Top Research Jobs in London

Leads European leveraged finance credit research covering high-yield and distressed credits. Manages nine analysts, directs coverage strategy, restructuring and recovery analysis, and oversees timely research publication with actionable investment ideas. Establishes KPIs and best practices, mentors talent, collaborates with legal, editorial, commercial, and marketing teams, and maintains client and industry relationships. Requires advanced financial modeling, valuation, credit analysis, and team leadership expertise.

Design and run mixed-methods studies measuring legal teams' real AI proficiency; build and validate surveys/interview protocols; analyze usage and outcome data; translate findings into product, onboarding, and enablement recommendations; communicate results via reports, presentations, and dashboards; prioritize future research.

Develop and improve quantitative models for investment strategies, conduct statistical analysis, and implement trading models. Requires strong analytical skills and relevant degree.

Design, develop, and deploy software solutions for automated trading systems while collaborating with researchers on technology priorities.

Support global fixed income index research by analyzing large datasets, building quantitative models, managing client projects, maintaining index operations, evaluating performance and market trends, and producing visualizations and reports to inform strategic product decisions.

Lead execution research and transaction cost analysis to inform algorithm roadmap. Build and govern TCA frameworks, run market-microstructure research and A/B tests, develop pre- and post-trade models, translate findings into production features, and partner with Product, Trading, and Technology while mentoring junior researchers.

Support senior analysts in European Capital Goods equity research by maintaining valuation models and industry databases, producing research reports and thematic pieces, preparing data-driven materials, and communicating insights to institutional clients and internal sales/trading teams.

Build AI/ML-driven analytics and automation for CIB Treasury, Securities Services and Payments. Develop scalable data architecture, automate manual processes, create sequential decision-making tools to optimize net interest income, drive projects end-to-end from prototype to production, present commercial recommendations to stakeholders, and collaborate across Quant Research, Treasury, CIO, Technology and CDAO.

Front-office role managing electronic global credit trading algorithms and desk operations. Responsibilities include price delivery, risk and liquidity management, pre-trade analysis, trade execution, client servicing, market analysis, and data-driven risk strategies while ensuring regulatory compliance.

Lead private company coverage of fintech and payments firms: conduct fundamental research using traditional and alternative data, build models, write and market research notes, advise clients, build industry relationships, and coach junior analysts. Requires fintech/payments domain expertise and advanced data/market tool proficiency.

Join the Global Commodities Quantitative Trading & Research team to design algorithmic trading and execution strategies, build and maintain pricing and trading tools, implement automated hedging and risk solutions, and collaborate with traders, sales and risk to drive revenue across base metals, bullion, energy, gas and commodity indices.

Lead coverage of the Swedish and Norwegian economies with macroeconomic analysis, produce forecasts, monitor monetary/fiscal/political developments, publish client notes, engage clients, collaborate with research teams, and travel regularly to the Nordic region to market research views.

Design, develop and optimize a large-scale Monte Carlo engine for CVA/FVA calculations; implement numerical techniques for efficiency; build production-grade analytics; collaborate with traders, risk managers and tech teams; drive software engineering best practices.

Develop and deliver AI/ML solutions for securities services and payments: build scalable data architectures, automate processes, create sequential decision-making models for balance sheet and deposit optimization, analyze large datasets, present actionable insights to stakeholders, and collaborate across quant, treasury, CIO, technology and data teams.

Design, implement, and maintain systematic trading strategies and investable indices across asset classes. Develop production-grade algorithms, support risk management and hedging, build infrastructure and automation, and collaborate with Structuring, Trading, and Technology teams globally to drive robust, scalable solutions.

The Quantitative Research Analyst Intern will develop models, implement trading strategies, and conduct statistical analysis during an 11-week program.

Lead and conduct commercially oriented AI research from hypothesis to production: develop algorithms, run rigorous evaluations, produce high-quality Python code, drive reusable assets, publish and present findings, and mentor researchers while partnering with engineering and business stakeholders.

11-week internship performing quantitative research to develop, backtest, and implement automated trading strategies. Translate mathematical models into code, analyze unconventional data sources, conduct statistical research (ML, time-series, NLP), and collaborate with senior researchers to refine trading signals and monetize models.

Work on research projects addressing security, privacy, and scalable systems. Tasks include engineering, data analysis, protocol design, open-source development, measurement, and implementation using systems languages. Projects may involve AI, distributed systems, privacy, or trusted execution. Interns matched to research directions, expected to communicate results and collaborate with teammates.

Support senior analysts on the Hardware and Payments equity research team by maintaining valuation models and databases, preparing data-driven materials and publications, contributing to stock and thematic reports, and communicating research insights to institutional clients, company contacts, and internal stakeholders while staying current on industry developments.

As a Quantitative Research Analyst Intern, you will model markets, develop algorithms, and conduct statistical analysis to enhance trading strategies.

As a Quantitative Research Analyst, you will develop and test automated trading strategies using statistical techniques and algorithms, conduct research, and analyze data.

Conduct research, statistical analyses, and develop automated trading strategies using large data sets and sophisticated statistical techniques.

Develop, test, and deploy software solutions for automated trading systems in partnership with Quantitative Researchers. Implement high-performance, scalable systems using advanced quantitative techniques, distributed computing, ML/NLP, and strong software engineering practices. Collaborate on priorities, deliver custom solutions, and engage with senior team members during an 11-week internship.

Support European credit coverage by analyzing company fundamentals, earnings and disclosures; build and maintain financial models, forecasts and valuation frameworks; draft research notes and sector publications; deliver market updates and present investment views to internal and external clients; collaborate with sales, trading and management teams to provide timely market intelligence.