Mathematics, statistics and actuarial science Jobs in the UK with a Sponsor Licence: 74 Open (Oct 2026)

You would support Bulk Purchase Annuity schemes by carrying out and reviewing actuarial calculations, maintaining administration factors and helping with valuation work for trustee and corporate accounting. It suits someone with Defined Benefit pensions experience or someone progressing through actuarial exams.

You would turn complex data into insight for financial decisions, using quantitative research, programming and clear communication. The description asks for object oriented programming and may suit someone with knowledge of machine learning, stochastic calculus, optimisation, numerical analysis, forecasting or Monte Carlo simulation.

You would learn quantitative development for high frequency trading, working with traders and researchers on exchange architecture, protocols, market data and order entry APIs. It suits an enthusiastic graduate with strong programming, close attention to detail, financial markets interest, and relevant projects or internships.

You would research statistical methods, build predictive models for cricket and trading strategies, and work with traders and developers to improve them. It suits a mathematically minded graduate who enjoys noisy data, independent ideas, collaborative research and taking responsibility early.

You would maintain live credit datasets, reconcile sources including Markit, Bloomberg and dealer marks, and extend pricing for credit products. This suits someone with hands on experience operating credit data infrastructure in production, rather than only consuming data for research.

You would join a quantitative internship in an investment management environment focused on derivatives and volatility. The opportunity suits a student seeking practical exposure to quantitative research and financial markets, particularly someone interested in applying mathematical and technological thinking to investment strategies.

You would undertake quantitative research in a financial technology and systematic investing environment. The internship is aimed at PhD students in the penultimate year of a quantitative discipline, and suits someone interested in research across quantitative trading, securities or investment strategies.

You would develop systems and tools supporting trading and research, initially adding functionality and maintaining a signal pipeline in the Fundamental Commodities strategy. It suits a talented graduate with software development ability who wants to move gradually into quantitative research.

You would join quantitative research within systematic investing, applying strong quantitative ability, analytical thinking and curiosity while learning the work. The role is aimed at PhD graduates in their final year of Econometrics or Economics, and says prior industry experience is not required.

You would analyse global markets and traded products, use statistical analysis and data mining to make forecasts, and help develop predictive trading models. It suits a student or graduate in a quantitative discipline who enjoys research, collaboration and the combination of trading, data science and software.

You would help build and test market data feed integrations, manage reference data and support bond curve configuration for fixed income analytics. The internship suits someone who wants hands on backend experience using C++ and Python in derivatives pricing and risk infrastructure.

You would help build predictive models from large datasets and algorithms that execute trades across financial exchanges. The role can combine quantitative research, data science, trading and software development, making it suitable for an M1 or M2 student with relevant quantitative interests.

You would develop core platforms, data services, APIs, libraries and user interfaces supporting quantitative research and trading. It suits a developer with strong computer science fundamentals who wants to work in a cloud first environment on tools that improve financial market prediction and trading.

You would build and operate quantitative models and production systems for FX pricing, risk and trading within a Treasury FX Data Science team. It suits a quantitative researcher or developer interested in financial modelling, data science, production infrastructure and foreign exchange risk.

You would develop a reusable quantitative library interface, unify product and market data, improve model architecture and support front office workflows. The description suits someone with front office quantitative development experience, strong C++ skills, modern tooling, Git, Windows, Linux and software engineering fundamentals.

You would work with researchers and traders on projects that influence trading decisions, backtest models and strategies, and take part in training in financial modelling, analysis, research methods and trading strategies. It suits a PhD candidate or graduate interested in quantitative strategy research.

You would develop in house trading platforms, using Java and C++ for server side work, KDB and Postgres for data storage, and Python for financial modelling. It suits a developer interested in critical production systems and quantitative trading technology.

You would work in quantitative research within an algorithmic trading and systematic investing environment. The description presents work connected with proprietary technology, market making, analytics and quantitative strategies, so it suits a researcher interested in financial markets, data and systematic investment methods.

You would model, implement and maintain FX volatility analytics for tools used by portfolio management teams. The description asks for an MSc or PhD in STEM, stochastic calculus, C++ or similar compiled language, Python, FX derivatives modelling and substantial relevant experience.

You would design, build and deploy scheduling features for nanosatellite operations, including orbital manoeuvre planning and ground system contact scheduling. You would also improve observability and support live software operations, making this suitable for someone applying mathematical methods to intelligent automated systems and scheduling.