Job Description

Role Overview

Become a vital member of a synergistic analytics group dedicated to architecting sophisticated models that identify market manipulation throughout international exchanges. You will collaborate with veteran quantitative researchers and software engineers, utilizing authentic trading datasets spanning equities, debt instruments, and raw materials. This position is perfectly suited for a developer with a mathematical focus who has gained foundational experience within the financial services sector. We offer an attractive remuneration package, performance incentives, equity participation, and significant avenues for professional advancement.

Core Responsibilities

Model Engineering: Construct and refine algorithmic detectors to identify illegal trading activities such as spoofing, layering, and wash trading.
Data Processing: Handle and normalize high-frequency tick data across multiple asset classes including Fixed Income and Commodities.
System Integration: Bridge the gap between quantitative research and production-grade code, ensuring models are scalable and resilient.
Performance Tuning: Optimize detection logic to reduce false positives while maintaining high sensitivity to suspicious market behavior.

Key Requirements

Technical Background: Strong proficiency in programming (likely Python or C++) with a focus on mathematical applications.
Academic Foundation: A degree in a quantitative field such as Mathematics, Computer Science, or Physics.
Professional Experience: Early-career experience within a financial institution, hedge fund, or fintech environment.
Analytical Mindset: Demonstrated ability to work with complex, multi-asset trading data and derive meaningful patterns.

Job Data Table

Category	Details
Company Name	New River Talent (on behalf of a Fintech)
Location	London, United Kingdom
Locality	London (Hybrid)
Country	United Kingdom
City	London
Region	Europe
Job Type	Full-time
Salaries	Competitive (Fintech Market Rates)
Experience Level	Early Industry Experience (Junior/Associate)
Travel	Minimal
Language	English
Benefits	Bonus, Share options, Strong growth potential

Skills & Competency Table

Key Skill	Level
Quantitative Modeling	Intermediate
Financial Software Development	Advanced
Multi-Asset Knowledge	Intermediate
Market Abuse Regulations	Familiarity
Data Engineering	Advanced
Statistical Analysis	Advanced

Salaries Pay Calculator Table

Annual Salary	Bonus (Est.)	Total Compensation	Notes
£65,000	£10,000	£75,000	Baseline for early-career Fintech quants.
£80,000	£20,000	£100,000	Typical for 2-3 years experience + equity.
£95,000	£30,000	£125,000	High-end for strong math/dev hybrids.

Job Summary

This hybrid London role at a fast-growing Fintech involves developing quantitative models to detect global market abuse. You will work with equities, fixed income, and commodities data to build high-impact surveillance tools. Requires a mathematical developer with early finance experience, offering competitive pay and share options.

5 FAQs

What asset classes will I work with? You will handle data from global equities, fixed income, and commodity markets.
Is this a pure development role? No, it is a “Quant-Dev” hybrid focusing on building mathematical models for market abuse detection.
What is the work arrangement? The role is advertised as a hybrid position based in London.
Are there long-term incentives? Yes, the package includes share options and a performance-based bonus.
What is the primary objective of the models? The models are designed to detect and prevent market abuse across global trading venues.

Expert Analysis

In 2026, RegTech (Regulatory Technology) has become a primary driver of Fintech innovation. For a Quant-Developer, market abuse detection is no longer just about “if-then” rules; it requires Unsupervised Machine Learning to detect evolving anomalies. This role offers rare exposure to raw “Level 2” order book data across diverse asset classes.

Location & Logistics Guide

Based in London, the global capital for both Finance and Fintech. The hybrid model allows access to the “Silicon Roundabout” tech community in Old Street while maintaining proximity to the City’s financial institutions. Excellent transport links via the Elizabeth Line support a flexible commuting schedule. Wikipedia URL:https://en.wikipedia.org/wiki/London

Career Path

An early-career Quant Developer in RegTech can progress to Senior Quantitative Engineer , Head of Surveillance Analytics , or Chief Technology Officer (CTO) . The specialized knowledge of market microstructure and regulatory requirements makes these professionals highly valuable to Tier-1 banks, hedge funds, and global exchanges.

To apply for this job please visit jobs.newrivertalent.com.