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:

• 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.
• 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.
• 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.
• They'd like to see interest in cloud technologies, in particular Docker, Kubernetes, but above all a willingness to pitch in and explore and learn new technologies that will benefit the team.
• Interest or experience in other languages or technologies a bonus, e.g. C# / .net, functional programming languages, distributed direct acyclic graphs, message queues, SQL and NoSQL databases, etc.
• Mathematics to at least UK A-level standard: you should be comfortable with matrices, linear algebra, basic probability and statistics, optimization, what a derivative is, etc. If you don't write this kind of code yourself, you will be working with colleagues who do.
• 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
george.hutchinson-binks@oxfordknight.co.uk
(+44) 07885 545220
linkedin.com/in/george-hutchinson-binks-a62a69252

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