Lead C++ Quant Developer - Macro Desk

JR United Kingdom; London; On-site; GBP 80,000 - 130,000; Full time

Job summary

A leading global investment firm is seeking a Lead Quant Developer to spearhead the development of a sophisticated macro analytics platform. This role involves architecting robust systems using modern C++, collaborating with quantitative analysts and traders, and ensuring high-performance integration. Ideal candidates will possess a solid technical foundation in quant finance and leadership experience in distributed systems.

Qualifications

• Expert in modern C++ (17/20) with strong Python skills.
• Hands-on experience with distributed systems and cloud-native deployment.
• Proven team leadership and knowledge of derivatives and macro products.

Responsibilities

• Architect and build a next-gen macro analytics platform in modern C++, optimised for performance.
• Develop distributed systems and Monte Carlo engines for real-time pricing and risk.
• Collaborate with quants and traders to integrate analytics into front-end tools.

Skills

C++

Python

Distributed Computing

Performance Optimisation

Collaboration

Education

Background in Quantitative Disciplines

Tools

Docker

Kubernetes

Excel

Job description

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Client:

Selby Jennings

Location:

london, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

5

Posted:

26.06.2025

Expiry Date:

10.08.2025

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Job Description:

We're partnering with a global investment firm on a greenfield rebuild of its macro analytics and trading infrastructure. This cloud-native platform will power high-performance pricing and risk systems.

As Lead Quant Developer, you'll drive this transformation-leading a team to deliver scalable, production-grade solutions at the intersection of quant finance and advanced engineering.
Responsibilities

• Architect and build a next-gen macro analytics platform in modern C++, optimised for performance and scale.
• Develop distributed systems and Monte Carlo engines for real-time pricing and risk in cloud and multi-core environments.
• Collaborate with quants and traders to productionize models and integrate analytics into front-end tools like Excel.

Requirements

• Strong technical foundation: Expert in modern C++ (17/20), solid Python skills, and experience with Excel integration.
• Quant & systems expertise: Background in quantitative disciplines, with hands-on experience in distributed computing, performance optimisation, and cloud-native deployment (Docker/Kubernetes).
• Leadership & domain knowledge: Proven team leadership, strong grasp of derivatives and macro products (e.g., Rates, FX), and a collaborative, problem-solving mindset.