FX Quantitative Researcher- Global Investment Management

Oxford Knight
London
2 weeks ago
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My client is an institutional investment firm, founded in 2001, dedicated to delivering consistent, uncorrelated absolute returns in all market environments. A growing firm, they understand that maintaining a culture where people are energized to come to work is paramount to success. Their team is motivated to perform each and every day.


The Macro Technology Team is seeking a FX Quantitative Researcher.


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

  1. Expert C++ programmer: this firm uses C++17 and would like to move to C++20, coupled with the ability to produce well-engineered code.
  2. At least 3 years' experience working in a team on a large codebase, ideally in a quantitative setting, e.g. finance, gaming, industrial automation, machine learning, astrophysics.
  3. Interest and expertise in Python; they use Python to wrap the C++ analytics for Jupyter or web portals, orchestrate the 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.
  4. Interest in cloud technologies, particularly Docker and Kubernetes, along with a willingness to explore and learn new technologies that will benefit the team.
  5. Interest or experience in other languages or technologies is a bonus, e.g. C# / .net, functional programming languages, distributed direct acyclic graphs, message queues, SQL and NoSQL databases, etc.
  6. Mathematics to at least UK A-level standard: you should be comfortable with matrices, linear algebra, basic probability and statistics, optimization, and derivatives. If you don't write this kind of code yourself, you will be working with colleagues who do.
  7. Experience in finance, specifically knowledge of Interest Rates or FX products.


Contact
If this sounds like you, or you'd like more information, please get in touch:


George Hutchinson-Binks

(+44)
linkedin.com/in/george-hutchinson-binks-a62a69252

#J-18808-Ljbffr

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