We have partnered with one of the world's leading macro investment platforms, focused on rates, FX, commodities, and global economic themes. The firm combines world‑class risk infrastructure with a collaborative, research‑driven culture, providing investment teams with significant capital backing, deep analytical resources, and the opportunity to work alongside some of the industry's most respected macro investors.
With over 300 employees across 4 offices, they are looking for a Research Software Engineer to join their Quantitative Technology team who work directly with front office, quantitative analytics, risk management, economic research, and middle office.
Roles and Responsibilities
* Autonomy from day 1; you are trusted to leverage your skillsets from the get-go, without requiring much spoon‑feeding.
* Integrating automated LLM workflows on macro‑economic interviews, speeches, and announcements.
* Building low‑latency macro‑economic modelling tools and investment‑desk dashboards in Python.
* Partnering with quant teams on valuation, risk, and pricing systems.
Requirements
* 3+ years with C#/.NET (or Java/Python/C++) and strong SQL.
* Python with pandas/NumPy; messaging and event‑driven architectures.
* Willingness to learn TypeScript & React.
* Strong stakeholder communication.
* 1st‑class CS (or related) degree from a Russell Group university.
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