Lead Quantitative Developer (C++) – Build the Future of Macro Trading Analytics
(Base Salaries: Up to £250,000)
I’m hiring for a globally renowned hedge fund that’s currently undertaking one of the most ambitious macro trading system rebuilds in the industry.
This is a hands-on Lead Quantitative Developer role at the core of a strategic overhaul—completely re-engineering the firm’s macro analytics platform into a cloud-native, distributed compute system, leveraging C++17 (soon C++20), Python, Docker, and Kubernetes.
You’ll sit at the intersection of technology and front-office macro trading, owning the delivery of real-time analytics and Monte Carlo simulations across a range of Rates and FX products. The platform you’ll help shape is designed to be cross-platform, distributed, and robust—running both in containers and on trader desktops.
Your Impact:
- Deliver core components powering macro strategy across Rates and FX.
- Lead the design and deployment of cross-platform C++ analytics.
- Partner with quant researchers to translate mathematical models into production-ready tools.
- Influence architectural decisions across cloud-native and on-prem infrastructure.
Requirements:
- Extensive experience with modern C++ (C++17/C++20), and 3+ years working on large-scale codebases.
- Strong Python skills for orchestration and integration.
- Prior experience in high-performance computing or distributed systems (finance, gaming, HPC, etc.).
- Must come from a Macro trading background (i.e Rates, FX or Commodities).
- Leadership capabilities—mentoring, guiding, and getting hands dirty when needed.
- Scientific mindset—comfortable with linear algebra, probability, optimization.
Please contact 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.
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