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Quant developer

London
John Goddard Associates
Developer
Posted: 25 August
Offer description

Join to apply for the Quant Developer role at John Goddard Associates

3 days ago Be among the first 25 applicants

Join to apply for the Quant Developer role at John Goddard Associates

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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Seniority level

* Seniority level

Mid-Senior level


Employment type

* Employment type

Full-time


Job function

* Job function

Information Technology
* Industries

Software Development

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