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Graduate Quantitative Analyst - Hedge Fund FinTech - Summer
Job in
Greater London, London, Greater London, W1B, England, UK
Listed on 2026-04-11
Listing for:
Tempest Vane Partners
Seasonal/Temporary
position Listed on 2026-04-11
Job specializations:
-
Finance & Banking
FinTech
Job Description & How to Apply Below
Location: Greater London
Graduate Quantitative Analyst – Hedge Fund Fin Tech – Summer 2026 Start
My client is a market leading Fin Tech 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 firm is looking for a Graduate Quantitative Analyst to join their Quantitative Analysis & Development team based in London. The role will commence in July 2026.
What You'll Get- An opportunity to play a key role in one of the most exciting hedge‑fund‑focused Fin Tech businesses in the world.
- Exposure to a high talent density organisation, working alongside an exceptional team drawn from top‑tier hedge funds and major financial market 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.
- Join the Quantitative Analytics & Development team, initially as a member of the Quant Support team, supporting Portfolio Management clients with Market Data, Live PnL and Risk issues.
- Progress to one of the asset‑class focused derivative pricing teams, contributing to the development and enhancement of pricing and risk models implemented in the Quant Library written in C++. The lead time for progression is roughly 12 months.
- Play a key role in building new C++ and Python‑based tools and services to meet business needs.
- Monitor and support the Quant production system on an ongoing basis.
- Work collaboratively with cross‑functional teams of developers, engineers, product managers and leadership to evolve and execute the product roadmap efficiently.
- A Master’s degree or PhD in a STEM discipline.
- Programming experience with C++, Python or C#.
- Experience with financial derivatives instruments through quantitative internships.
- Excellent mathematical, analytical and problem‑solving skills.
- Strong verbal and written communication skills.
- A passion for a career in a Fin Tech environment and a genuine interest in financial markets.
Location:
London, England, United Kingdom
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