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FX Quantitative Researcher

LocationNew York

LocationLondon

PostedPosted 36 Days Ago

CodeREQ5383

The Macro Technology Team is seeking a FX Quantitative Researcher.

The ideal candidate will have a degree in PhD/MSc/BSc in a scientific topic (physics, mathematics, electrical engineering, computer science or similar) as well as:

Expert C++ programmer: we use C++17 and would like to move to C++20. Coupled with the ability to produce well-engineered code. At least 3 years experience working in a team on a large code base, ideally in a quantitative setting, e.g. finance, gaming, industrial automation, machine learning, astrophysics. Interest and expertise in Python; we use Python to wrap our C++ analytics for Jupyter or web portals, orchestrate our components, etc. And/or expertise in delivering complex analytics code into Excel, e.g. xll, Microsoft VSTO, Excel DNA, etc; ideally how to "hack" Excel to get the power of VBA without ever having to go near it. We'd like to see interest in cloud technologies, in particular Docker, Kubernetes, but above all a willingness to pitch in and explore and learn new technologies that will benefit the team. Interest or experience in other languages or technologies a bonus, e.g. C# / .net, functional programming languages, distributed direct acyclic graphs, message queues, SQL and NoSQL databases, etc. Mathematics to at least UK A-level standard: you should be comfortable with matrices, linear algebra, basic probability and statistics, optimization, what a derivative is, etc. If you don't write this kind of code yourself, you will be working with colleagues who do. Experience in finance, specifically knowledge of Interest Rates or FX products

With respect to NY- and CA-based applicants, the starting base pay range for this role is between $220000 and $300000 annually. The actual base pay is dependent upon several factors, including, but not limited to, relevant experience, business needs and market demands. This role may also be eligible for bonus compensation and employee benefits.

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