Software Engineer, Macro Quant Analytics

🔒 Confidential Employer
Posted 24 March 2026
LOCATION
London
TYPE
Full-time
LEVEL
Mid-Senior level
CATEGORY
Technology
This employer holds a UK Home Office sponsor license — sponsorship for this specific role is at the employer’s discretion

SKILLS

C++ Python IR and FX pricing models Linux Windows Excel add-ins Multithreaded systems Communication skills

FULL DESCRIPTION

Software Engineer, Macro Quant Analytics

As part of our Macro Technology team, you will work with and learn from seasoned experts to support a complex global business. Specifically, you will: Help build a new core analytics library and downstream tools that help various parts of the business price and analyze the risk of the macro business including IR, FX, credit, commodity, equity, and mortgage securities. Write code in python and Modern C++ to help build and extend the library to support new asset classes and pricing models. Help write systems and tools on top of that library including APIs and an Excel add-in. Collaborate with quants, traders, and other developers to understand requirements and deliver solutions that meet business needs. Follow a robust SDLC process that includes code coverage requirements, code review, monitoring, and support. Participate in code reviews, testing, and debugging to ensure high-quality software delivery. Contribute your ideas to team discussions on data modeling, software design, and more.

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