Quant Developer

McGregor Boyall; London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A leading hedge fund in London is seeking a Quant Developer to enhance their Macro Trading Team. The role involves developing advanced volatility models and modernizing code from C++17 to C++20. Candidates should possess strong skills in C++ and Python, and prior experience in quantitative roles at investment banks or hedge funds. This position requires 4 days onsite, offering work-from-home flexibility and a competitive bonus structure.

Benefits

Work From Home

Bonus + benefits

Qualifications

• Excellent C++ programming skills, with experience in modern versions of the language.
• Strong Python programming ability.
• Prior experience as a quant developer/researcher at a leading investment bank or hedge fund.
• Expert-level understanding of Equity Options/Volatility Index.

Responsibilities

• Develop sophisticated local and stochastic volatility implementations.
• Spearhead C++17 to C++20 modernization initiative and produce clean, high-quality code.
• Build real-time P&L attribution systems and risk engines supporting portfolio managers trading complex equity derivatives and volatility indices.
• Design macro time series frameworks for backtesting and implement calibration algorithms for exotic products.

Skills

C++ programming

Python programming

Equity Options expertise

Stochastic volatility

Quantitative research

Education

Masters degree or higher

Job description

Overview

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.

Responsibilities

• Develop sophisticated local and stochastic volatility implementations.
• Spearhead C++17 to C++20 modernization initiative and produce clean, high-quality code.
• Build real-time P&L attribution systems and risk engines supporting portfolio managers trading complex equity derivatives and volatility indices.
• Design macro time series frameworks for backtesting and implement calibration algorithms for exotic products.

Qualifications

• Excellent C++ programming skills, with experience in modern versions of the language.
• Strong Python programming ability.
• Prior experience as a quant developer/researcher at 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.

Benefits

• Work From Home
• Bonus + benefits

Equal Opportunity

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.