Salary: £100,000 - 100,000 per year Requirements:
* Excellent C++ programming skills with experience in modern versions of the language, producing clean code.
* Strong Python programming ability.
* Prior experience as a quant developer/researcher at a leading investment bank or hedge fund.
* Expert-level understanding of equity options and volatility indices.
* Nice to have:
* Master's degree or higher.
* Experience in listed and OTC markets.
* Currently working in a team covering macro trading.
Responsibilities:
* We are partnering with a leading hedge fund to expand their Macro Trading Team with a focus on equity volatility. In this role, I will be developing sophisticated local and stochastic volatility implementations while spearheading the C++17 to C++20 modernization initiative. I will be responsible for building real-time P&L attribution systems and risk engines that directly support portfolio managers trading complex equity derivatives and volatility indices. This position blends cutting-edge quantitative research with production-grade engineering, where I will design macro time series frameworks for backtesting and implement calibration algorithms for exotic products. The role requires 4 days onsite in Central London.
Technologies:
* Support
* Python
* Quant
More:
At McGregor Boyall, we are proud to be an equal opportunity employer and do not discriminate on any grounds.
last updated 37 week of 2025