Lead C++ Quant Developer - Macro Desk | London, UK | In-Office

Selby Jennings; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A global investment firm is seeking a Lead C++ Quant Developer to architect a leading-edge macro analytics platform. This role requires strong expertise in modern C++, cloud-native deployment, and team leadership, crucial for driving transformation in quantitative finance. Candidates will collaborate with traders and quants in building performance-optimised solutions.

Qualifications

• Expert in modern C++ (17/20), strong Python skills.
• Hands-on experience in distributed computing and Docker/Kubernetes deployment.
• Proven leadership with knowledge of derivatives and macro products.

Responsibilities

• Architect and build a next-gen macro analytics platform.
• Develop distributed systems for real-time pricing and risk.
• Collaborate with quants and traders to integrate analytics.

Skills

C++

Python

Distributed Computing

Performance Optimisation

Cloud-Native Deployment

Education

Quantitative Discipline Background

Tools

Docker

Kubernetes

Excel

Job description

Lead C++ Quant Developer - Macro Desk

Selby Jennings London, United Kingdom Apply now Posted 10 days ago In-Office Job Permanent Negotiable

Lead C++ Quant Developer - Macro Desk

Selby Jennings London, United Kingdom Apply now

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.

We support the Financial Sciences & Services industry with talent that can truly shape the future of a business.Whether that be Quantitative Analyti...

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