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Quantitative Developer - Quantitative Investment Strategies

Employer
Macquarie
Location
London (Central), London (Greater)
Salary
Competitive
Closing date
20 Jan 2020

Job Details

We are looking for a junior quant passionate about technology to join our Quant Strat team in London and work closely with the Quantitative Investment Strategy trading desk.

The Quant Strat team applies specialist methods from mathematics, science and engineering to generate revenue. The focus is derivative valuation and risk, automated trading and execution, data-driven decision-making, and pushing new areas of growth.

Working on the trading floor, you will maintain and develop cutting edge trading, pricing and multi assets risk management platforms.

You Will Have

  • Commercial experience in Python, C++ or another OO environment.
  • A Top tier Ms/PhD in a quantitative discipline (e.g. math, physics, computer science)
  • Proficiency with a range of open source frameworks and development tools e.g. Numpy, Pandas, Pyramid, etc...
  • Experience with volatility derivatives pricing and modelling (e.g. Variance products, volatility indexes).
  • Strong problem-solving skills.

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

View our Top Employer Profile

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