Quantitative Developer

C++, Python, FX, Linear Rates, Model Development, Macro Trading

I have an exciting opportunity within a leading global multi-strat investment firm that is expanding its highly successful Macro team in London.

We're actively seeking Quant Researchers & Quant Developers with strong C++ programming ability to play integral roles in the development of cutting-edge financial infrastructure. This offers the chance to work on greenfield projects, utilising state-of-the-art technologies. Your responsibilities will encompass employing statistical methods, time series analysis, and other quantitative techniques to gain valuable insights into market behaviour.

There are x3 hires on offer with total compensation scaling up to £400k depending on experience

Required skills:

- Excellent C++ and Python development skills. You will be using modern C++ (17 or 20) in your current role

- Currently working as a Quant Developer or Researcher in either a leading investment bank or an established buyside company

- Experience working on large and complex codebases in a quantitative manner

- Minimum BSc (ideally Masters or PHD) from a top university

- Extensive and demonstrable experience working either in FX or Rates (both is ideal)

Nice to have:

- Docker or Kubernetes

- C#/.Net

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.