Quant Developer
Posted 3 days ago by 1756615042
£190,000 Per year
Undetermined
Onsite
London
Summary: The Quant Developer role at McGregor Boyall involves working with a leading hedge fund's Macro Trading Team, focusing on Equity Volatility. The position requires developing advanced volatility implementations and modernizing C++ code while building real-time P&L attribution systems. Candidates will blend quantitative research with engineering to design frameworks for backtesting and calibration algorithms. The role mandates four days of onsite work in Central London.
Key Responsibilities:
- Develop sophisticated local and stochastic volatility implementations.
- Spearhead the C++17 to C++20 modernization initiative.
- Build real-time P&L attribution systems and risk engines.
- Design macro time series frameworks for backtesting.
- Implement calibration algorithms for exotic products.
Key Skills:
- Excellent C++ programming skills with modern versions of the language.
- Strong Python programming ability.
- Prior experience as a quant developer/researcher at an Investment Bank or Hedge Fund.
- Expert-level understanding of Equity Options/Volatility Index.
- Masters degree or higher (nice to have).
- Experience in listed and OTC markets (nice to have).
- Current work in a team covering Macro trading (nice to have).
Salary (Rate): £190000 per annum
City: London
Country: United Kingdom
Working Arrangements: on-site
IR35 Status: undetermined
Seniority Level: undetermined
Industry: IT
- £140000 - £190000 per annum + bonus + benefits
- London
- Permanent
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.