Role Overview

We are in the process of completely redeveloping our macro trading and analytics system to deliver a state-of-the-art solution. This involves C++ components running on server, alongside a suite of applications operating on Windows desktops and within Excel. We are seeking for experienced Quantitative Developer who is adept at writing high-performance Monte Carlo simulation code, distributing data flows and calculations, and deploy cross-platform C++ components into containers running on Linux and/or Windows desktops.

As the Quantitative Developer, you will be part of highly skilled team of developers and contribute to shape a future of the library. You will work closely with researchers developing pricing models and associated analytics, understanding complex problems such as distributing large simulations across multiple SIMD/AVX-enabled machines. You will collaborate on solutions with researchers and portfolio management teams to deliver high-value features as part of our strategic solution.

Qualifications & Requirements
• Education: PhD/MSc/BSc in a scientific discipline (e.g., physics, mathematics, electrical engineering, computer science, or similar).

• Programming Skills:
• Expert in C++ (C++17, with plans to move to C++20).
• At least 3 years of experience working on large codebases, preferably in a quantitative setting (e.g., finance, gaming, industrial automation, machine learning, astrophysics).
• Proficiency in Python for wrapping C++ analytics for Jupyter or web portals, and orchestrating components.
• Experience with delivering complex analytics code into Excel (e.g., xll, Microsoft VSTO, Excel DNA).

• Technological Interests:
• Willingness to explore and learn new technologies beneficial to the team.
• Bonus: Experience with C#/.NET, functional programming languages, distributed direct acyclic graphs, message queues, SQL and NoSQL databases.
• Mathematical Skills: Comfortable with matrices, linear algebra, basic probability and statistics, optimization, and derivatives.
• Finance Knowledge: Experience or willingness to learn about Interest Rates or FX products.

• Personal Attributes:
• Self-starter with motivation and discipline.
• Ability to work independently and as part of a team.
• Excellent problem-solving skills and ability to think on your feet.
• Effective communication skills for interacting with experts in other fields.