Graduate Quantitative Analyst - Hedge Fund FinTech - Summer 2026 Start

Tempest Vane Partners; Greater London; On-site; GBP 55,000 - 75,000; Full time

Benefits offered by this job

Market-leading compensation

Annual discretionary bonus

Healthcare and life insurance

26 days holiday plus 10 remote work days

Job summary

A leading FinTech firm in London is seeking a Graduate Quantitative Analyst to join their Quantitative Analysis & Development team starting in July 2026. This role involves supporting Portfolio Management clients, developing pricing models, and collaborating with cross-functional teams. Candidates should possess a Master’s degree or PhD in a STEM discipline and programming skills in C++ and Python. The firm offers market-leading compensation, benefits, and opportunities for financial advancement.

Qualifications

• Master's degree or PhD in a STEM discipline is required.
• Programming experience with C++, Python or C#.
• Experience with financial derivatives through quantitative internships.

Responsibilities

• Support Portfolio Management clients with Market Data, Live PnL, and Risk issues.
• Contribute to the development of pricing and risk models in the Quant Library.
• Build new C++ and Python-based tools and services.

Skills

Programming experience with C++

Programming experience with Python

Strong verbal and written communication skills

Excellent mathematical skills

Education

Master’s degree or PhD in a STEM discipline

Job description

Graduate Quantitative Analyst – Hedge Fund FinTech – Summer 2026 Start

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 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 FinTech 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.

What You'll Do

• 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.

What You'll Need

• 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 FinTech environment and a genuine interest in financial markets.

Location: London, England, United Kingdom