation kills complacency.
Validus is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees.
Quantitative Research - Credit - Vice President
Posted 1 day ago
Job Viewed
Job Description
J.P. Morgan Global Credit Trading delivers premier, integrated financial services to a global clientele, offering financial assets and liquidity solutions for banks, insurance companies, finance companies, mutual funds, and hedge funds. Our traders, salespeople, and research analysts collaborate to generate innovative ideas and maintain our competitive edge in the market. The Credit business facilitates secondary markets in high-grade bonds/CDS, high-yield bonds/CDS, distressed bonds, leveraged finance, indices, options, correlation products, and other exotic structures.
The Credit QR team is responsible for developing and maintaining models for pricing, risk, and P&L calculations, tooling pre-trade analytics for trading as well as refining quoting and market-making algorithms for wide range of credit products. Alongside with hand-in-hand quantitative R&D with business stakeholders based on market themes, our responsibilities also encompass the entire model lifecycle, from new model specification, implementing models in various libraries and downstream systems, and going through review process to ensuring compliance with internal policies and industry regulations.
Job summary:
As a Vice President of Quantitative Research Credit team, your primary focus will be on driving and accelerating agenda of pricing model development, prototyping and delivering analytics to business stakeholders in Macro Credit space with agility and commercial acumen. This role involves high level of engagement with sales and trading with ownership and accountability of pre-trade tools, model output and PNL analysis. Product coverage includes wide range of flow credit derivatives with a mixture between linear (Credit Index, CDS) and non-linear (Index Options, and Index Tranches) with particular emphasis on non-linear products.
Job responsibilities
- Prototype and deliver pre-trade quantitative analytics upon market volatility, trading opportunity as well as client wallet, particularly for index options and tranches
- Modernize trading & risk systems with technology partners to achieve high performance and robust risk & PNL attribution while accelerating decommissioning of legacy analytical system
- Enhance pricing models to facilitate comprehensive scenario pricing and default analysis
- Collaborate with trading with ongoing brainstorming and agile R&D given market themes
- Drive the automation agenda by transforming manual processes into digital platforms
- Write technical model documentation compliant with internal and regulatory standards and engage with model control teams to facilitate timely and efficient reviews and approvals
Required qualifications, Capabilities, and skills:
- 3-7 years of experience as quantitative researcher / strategist in credit and fixed income business with outstanding analytical skills and structured approach to problem-solving
- Advanced degree in math, statistics, physics, financial engineering, or computer science
- Strong knowledge in financial mathematics, stochastic calculus (volatility model and correlation model as a big plus)
- Proficient in python or C++ with familiarity to collaborative software development process in a dynamic and demanding environment
- Team-work mentality with excellent oral and written communication skills with business stakeholders, technology partners and control functions
- Ability to work effectively in a high-pressure environment with result-driven mentality and attention to details
Preferred qualifications, capabilities, and skills:
- Experience with Neutral Networks (or alternative machine learning / deep learning models), or Large Language Model tuning
Director - Quantitative Research – Tracking Focus
Posted today
Job Viewed
Job Description
Director - Quantitative Research – Tracking Focus
£70,000 to £95,000 + Benefits
Central London (Hybrid)
Great organic growth, prestigious award winners, lovely offices in the West End, international expansion - there is plenty of excitement emanating from this highly reputed independent strategic insight consultancy. As a result, the quant team is expanding and they seek an Director with experience of working on tracking projects and leading teams.
You will play a pivotal leadership role across some major trackers whilst also working on ad-hoc projects, UK and international, across a wide variety of clients - such diversity ensures no day here is ever mundane.
This senior quant role will offer you a huge amount of scope to make your mark with existing and new clients. You’ll be working with an incredibly strong team, taking your thinking to the very highest ranks of well-known brands across a range of sectors ensuring your recommendations will be listened to and implemented.
In return for bringing your energy and enthusiasm you will enjoy the clear career path offered to seniors within the business - they genuinely understand that you do not wish to stand still and will work with you to help you achieve your future goals.
There is a solid commitment to providing a positive working environment, ensuring this company is a forward looking and exciting place to be.
Director - Quantitative Research – Tracking Focus
Posted today
Job Viewed
Job Description
Director - Quantitative Research – Tracking Focus
£70,000 to £95,000 + Benefits
Central London (Hybrid)
Great organic growth, prestigious award winners, lovely offices in the West End, international expansion - there is plenty of excitement emanating from this highly reputed independent strategic insight consultancy. As a result, the quant team is expanding and they seek an Director with experience of working on tracking projects and leading teams.
You will play a pivotal leadership role across some major trackers whilst also working on ad-hoc projects, UK and international, across a wide variety of clients - such diversity ensures no day here is ever mundane.
This senior quant role will offer you a huge amount of scope to make your mark with existing and new clients. You’ll be working with an incredibly strong team, taking your thinking to the very highest ranks of well-known brands across a range of sectors ensuring your recommendations will be listened to and implemented.
In return for bringing your energy and enthusiasm you will enjoy the clear career path offered to seniors within the business - they genuinely understand that you do not wish to stand still and will work with you to help you achieve your future goals.
There is a solid commitment to providing a positive working environment, ensuring this company is a forward looking and exciting place to be.
Director - Quantitative Research - Tracking Focus
Posted today
Job Viewed
Job Description
Director - Quantitative Research – Tracking Focus
£70,000 to £95,000 + Benefits
Central London (Hybrid)
Great organic growth, prestigious award winners, lovely offices in the West End, international expansion - there is plenty of excitement emanating from this highly reputed independent strategic insight consultancy. As a result, the quant team is expanding and they seek an Director with experience of working on tracking projects and leading teams.
You will play a pivotal leadership role across some major trackers whilst also working on ad-hoc projects, UK and international, across a wide variety of clients - such diversity ensures no day here is ever mundane.
This senior quant role will offer you a huge amount of scope to make your mark with existing and new clients. You’ll be working with an incredibly strong team, taking your thinking to the very highest ranks of well-known brands across a range of sectors ensuring your recommendations will be listened to and implemented.
In return for bringing your energy and enthusiasm you will enjoy the clear career path offered to seniors within the business - they genuinely understand that you do not wish to stand still and will work with you to help you achieve your future goals.
There is a solid commitment to providing a positive working environment, ensuring this company is a forward looking and exciting place to be.
Director - Quantitative Research - Tracking Focus
Posted today
Job Viewed
Job Description
Director - Quantitative Research – Tracking Focus
£70,000 to £95,000 + Benefits
Central London (Hybrid)
Great organic growth, prestigious award winners, lovely offices in the West End, international expansion - there is plenty of excitement emanating from this highly reputed independent strategic insight consultancy. As a result, the quant team is expanding and they seek an Director with experience of working on tracking projects and leading teams.
You will play a pivotal leadership role across some major trackers whilst also working on ad-hoc projects, UK and international, across a wide variety of clients - such diversity ensures no day here is ever mundane.
This senior quant role will offer you a huge amount of scope to make your mark with existing and new clients. You’ll be working with an incredibly strong team, taking your thinking to the very highest ranks of well-known brands across a range of sectors ensuring your recommendations will be listened to and implemented.
In return for bringing your energy and enthusiasm you will enjoy the clear career path offered to seniors within the business - they genuinely understand that you do not wish to stand still and will work with you to help you achieve your future goals.
There is a solid commitment to providing a positive working environment, ensuring this company is a forward looking and exciting place to be.
Be The First To Know
About the latest Quantitative research Jobs in United Kingdom !
Quantitative Research - Athena Analytics Developer - Executive Director
Posted 1 day ago
Job Viewed
Job Description
Quantitative Researchers (QR) are key part of JP Morgan's markets business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. We develop these in Athena, which is a next generation risk, pricing, and trade management platform built in-house at JP Morgan.
Job summary:
As a Executive Director within Quantitative Research Athena and Analytics team, you will be focusing on cross asset topics ranging from pricing library and market model design, risk frameworks, UI design to high performance computing.
Athena is designed to enable rapid innovation on the desk by offering Quantitative Analysts, Risk Managers and Technologists a consistent, cross-asset portfolio of models, frameworks and tools to use in building financial applications. The power of the Athena platform derives from several key technical innovations: a powerful Dependency Graph implementation, a ubiquitous data store called Hydra, a Real-Time Risk Reporting framework, a robust Deal Model, and a forward propagating, event-driven graph called Reactive.
Job responsibilities:
- Developing Athena (Python) analytics software that is used to price and risk manage financial products
- Designing efficient, scalable and usable cross asset frameworks with the aim of establishing golden standards across all QR streams
- Optimizing code and business processes, providing expert guidance to desk-aligned quant teams in using frameworks
- Support of end users of the frameworks, communicating with desk-aligned quant teams and technology groups.
Required qualifications, capabilities, and skills:
- You have a degree in a quantitative field, e.g. computer science, mathematics, engineering, physics
- You demonstrate outstanding problem solving skills
- You have excellent software and algorithm design and development skills
- You are passionate about software design and writing high quality code
- You demonstrate experience working in pricing libraries and risk management systems
- You have a good understanding of trade life cycle, MTM, PnL and other processes that govern day to day business operations
- You have excellent oral and written communication skills
Preferred qualifications, capabilities, and skills:
- You have a knowledge of finance or quantitative finance
- You have experience writing high quality Python
Quantitative Equity Research Analyst/Portfolio Manager
Posted today
Job Viewed
Job Description
Our client, a leading global asset management firm is looking to hire a Quantitative Research Analyst to join their Quantitative Equity investment team.
This position will join the portfolio management team of a firm at the forefront of equity factor-based investing. The successful candidate will conduct cutting-edge research and deliver high-impact projects that directly support investment decision-making.
Key Responsibilities:
- Conduct in-depth quantitative research to support investment decisions
- Build and maintain quantitative factor models
- Lead research projects to generate actionable insights and present these findings to Portfolio Managers and wider investment team
- Analyse large and complex datasets to enhance investment processes
- Develop portfolio construction tools to extract alpha from the markets
Candidate Profile:
- 5-10 years relevant quantitative research experience on the buy-side, sell-side or index provider
- Strong interest in equity markets and factor investing with a solid understanding of fundamental analysis
- Experience with portfolio construction methods and optimisers
- Degree educated; Finance, Computer Science, Economics or Quantitative led subject
- Advanced programming skills (Python preferred)
- Strong numerical, analytical and research skills
- Positive, can-do attitude and able to perform independently on your own initiative with a high degree of responsibility
- Team player
- Confident and effective communicator
Mason Blake acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. Mason Blake is an equal opportunities employer and welcomes applications regardless of sex, marital status, ethnic origin, sexual orientation, religious belief or age.
Quantitative Equity Research Analyst/Portfolio Manager
Posted today
Job Viewed
Job Description
Our client, a leading global asset management firm is looking to hire a Quantitative Research Analyst to join their Quantitative Equity investment team.
This position will join the portfolio management team of a firm at the forefront of equity factor-based investing. The successful candidate will conduct cutting-edge research and deliver high-impact projects that directly support investment decision-making.
Key Responsibilities:
- Conduct in-depth quantitative research to support investment decisions
- Build and maintain quantitative factor models
- Lead research projects to generate actionable insights and present these findings to Portfolio Managers and wider investment team
- Analyse large and complex datasets to enhance investment processes
- Develop portfolio construction tools to extract alpha from the markets
Candidate Profile:
- 5-10 years relevant quantitative research experience on the buy-side, sell-side or index provider
- Strong interest in equity markets and factor investing with a solid understanding of fundamental analysis
- Experience with portfolio construction methods and optimisers
- Degree educated; Finance, Computer Science, Economics or Quantitative led subject
- Advanced programming skills (Python preferred)
- Strong numerical, analytical and research skills
- Positive, can-do attitude and able to perform independently on your own initiative with a high degree of responsibility
- Team player
- Confident and effective communicator
Mason Blake acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. Mason Blake is an equal opportunities employer and welcomes applications regardless of sex, marital status, ethnic origin, sexual orientation, religious belief or age.