Quant finance, risk and technology consulting for UK financial institutions
Quanteam UK is a London consultancy delivering quantitative finance, risk and technology change for banks, asset managers and trading firms. Its stack of C++, C#, Python, VBA and MATLAB alongside Oracle, SQL Server and Control-M mirrors bank front-office and risk environments, and job-post projects centre on XVA platforms, pricing libraries and initial margin collateral systems. Hiring is minimal and limited to finance and research roles.
Quanteam UK is a privately held consulting firm founded in 2010 and headquartered in London. It serves UK and European financial institutions, including banks, asset managers and trading firms. Its work spans three areas: quantitative finance (derivatives models, eTrading, market data calibration), digital and technology transformation (front-to-back platforms, automation, DevOps), and risk management (traded and non-traded risk, product control, regulatory transformation). The firm employs 51–200 people.
Quanteam UK works with C++, C#, Python (Pandas, NumPy), Java, Rust, VBA and MATLAB, plus Oracle and SQL Server, Kubernetes, Docker, Azure, AWS, GCP, TeamCity, Jira and Control-M.
Job posts point to XVA library and platform development, pricing libraries, a collateral management platform for CCP and EMIR initial margin, and front office and risk systems migrations.
Quanteam UK is headquartered in London, England, serving clients across the UK and Europe, and currently hires only in the United Kingdom.
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Quanteam UK's technology stack, projects, and hiring signals are inferred from public hiring and company data — career pages, public listings, and company web presence — then clustered and de-duplicated. Figures are estimates that refresh over time. Read our full methodology →
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