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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