Lead Quantitative Developer

Lead Quantitative Developer (C++) – Build the Future of Macro Trading Analytics

(Base Salaries: Up to £250,000)

I’m hiring for a globally renowned hedge fund that’s currently undertaking one of the most ambitious macro trading system rebuilds in the industry.

This is a hands-on Lead Quantitative Developer role at the core of a strategic overhaul—completely re-engineering the firm’s macro analytics platform into a cloud-native, distributed compute system, leveraging C++17 (soon C++20), Python, Docker, and Kubernetes.

You’ll sit at the intersection of technology and front-office macro trading, owning the delivery of real-time analytics and Monte Carlo simulations across a range of Rates and FX products. The platform you’ll help shape is designed to be cross-platform, distributed, and robust—running both in containers and on trader desktops.

Your Impact:

• Deliver core components powering macro strategy across Rates and FX.
• Lead the design and deployment of cross-platform C++ analytics.
• Partner with quant researchers to translate mathematical models into production-ready tools.
• Influence architectural decisions across cloud-native and on-prem infrastructure.

Requirements:

• Extensive experience with modern C++ (C++17/C++20), and 3+ years working on large-scale codebases.
• Strong Python skills for orchestration and integration.
• Prior experience in high-performance computing or distributed systems (finance, gaming, HPC, etc.).
• Must come from a Macro trading background (i.e Rates, FX or Commodities).
• Leadership capabilities—mentoring, guiding, and getting hands dirty when needed.
• Scientific mindset—comfortable with linear algebra, probability, optimization.

Please contact daniel.mclagan@stanfordblack.com for more information.

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