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Quant developer

Permanent
McGregor Boyall Associates Limited
Developer
£100,000 a year
Posted: 19h ago
Offer description

C++, Python, Equity Volatility, Macro, Pricing Models, Quant Research McGregor Boyall are partnered with a leading hedge fund expanding their Macro Trading Team which a focus on Equity Volatility. The role centers on developing sophisticated local and stochastic volatility implementations while spearheading their C++17 to C++20 modernization initiative. You'd be building real-time P&L attribution systems and risk engines that directly support portfolio managers trading complex equity derivatives and volatility indices. Blend of cutting-edge quantitative research with production-grade engineering - you'd be designing macro time series frameworks for backtesting while implementing calibration algorithms for exotic products. This role requires 4 days onsite in Central London. Required Skills: - Excellent C++ programming skills - you will be working on modern versions of the language producing clean code - Strong Python programming ability - Prior experience as a quant developer/ researcher working at either a leading Investment Bank or Hedge Fund - Expert-level understanding of Equity Options/ Volatility Index Nice to have: - Masters degree or higher - Listed and OTC markets experience - Currently working in a team covering Macro trading McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

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