Quantitative Developer - Quantitative Investment Strategies

London (Central), London (Greater)
20 Dec 2019
20 Jan 2020
Full Time
Contract Type

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.


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