The Client

My client is a market leading FinTech business that spun-out of one of the largest and most successful hedge funds in the world. Their offering is a suite of technology and investment management infrastructure services that they provide to the world's leading hedge funds and asset managers.

The are looking for a Graduate Quantitative Analyst to join their Quantitative Analysis & Development team based in London.

Please note: my client is looking for someone to join them from July 2026, and not before.

What You'll Get

• An opportunity to play a key role in one of the most exciting hedge fund focused FinTech businesses in the world.

• An opportunity to work in a high talent density organisation, alongside an exceptional team who have joined the business from top tier hedge funds and other major financial markets institutions.

• Market leading compensation, including an annual discretionary bonus, regular salary reviews and ongoing opportunities for financial advancement.

• Benefits including pension, healthcare, life insurance, 26 days holiday and 10 further days working from wherever you want in the world amongst others.

What You'll Do

• You will join the Quantitative Analytics & Development team, initially as a member of the Quant Support team, gaining valuable insights into the business through supporting Portfolio Management clients with Market Data, Live PnL, and Risk support issues.
• The progression will involve joining one of the asset class focused derivative pricing teams contributing to the development and enhancement of their pricing and risk models. The models are implemented in the Quant Library, which is written in C++. The lead time for progression into one of these teams will be circa 12 months although it will vary depending on the needs of the business.
• You will also play a key role in the building of new C++ & Python based tools and services in line with the needs of the business.
• Play an ongoing role in the monitoring and support of the Quant production system.
• Work collaboratively with a cross-functional team of developers, engineers, product managers and leadership to evolve and execute the product roadmap in a time efficient manner.

What You'll Need

• A Master's degree or a PhD in a STEM discipline.
• Programming experience with either C++, Python or C#.
• Experience of financial derivatives instruments through quantitative internships.
• Excellent mathematical, analytical and problem solving skills.
• Excellent verbal and written communication skills.
• A passion for a career in a FinTech environment, and genuine interest in the financial markets.