C++, Python, Equity Volatility, Macro, Pricing Models, Quant ResearchMcGregor Boyall are partnered with a leading hedge fund expanding their Macro Trading Team which a focus on Equity Volatility.The role centers on developing sophisticated local and stochastic volatility implementations while spearheading their C++17 to C++20 modernization initiative. You'd be building real-time P&L attribution systems and risk engines that directly support portfolio managers trading complex equity derivatives and volatility indices.Blend of cutting-edge quantitative research with production-grade engineering - you'd be designing macro time series frameworks for backtesting while implementing calibration algorithms for exotic products.This role requires 4 days onsite in Central London.Required Skills:- Excellent C++ programming skills - you will be working on modern versions of the language producing clean code- Strong Python programming ability- Prior experience as a quant developer/ researcher working at either a leading Investment Bank or Hedge Fund- Expert-level understanding of Equity Options/ Volatility IndexNice to have:- Masters degree or higher- Listed and OTC markets experience- Currently working in a team covering Macro tradingMcGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
