Mayfair Fund Hiring Quant Developers / Python/ C++

Role:

• Development and maintenance of the in-house C++ pricing libraries
• Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques.
• Development and maintenance of multi-threaded servers for delivering data to users.
• Design, develop, test, and deploy elegant software solutions for automated trading systems.
• Design and build out model framework and signal research tools.
• Implement new signals and assets.
• Build execution and portfolio construction tools.
• Build tools and applications required by traders.

You will work closely with the traders, quantitative analysts, compliance, and technology teams to provide innovative solutions with a focus on highly scalable systems. You will see your ideas and hard work used by experienced traders across a diverse range of instruments and markets.

Requirements:

• Excellent knowledge of both Python and C++.
• Experience with QuantLib library will be a major advantage for any candidate.
• Knowledge of fixed income and FX derivatives instruments and models will also be sought and interviews will centre around these areas.
• Strong foundational knowledge of computer science, mathematics & statistics.
• Financial experience/knowledge is a strong plus.
• Ideally you will have a Masters / PhD in a technical discipline (Computer Science, Engineering, Mathematics, Physics)
• A demonstrated track record in risk, quantitative or trading systems development.

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