C++, Python, FX, Macro Trading, Quant Research, Model Development
A premier multi-strategy hedge fund is strengthening their Macro Technology team with FX Quantitative Developers and Researchers who excels in modern C++ development (C++20) with Python integration. in reality, this role blurs the lines between research and development so is well suited for Quant Devs wishing to move more into research or researchers with good programming skills.
You'll build pricing models for diverse macro products while working with a sophisticated codebase that leverages linear algebra, optimization algorithms, and statistical modeling. Their architecture combines high-performance C++ analytics with Python wrappers for Jupyter notebooks and web portals.
This role does not offer hybrid working: candidates must be London-based. This is not a junior/ graduate role: we are looking for experienced candidates.
Required skills:
- Excellent C++ programming ability utilising modern versions of the language as your primary
- Strong Python knowledge and experience
- Extensive experience of FX trading and/ or Macro Trading
- Experience with pricing and the development of complex quant models
Nice to have:
- Extensive experience within a major global buyside company as a Quant Developer or Researcher
- Strong academic background
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.