Mayfair Fund Hiring Quant Developers / Python/ C++

eFinancialCareers; Greater London; On-site; GBP 100,000 - 180,000; Full time

Job summary

eFinancialCareers is seeking a quantitative software developer to build and maintain in‑house pricing libraries in C++ and Python, while advancing the toolbox with new algorithms and numerical techniques. You will work on multi‑threaded servers delivering data to traders and users across multiple markets.

You will collaborate with traders, quants, compliance and technology teams to deploy scalable solutions, integrating signals, assets and execution tools across a broad instrument spectrum.

Qualifications

• Excellent knowledge of Python and C++.
• Experience with QuantLib library will be a major advantage.
• Knowledge of fixed income and FX derivatives instruments and models.
• Masters/PhD in a technical discipline (CS, Engineering, Math, Physics) preferred.
• Demonstrated track record in risk, quantitative or trading systems development.

Responsibilities

• Develop and maintain the in-house C++ pricing libraries.
• Advance the quantitative toolbox with new technologies and numerical techniques.
• Build and maintain multi-threaded data-delivery servers for traders and users.
• Design, test, and deploy software for automated trading systems.
• Develop model frameworks, signal research tools, and execution/portfolio tools.

Skills

Python

C++

QuantLib

Education

Masters/PhD in Computer Science/Engineering/Math/Physics

Tools

QuantLib library

Job description

Role:

• Development and maintenance of the in-house C++ pricing libraries
• Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques .
• Development and maintenance of multi-threaded servers for delivering data to users .
• Design, develop, test, and deploy elegant software solutions for automated trading systems.
• Design and build out model framework and signal research tools.
• Implement new signals and assets .
• Build execution and portfolio construction tools.
• Build tools and applications required by traders.

You will work closely with the traders, quantitative analysts, compliance, and technology teams to provide innovative solutions with a focus on highly scalable systems. You will see your ideas and hard work used by experienced traders across a diverse range of instruments and markets.

Requirements:

• Excellent knowledge of both Python and C++.
• Experience with QuantLib library will be a major advantage for any candidate.
• Knowledge of fixed income and FX derivatives instruments and models will also be sought and interviews will centre around these areas .
• Strong foundational knowledge of computer science, mathematics & statistics.
• Financial experience/knowledge is a strong plus.
• Ideally you will have a Masters / PhD in a technical discipline (Computer Science, Engineering, Mathematics, Physics)
• A demonstrated track record in risk, quantitative or trading systems development.