Quantitative Developer - Quantitative Investment Strategies
- Employer
- Macquarie
- Location
- London (Greater)
- Salary
- Competitive
- Closing date
- 4 Aug 2019
View more
- Sector
- Accountancy, Banking, Finance, Technology & Digital
- Hours
- Full Time
- Flexibility
- Flexible working available
- Contract Type
- Permanent
Job Details
Our Quant Strategy team applies specialist methods from mathematics, science and engineering to generate revenue. We work on derivative valuation and risk, automated trading and execution, and data-driven decision-making.
Most critical to your success will be your interest and passion for designing innovative technology and quantitative methods to solve complex business problems. You will need excellent communication skills and the ability to work autonomously. Knowledge of index products would set you apart from other applicants.
Working on the trading floor you will:
- Provide quantitative expertise to the Index Strategies trading desk, assist with day to day operations and maintain and develop risk and pricing tools.
- Develop and maintain our production quant strat analysis platform and library.
- Industrialize and translate into production existing data analysis and pricing tools.
- Research and implement new models for product valuation, risk analysis, and trading.
To be successful, you will have:
- A Top tier M.S./Ph.D. in a quantitative discipline (e.g. math, physics or engineering)
- Strong programming skills, experience with Python, C++ and data science tools
This is an outstanding opportunity to be a part of a global team, closely aligned with revenue generation.
Commodities and Global Markets (CGM) provides clients with an integrated, end-to-end offering across global markets including equities, fixed income, foreign exchange and commodities.
Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.
Macquarie is an equal opportunities employer and does not discriminate on the grounds of age, disability, sex, sexual orientation, gender reassignment, gender identity, marriage, civil partnership, pregnancy, maternity, race (including colour and ethnic or national origins), religion or belief.
Company
Working at Macquarie
We believe in providing a positive environment for all our staff that is innovative and inspiring. For our female staff, Macquarie’s senior leaders are actively involved in increasing the representation of females in management positions. In June 2014, we launched a mentoring programme for females, with the following two objectives:
- Address female retention rates at Senior Manager level and improve our diverse pipeline of talent;
- Engage female Senior Managers by providing tools and support around their personal development;
The programme pairs up Senior Managers with Directors, who meet on a monthly basis, and are supported by active group sessions (bi-monthly) with an external facilitator.
We select some of the brightest minds to help us in solving complex challenges for our clients. We recognise that recruiting talent from varied backgrounds is essential to improving our understanding of the marketplace, and enhancing creativity and problem-solving capabilities in our businesses.
Because of this, our commitment to you is to create a diverse and inclusive workplace regardless of age, gender, sexual orientation, gender identity, ethnicity or cultural background.
We make this commitment not only because it is the right thing to do but it opens up a world of opportunity, securing the future of our people, our success and our business
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