Quantitative Developer/ Researcher

John Goddard Associates; London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A premier multi-strategy hedge fund in London is seeking a Quantitative Developer/Researcher to strengthen their Macro Technology team. The role requires excellent C++ programming and strong Python skills, focusing on building complex pricing models for macro products. Candidates should have extensive experience in FX and Macro Trading, making it ideal for those transitioning from development to research.

Qualifications

• Extensive experience in FX trading and/or Macro Trading.
• Experience in pricing and developing complex quant models.

Responsibilities

• Building pricing models for macro products.
• Working with high-performance C++ analytics and Python wrappers.

Skills

C++

Python

FX

Macro Trading

Quant Research

Model Development

Education

Strong academic background

Job description

Join to apply for the Quantitative Developer/Researcher role at John Goddard Associates.

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Key Skills: C++, Python, FX, Macro Trading, Quant Research, Model Development.

A premier multi-strategy hedge fund is strengthening their Macro Technology team with FX Quantitative Developers and Researchers who excel in modern C++ development (C++20) with Python integration. This role blurs the lines between research and development, making it suitable for Quant Devs wishing to move into research or researchers with strong programming skills.

Responsibilities include building pricing models for macro products, working with a sophisticated codebase leveraging linear algebra, optimization algorithms, and statistical modeling. The architecture combines high-performance C++ analytics with Python wrappers for Jupyter notebooks and web portals.

Note: This role requires candidates to be London-based. It is not a junior/graduate role; we seek experienced candidates.

Minimum Requirements:

• Excellent C++ programming skills with modern C++ standards.
• Strong Python knowledge and experience.
• Extensive experience in FX trading and/or Macro Trading.
• Experience in pricing and developing complex quant models.

Preferred Qualifications:

• Experience within a major global buyside firm as a Quant Developer or Researcher.
• Strong academic background.

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