Enable job alerts via email!
Boost your interview chances
Create a job specific, tailored resume for higher success rate.
A leading hedge fund in London is seeking a skilled FX Quantitative Developer/Researcher to join their Macro Technology team. The ideal candidate will have expertise in modern C++ and Python, focusing on developing pricing models and complex quant models. This role requires a strong background in FX trading and statistical modeling, and candidates must be based in London as no hybrid work is available.
Join a premier multi-strategy hedge fund's Macro Technology team as a FX Quantitative Developer/Researcher. This role is ideal for candidates skilled in modern C++ (C++20) with Python integration, and interested in blurring the lines between research and development.
You will build pricing models for macro products, working with a sophisticated codebase leveraging linear algebra, optimization, and statistical modeling. The architecture combines high-performance C++ analytics with Python wrappers for Jupyter notebooks and web portals.
Location: London, UK (no hybrid work; candidates must be London-based)
Experience Level: Not suitable for junior or graduate roles; seeking experienced candidates
McGregor Boyall is an equal opportunity employer and does not discriminate on any grounds.