Squarepoint CapitalLondon, Montreal, Warsaw, Hong Kong, Singapore, Madrid, Houston, Bangalore
On-site Full-time
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Experience Level
Experience
Qualifications
Required Qualifications:
Bachelor's degree in applied mathematics, physics, engineering, quantitative finance, or computer science.
A minimum of 4 years of experience with Python, C++, or KDB+/q.
Strong understanding of finance, data storage, processing, and analysis techniques.
Familiarity with contemporary software development practices: version control, agile methodologies.
Exceptional technical communication skills.
Preferred Qualifications:
Advanced quantitative skills.
Experience in requirements analysis and designing software solutions.
Background in continuous integration (CI), logging, and monitoring systems.
Experience with databases.
About the job
The Quantitative Development team collaborates closely with quantitative researchers to architect, implement, deploy, and utilize cutting-edge software for research and trading purposes. As an integral part of the technology team, we embrace modern software development methodologies and work alongside peers to innovate and enhance these tools for broader applications. Quantitative developers lead cross-functional initiatives with both technologists and quantitative researchers across diverse asset classes to fulfill Squarepoint’s strategic objectives.
Engage with quantitative researchers to design and construct robust and scalable workflows for research and trading.
Work collaboratively with team members and technical peers to ensure global consistency and maximize the reuse of software components.
Take full ownership of projects throughout their complete engineering lifecycle.
Provide level 2 support for mission-critical components.
About Squarepoint Capital
Squarepoint Capital is a leading global investment firm leveraging advanced quantitative techniques and technology to drive trading strategies across various asset classes. Our commitment to innovation and excellence ensures that we remain at the forefront of the financial landscape.
About Us: DV Trading is a prominent player in the financial services sector, leveraging proprietary capital, innovative trading strategies, and sophisticated risk management techniques to deliver liquidity across global financial markets and various asset classes. Established 20 years ago and headquartered in Chicago, our team has expanded to approximately 6…
Pension Insurance Corporation (PIC) is dedicated to providing secure retirement incomes through exceptional risk management and outstanding asset and liability management. Our mission is to ensure the timely payment of pensions to our current and future policyholders. We achieve this through strategic objectives that foster a healthy culture founded on our core values of Resilience, Adaptability, and Loyalty.We are excited to announce an opening for a Quantitative Strategist to join our ALM Securities & Derivatives team. This integral function is central to PIC’s operations, focusing on maximizing the synergy between assets and liabilities in accordance with our firm’s risk appetite.The Quant Strategist team collaborates closely with the broader Investment department to tackle business challenges using a blend of quantitative analysis and actuarial expertise. Together, we aim to enhance analytical frameworks, hedging strategies, and portfolio optimization tools that inform investment decisions and fortify balance sheet management.In this role, you will enhance PIC’s ALM quantitative toolkit, crafting systems and datasets that facilitate efficient modeling and analysis. Your focus will be on converting complex data and models into actionable, user-friendly analytics, partnering with the investment team to provide clearer insights and enable faster, more informed decision-making, thereby improving the overall investment process.Your key responsibilities will include:Maintaining and enhancing the ALM Quant Platform, ensuring that existing models, libraries, and analytics are accurate, robust, and well-documented.Designing and delivering new model features or analytical capabilities that align with business needs, regulatory requirements, or investment initiatives.Developing and implementing model components to be handed over for production deployment, ensuring clean code, technical specifications, and appropriate testing artifacts.Supporting BAU production processes, including executing ALM analytics, troubleshooting issues, and communicating results to internal stakeholders.Analyzing and approximating Solvency II balance-sheet impacts under various market or portfolio scenarios, supporting risk management and investment decisions.Collaborating with ALM, Investment, Actuarial, and Risk teams to refine modeling assumptions, validate outputs, and ensure consistency across analytical frameworks.Contributing to the continuous improvement of modeling standards, including coding practices, version control discipline, and governance documentation.Conducting research to enhance modeling methodologies, introducing innovations or efficiencies that bolster PIC’s ALM capabilities.Developing technical documentation to support model usage and deployment.
Are you passionate about leveraging quantitative analysis to drive innovative solutions? As a Quantitative Developer at Intropic, you will play a pivotal role in developing and implementing cutting-edge quantitative models that enhance our services. You will collaborate with a dynamic team of experts, utilizing your analytical skills to tackle complex challenges and contribute to the success of our projects.
Full-time|$250K/yr - $300K/yr|On-site|London, England, United Kingdom; New York, New York, United States; Norwalk, Connecticut, United States; West Palm Beach, Florida, United States
Graham Capital Management, L.P. is a premier alternative investment management firm, established in 1994 by Kenneth G. Tropin. We specialize in innovative discretionary and quantitative macro strategies with a focus on delivering robust, uncorrelated returns across diverse market conditions. Renowned as one of the longest-standing global macro and trend-following managers, we are committed to continuous improvement and innovation through a strong investment, technology, and operational framework. Our dual approach in discretionary and quantitative trading allows us to provide a comprehensive suite of alpha strategies, anchored in meticulous portfolio construction, proactive risk management, and strategic diversification.At Graham, we believe that our people are the cornerstone of our sustainability and success. We aim to foster talent, promote diverse perspectives, and honor the contributions of every individual, creating a collaborative environment where all employees contribute to the growth and success of one another.Job OverviewWe are looking for a dynamic Quantitative Research Manager to join our Quantitative Strategies team, reporting directly to our Chief Investment Officer of Quantitative Strategies. The successful candidate will spearhead research and development initiatives aimed at enhancing our current trading systems while also generating new systematic trading signals to enrich and diversify our primary strategies. By leveraging advanced quantitative analysis techniques, risk management, and portfolio optimization, this role will be pivotal in maximizing performance and competitive edge. Additionally, this role offers the unique opportunity to manage an individual alpha-generating portfolio.
About Man Group Man Group is a global alternative investment manager with headquarters in London. The firm manages $227.6 billion* in assets and operates across several international offices. Man Group plc is listed on the London Stock Exchange (EMG.LN) and is part of the FTSE 250 Index. The company specializes in Systematic, Discretionary, and Solutions investment strategies, working with both single and multi-manager approaches. Research spans public and private markets, with a significant focus on alternative assets. The team partners closely with clients to develop tailored investment solutions. More details can be found at www.man.com. *As of 31 December 2025 Role Overview: Quantitative Engineer - AHL This Quantitative Engineer position sits within Man AHL, the systematic trading division at Man Group. The role involves close collaboration with Quantitative Researchers to develop equity market neutral models. Core responsibilities include building new alpha signals and designing trading strategies. The work is varied and research-driven. The Team Quantitative Engineers are key members of a technology group that includes over sixty professionals from eighteen nationalities. Team members bring experience from Computer Science, Mathematics, Physics, and Engineering, all sharing a strong interest in technology and coding excellence. Engineering teams are structured as small, cross-functional groups. Roles are organized as either Quant Platform Developers (Core Techs) or Quant Developers (Sector Techs), which enables alignment with specific asset classes or market sectors. Team members often rotate between groups, gaining exposure to different systems and finding the best fit for their skills and interests.
At Queueco, we are seeking a talented and motivated graduate to become a part of our dynamic team as a Quantitative Developer, focusing on High-Frequency Trading (HFT). This is a fantastic opportunity to enhance your skills in a fast-paced trading environment.In this role, you will collaborate closely with traders and researchers, gaining insights into exchange architectures, protocols, market data, and order entry APIs. Your ability to convert this knowledge into our low-latency solutions will be crucial for executing profitable trades on major exchanges. The ideal candidate will possess a strong attention to detail, exceptional programming abilities, and a genuine enthusiasm for the financial markets.We encourage applicants to showcase their skills and interest through relevant internships or projects.Please be aware that this is an on-site position; remote work options are not available.
About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering exceptional performance for sophisticated clients through our Systematic, Discretionary, and Solutions offerings. Leveraging our talented workforce and advanced technology, our investment strategies encompass extensive research and span both public and private markets across all major asset classes, with a strong emphasis on alternatives. We pride ourselves on fostering deep partnerships with our clients, enabling us to create bespoke solutions tailored to their investment objectives and those of the millions of retirees and savers they represent.With our headquarters located in London, we manage approximately $227.6 billion and have a presence in various offices worldwide. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a proud member of the FTSE 250 Index. More information can be found at www.man.com.* As of 31 December 2025Job Profile Summary:The Quantitative Researcher will play a vital role in conducting research and developing strategies aimed at enhancing AHL’s trading of financial markets.Responsibilities:Collaborate with Operations and Trading to ensure the seamless execution of AHL's Short-term Trading strategies, serving as a systems and implementation expert alongside other technically proficient team members.Monitor market trends and their impact on the trading model, conduct performance reviews, and propose relevant diagnostics to feed back into research efforts.Research, develop, and implement trading strategies within the Short-term Trading sector.Contribute to AHL’s overarching research initiatives by collaborating with various teams across the organization.Stay abreast of industry and academic literature to identify innovations and propose actionable insights for AHL.Apply quantitative techniques and market intuition to large, often unconventional datasets while developing areas of expertise throughout the process.
Full-time|$150K/yr - $150K/yr|On-site|London, New York, Singapore, Boston, Paris, Zug, Geneva, Hong Kong, Bangalore
We invite you to apply only for the position that aligns best with your skills and experience. Should our team determine you are a better fit for another opportunity, we will reach out accordingly. Position Overview:Conduct research and implement strategies within the firm’s automated trading systems.Utilize advanced statistical methods to analyze large data sets and uncover trading opportunities.Gain a comprehensive understanding of the market structures of various exchanges and asset classes. A Day in the Life of a Quant Researcher:Focus primarily on research and the implementation of trading ideas throughout the day.Prior to market opening, ensure all necessary data and processes are prepared for the trading day.During market hours, monitor the performance and behavior of strategies as needed.
Full-time|$150K/yr - $225K/yr|On-site|London; New York
We are seeking a skilled and motivated Quantitative Research Engineer to enhance our data and research platforms. In this pivotal role, you will work closely with our quantitative researchers, employing your engineering and data science expertise to create innovative tools and methodologies that boost research productivity. Your contributions will help optimize the research process, refine data analysis capabilities, and drive overall efficiencies in research efforts. This position demands a robust technical foundation, exceptional problem-solving abilities, and a collaborative spirit to work effectively with cross-functional teams. Key Responsibilities:Partner with quantitative researchers to identify workflow challenges and develop technical solutions that enhance research productivity.Design, develop, and maintain software tools and frameworks that improve the efficiency of research tasks, including data collection, preprocessing, and analysis.Implement advanced data processing algorithms and statistical methods to streamline research workflows and enhance analytical capabilities.Utilize your expertise in software engineering and machine learning to construct scalable systems for large-scale data analysis and experimentation.Conduct code reviews and mentor junior research engineers, ensuring high code quality and adherence to best practices.Collaborate with diverse teams to integrate research tools into existing infrastructures.Evaluate and implement third-party tools and libraries to optimize the research process.Engage in research discussions, providing technical insights to improve methodologies and strategies.Assist in creating documentation, user guides, and training materials for research tools and processes.
We are seeking a driven and innovative Quantitative Developer who is enthusiastic about leveraging financial data to create impactful products for traders and researchers. At Intropic, you'll become an integral part of a dynamic fintech startup, where engineers tackle challenging, open-ended problems spanning research, data, and product development — we pride ourselves on our proactive approach, rather than just responding to JIRA tickets.In a typical week, you will engage in a variety of tasks including Python and SQL development, implementing infrastructure changes, enhancing features of financial data products, collaborating on strategic planning with team leads, and attending client meetings to communicate your work and gather valuable feedback. We are looking for someone who enjoys delivering production-grade code, thrives in uncertain environments, works closely with analysts and product teams, and takes pride in maintaining clean, well-tested systems that support actual trading and research workflows.At Intropic, we prioritize hiring the right individual over just a polished CV. If you are passionate about taking full ownership of projects and want to influence both product and research trajectories, we invite you to apply. This is a full-time position expected to commence in the first half of 2026.
Join M3 USA as an Associate Director of Quantitative Research, where you will play a pivotal role in leading cutting-edge market research initiatives in the EU. This position demands a strategic mindset and a keen analytical eye to drive impactful insights that empower our clients. You will collaborate with a diverse team of professionals and engage with stakeholders across various sectors, ensuring that our research methodologies remain at the forefront of industry standards.
Role Overview Legal & General Investment Management is hiring a Quantitative Index and ETF Strategist in London. This role focuses on quantitative analysis to shape strategies for index and ETF products. What You Will Do Develop and refine strategies for index and ETF offerings using quantitative methods. Work closely with colleagues across teams to improve products and support investment decision-making.
Legal & General Investment Management is seeking a Quantitative Developer to join its asset management team in London. This role centers on developing and enhancing tools that directly support investment decision-making. Key responsibilities Collaborate with portfolio managers and quantitative analysts to design, build, and refine tools for investment support. Use quantitative techniques to strengthen investment strategies and improve portfolio results. Create and implement solutions that help optimize performance across a range of portfolios. Location This position is based in London.
Position Overview Join our dynamic and collaborative team as a Quantitative Developer specializing in C++. In this role, you will be instrumental in developing and maintaining high-performance trading systems and signal logic while supporting critical infrastructure. You will work closely with quantitative researchers and traders, assisting in the implementation of trading strategies and various research projects. Your collaboration with technology teams will involve providing strategy and signals containers, ensuring seamless integration with Squarepoint's comprehensive infrastructure. The ideal candidate will thrive in a fast-paced environment, adeptly balancing rapid tactical delivery with long-term strategic initiatives. Strong communication skills are essential for driving cross-team projects and daily interactions with quant researchers and traders. A solid work ethic, enthusiasm for cutting-edge technology, and the determination to navigate complex challenges are key attributes for success in this role. Attention to detail and experience with defensive programming are vital. Research and implement trading strategies and signals logic, including backtesting, simulations, and processing frameworks. Develop advanced tooling for analyzing large data sets using statistical methods to identify trading opportunities and assess impacts over time. Gain a thorough understanding of market operations and structures to effectively apply domain knowledge to software design and development. Focus on long-term design improvements and maximizing code reuse. Support quantitative researchers with technical aspects of trading strategies and contribute to R&D efforts. Participate in the strategic design and roadmap for high-performance trading infrastructure. Provide production support, primarily in a Level 2 capacity, with Level 1 support during specific strategy rollouts. Collaborate with cross-functional teams (feed handlers, order gateways, reference data) to drive initiatives including latency monitoring and product rollouts.
At Jump Trading Group, we are dedicated to pioneering world-class research in the financial sector. We empower the brightest minds in Mathematics, Physics, and Computer Science to explore scientific frontiers, surpass them, and harness cutting-edge research to innovate within global financial markets. Our culture fosters constant innovation, encouraging fearlessness, creativity, intellectual honesty, and a competitive spirit. We believe in collaborative success, unlocking unique individual talents through teamwork and mutual respect. At Jump, our research outcomes extend beyond superior risk-adjusted returns; we design, develop, and implement technologies that reshape industries, fund startups across various sectors, and collaborate with leading global research institutions and universities to address complex challenges.The quantitative trading teams at Jump Trading delve into the intricacies of global markets, striving to comprehend the complexities of diverse traded products and exchanges. They utilize their exceptional statistical analysis and data mining expertise, applying research findings to forecast trends and create profitable predictive trading models.
Galaxy Digital Services is seeking a Vice President of Quantitative Development to join the Crypto trading desk in London. This position partners closely with traders, quantitative analysts, and developers to design, implement, and refine market-making and quantitative trading strategies. Role overview The Vice President of Quantitative Development will focus on building and enhancing trading systems that support the firm's activities in digital assets. Collaboration is central: expect to work alongside experts in trading, quantitative research, and software engineering. The role requires a strong foundation in software development and quantitative analysis, with particular emphasis on financial markets such as FX and Crypto. What you will do Design and implement quantitative trading strategies for the crypto trading desk Enhance and maintain market-making systems Work closely with traders and quantitative analysts to identify and execute new opportunities Contribute to the ongoing improvement of the trading platform Requirements Proven experience in software development and quantitative analysis Strong understanding of financial markets, with a focus on FX and Crypto trading Ability to collaborate with cross-functional teams Our values Pursue Excellence Selectivity for Effectiveness High Alignment, Loose Coupling Transparent Disagreement Encourage Independent Decision-Making Create Dream Teams Galaxy Digital brings together a diverse team of thinkers and achievers, united by a mission-first mentality and a commitment to transparency and accountability. The company supports institutions, startups, and developers at the intersection of finance and technology, shaping the future of Web3 and AI.
Fasanara Digital is a quantitative investment team focused on scientific and high-frequency trading in digital assets. Since 2018, the group has grown to 30 professionals and manages over $500 million USD. The portfolio relies on fully delta-neutral trading strategies and operates across more than 15 crypto liquidity venues. The team’s diverse backgrounds and commitment to continuous platform development support round-the-clock trading and help maintain a strong position in the cryptocurrency sector. Our Culture Fasanara values meritocracy, rewarding impact and performance. The environment encourages collaboration, entrepreneurship, and trust. Ambitious goals, diligent work, and a focus on teamwork define daily operations. The company is committed to attracting and developing exceptional talent, believing that team quality drives success. Role Overview The Quantitative Trader will refine and improve delta-neutral strategies on centralized crypto exchanges. This role uses quantitative skills and knowledge of exchange mechanics to expand cross-exchange arbitrage and basis trading strategies. Over time, the trader will develop deep expertise in Fasanara’s trading architecture and contribute directly to business growth. What You Will Do Enhance current trading strategies and identify new trading opportunities. Work closely with researchers and technologists to systematically improve trading profitability. Optimize trading volumes with respect to exchange fee structures. Maintain and improve codebases for production strategies and develop performance metrics. Monitor daily trading activities and troubleshoot operational issues as they arise. Requirements Full-time experience in the trading industry, with knowledge of central limit order books. Exceptional graduates with relevant internships at top firms may also be considered. Strong Python skills and familiarity with SQL. Excellent problem-solving and quantitative analysis abilities. Clear communication skills. Flexibility to take on a variety of tasks as needed. Nice to Have Background in the cryptocurrency sector (especially delta-1), ideally at a leading firm. Benefits Bupa health and dental coverage, Cycle to Work scheme, enhanced pension plan, and at least 25 days of annual leave. Enhanced parental leave, special leave options, and charitable contribution programs. Competitive bonus structure. Regular team-building events and activities.
Blockchain.com is at the forefront of transforming the financial landscape. As the most reliable and rapidly expanding global cryptocurrency company, we empower millions worldwide to securely engage with digital assets. Since our inception in 2011, we have garnered the confidence of over 90 million wallet holders and more than 40 million verified users, facilitating transactions exceeding $1 trillion in cryptocurrency.Blockchain.com is the leading software platform for digital assets. We boast the largest production blockchain platform globally, driven by a shared passion for coding, innovation, and the pursuit of an inclusive and equitable financial future, one software solution at a time.We are currently in search of a skilled C++/Rust Quantitative Software Engineer/Developer. In this role, you will design, build, and optimize our electronic trading platform, collaborating closely with our traders to enhance our core trading infrastructure and high-throughput trading systems. Your expertise will be crucial in identifying and mitigating critical bottlenecks in both research and production trading.The ideal candidate will possess a robust understanding of low-level optimization, a keen interest in algorithmic trading, data analysis/design, risk management, and application development. You will gain valuable exposure to quantitative trading in our fast-paced, dynamic environment. You will have the opportunity to take full ownership of projects from inception to deployment. We expect you to be a proficient Rust/C++ engineer with hands-on experience in high-frequency trading and fast market connections.
IMC Trading is seeking skilled quantitative researchers to craft advanced high to mid-frequency delta one trading strategies and predictive models for the Equities markets. If you are passionate about leveraging Machine Learning in trading to unlock substantial execution advantages and collaborating to elevate our firm to the forefront of the trading industry, then this opportunity is tailored for you. With a rich history of competitive advantages in market access, global presence, options expertise, and low latency, IMC has significantly benefited from the rapid advancements in Machine Learning. Our focus is on tackling some of the most compelling and transformative challenges in the trading landscape. At IMC, we believe in teamwork, open idea sharing, and collaboration across various disciplines, desks, and offices to drive success.
About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering superior returns for discerning clients through our Systematic, Discretionary, and Solutions offerings. Leveraging exceptional talent and cutting-edge technology, our investment strategies—both single and multi-manager—are grounded in extensive research and span public and private markets across all major asset classes, with a notable emphasis on alternative investments. We prioritize a partnership approach, forging deep connections with clients to create customized solutions that address their investment objectives and those of the millions of retirees and savers they represent.Based in London, we manage assets totaling $227.6 billion* and have a presence in multiple global offices. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. More information is available at www.man.com.* As of 31 December 2025Algo Research Team:The Algo Research team is tasked with conducting alpha research across a diverse range of time frames—from high-frequency to daily strategies—designing monetization and execution algorithms, and performing market impact modeling across all major asset classes, including Cash Equities, Futures, FX, and Options. We collaborate closely with various systematic research teams within Man Group to maximize the realized profit and loss of our strategies. Algo Research is a critical area of focus for Man Group.We are seeking a Quantitative Researcher primarily focused on Futures, with responsibilities including:Developing high-quality intraday predictive alpha signals in futures with time scales ranging from sub-seconds to hours, utilizing order book and alternative datasets.Implementing machine learning techniques in alpha research.Conducting detailed market impact modeling.Addressing optimal execution optimization challenges.Identifying the most lucrative profit and loss opportunities.Collaborating closely with researchers across the Man Systematic team.
