Senior Quantitative Analyst

Stanford Black Limited; New York (NY); On-site; USD 165,000 - 500,000; Full time

Job summary

A leading multi-strategy investment manager is seeking an FX Quantitative Researcher to join their Macro Technology team. The ideal candidate will have deep expertise in C++, a strong quantitative background, and a passion for financial markets. Responsibilities include developing pricing models and collaborating with traders to drive alpha generation in the FX market.

Qualifications

• Strong mathematical, statistical, or physics background required.
• Expertise in modern C++ (ideally C++20) and Python.
• Experience with FX products and macro markets preferred.

Responsibilities

• Develop and maintain pricing models for FX products.
• Build C++ libraries with Python integration.
• Collaborate with Portfolio Managers and Traders.

Skills

Problem-solving

Mathematical concepts

Statistical analysis

C++ programming

Python proficiency

Education

Advanced degree in quantitative discipline

Job description

Direct message the job poster from Stanford Black Limited

FX Quantitative Researcher – Macro Technology (C++) - Up to $500,000 Total Compensation (Base + Bonus)

A leading multi‑strategy investment manager renowned for their diversified approach within the FX market, utilizing a cutting-edge infrastructure to generate consistent returns.

They’re looking to expand the Macro Technology team by hiring an exceptional FX Quantitative Researcher with deep C++ expertise.

You will be joining a specialist group partnered directly with Portfolio Managers and Traders to drive alpha generation in the global currency markets, whilst analysing macroeconomic trends, developing quantitative models, and providing actionable insights to drive trading strategies in the FX markets.

Ideally, coming from a strong mathematical, statistical, or physics background, with excellent problem-solving skills, and a passion for staying up-to-date with the latest technologies and techniques in the field.

Key Responsibilities:

• Develop and maintain cutting-edge pricing models for a wide range of FX products traded across global macro markets.
• Build robust, scalable C++20 libraries, with Python interfaces for integration into research notebooks and web platforms.
• Work directly with Portfolio Managers and Traders to solve complex market problems, inform decision-making, and contribute to alpha generation.
• Operate within a large, shared codebase, promoting reusability and engineering best practices.
• Contribute to the evolution of the team’s quantitative research platform through innovation, code reviews, and design discussions.

If you feel like your skills match up to who they’re looking for, then APPLY NOW!

Requirements:

• Advanced degree or higher in a quantitative discipline (Mathematics, Computer Science, Finance, Econometrics, etc.).
• Expertise in modern C++ (ideally C++20) and an appreciation for well-engineered, maintainable code.
• Proficiency in Python, particularly for rapid development, model integration, or data analysis.
• Strong grasp of mathematical concepts such as linear algebra, probability, and optimisation – at least to UK A-level standard.
• Experience with FX products and macro markets is preferred.
• A team-first mindset and a proactive approach to problem-solving and communication.

Please contact [e-mail] for more information.

If this role isn't right for you, but you know of someone who might be interested, we have a market-leading referral scheme in place to thank anyone who refers a friend who is successfully placed! T&Cs apply.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

• Industries

  Financial Services, Investment Management, and Investment Banking

Referrals increase your chances of interviewing at Stanford Black Limited by 2x

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