
Posted 2 days ago
Quantitative Developer/Model Validator
MarexQuantitative Developer/Model Validator
Requirements
Strong C++ and Python programming, Ability to challenge production-quality C++ code, Familiarity with statistical arbitrage and systematic trading, Experience in quantitative model implementation review, Proficiency in LaTeX, Master's or PhD in Maths, Physics, Engineering, or related field
Skills
C#PythonMachine Learning
About the role
Responsibilities
- Perform independent validation of algorithmic trading models, pricing models, and risk engines, focusing on methodology, implementation, and controls.
- Review and challenge production-quality C++ code to identify implementation weaknesses and ensure consistency with documented methodology.
- Analyse and validate systematic trading strategies, including statistical arbitrage, relative-value, and model-driven execution logic.
- Assess model assumptions, inputs, parameterisation, calibration, and governance arrangements.
- Support validation testing using Python, including benchmark analysis, sensitivity analysis, and scenario testing.
- Manage datasets for validation work, including data extraction, cleansing, and integrity checks.
- Produce high-quality technical validation documentation using LaTeX.
- Support the development of validation tooling and data workflows to improve review efficiency.
Requirements
- Strong programming capability in C++ and Python.
- Proven ability to read, understand, and challenge production-quality C++ code used in quantitative models.
- Familiarity with statistical arbitrage and systematic trading (factor models, mean-reversion, execution modelling).
- Experience reviewing quantitative model implementation and testing logic in software-heavy environments.
- Proficiency in creating well-structured technical documents using LaTeX.
- Ability to extract, link, and analyse data from multiple sources while performing integrity checks.
- Master’s degree or PhD in Mathematics, Physics, Engineering, Quantitative Finance, Computer Science, or a related field.
Preferred Qualifications
- Experience developing quantitative trading systems in C++.
- Familiarity with market microstructure and order-driven trading systems.
- Exposure to AI/ML applications in trading or risk management.
- Experience with front-office quantitative libraries or production pricing/risk engines.
- Strong grounding in stochastic processes, numerical methods, and computational finance.
About the Company
Marex Group plc is a diversified global financial services platform providing essential liquidity, market access, and infrastructure services across energy, commodities, and financial markets. With over 40 offices worldwide and more than 2,300 employees, the group provides comprehensive coverage across clearing, agency and execution, market making, and hedging and investment solutions.
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Marex · London
