About Marex Marex Group plc (NASDAQ: MRX) is a diversified global financial services platform providing essential liquidity, market access and infrastructure services to clients across energy, commodities and financial markets. The group provides comprehensive breadth and depth of coverage across four core services: clearing, agency and execution, market making, and hedging and investment solutions. It has a leading franchise in many major metals, energy and agricultural products, with access to 60 exchanges. The group provides access to the world’s major commodity markets, covering a broad range of clients that include some of the largest commodity producers, consumers and traders, banks, hedge funds and asset managers. With more than 40 offices worldwide, the group has over 2,300 employees across Europe, Asia and the Americas. For more information visit https://www.marex.com/ The Quantitative Developer / Model Validator will support the independent validation and review of algorithmic trading models, pricing and risk engines, and related quantitative tools across the firm. A core part of the role will involve reading, understanding, and challenging production-quality C++ implementation of quantitative trading models and related analytics libraries. The role is particularly relevant for systematic and algorithmic trading strategies, including statistical arbitrage and model-driven trading logic, and requires the ability to bridge quantitative analysis with implementation review, data analysis, and software-oriented validation work. Responsibilities: • Perform independent validation of algorithmic trading models, pricing models, and risk engines, with particular focus on methodology, implementation, controls, and intended use. • Review and challenge model implementation in C++, including ability to understand core logic, identify implementation weaknesses, and assess whether code behaviour is consistent 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, limitations, monitoring, and governance arrangements. • Support validation testing using Python and other tools, including benchmark analysis, sensitivity analysis, scenario testing, and out-of-sample review where relevant. • Work with datasets used in model development and validation, including data extraction, cleansing, integrity checks, and preparation of evidence for validation work. • Contribute to validation of software-heavy quantitative tools and front-office analytics libraries, including review of implementation evidence, model changes, and production behaviour. • Produce clear and high-quality validation documentation, including technical write-ups in LaTeX where appropriate. • Support development of validation tooling, testing utilities, and data workflows that improve the efficiency and repeatability of model review. Skills & Experience: Essential • Strong programming capability in C++ and Python. • Ability to read, understand, and challenge production-quality C++ code used in quantitative models and trading systems. • Statistical arbitrage / systematic trading familiarity (factor models, mean-reversion signals, execution/TC modelling, drawdown/regime risk). • Experience reviewing quantitative model implementation, testing logic, and identifying implementation weaknesses in software-heavy environments. • Professional in creating well-structured documents using scientific typesetting software i.e. LaTeX etc. • Ability to obtain data from multiple sources, link and analyse the information, perform data integrity checks. • Master’s degree/PhD in Maths, Physics, Engineering, Quantitative Finance, Computer Science, Financial Economics, Econometrics or any related field (or equivalent qualification or experience). Desirable • Experience developing quantitative trading systems in C++. • Familiarity with order-driven trading systems, market microstructure, and execution workflows. • AI/ML exposure for trading/risk (e.g., tree-based models, regularisation, neural nets, time-series ML), including awareness of validation pitfalls (leakage, drift, reproducibility). • Exposure to front-office quantitative libraries or production pricing / risk engines. • Good grounding in stochastic processes, numerical methods, computational finance, and quantitative risk management. • Software development mindset with interest in building tools, improving testing processes, and supporting model validation through technical infrastructure. If you’re forging a career in this area and are looking for your next step, get in touch! Marex is fully committed to being an inclusive employer and providing an inclusive and accessible recruitment process for all. We will provide reasonable adjustments to remove any disadvantage to you being considered for this role. We value the differences that a diverse workforce brings to the company. We welcome applications from candidates returning to the workforce. Also, Marex is committed to avoiding circumstances in which the appearance or possibility of conflicts of interest may exist within the hiring process. If you would like to receive any information in a different way or would like us to do anything differently to help you, please include it in your application. #LI-MH1