Quantitative Analyst - Linear Rates
Location: London
Experience: 5+ years
Overview:
A leading global hedge fund is seeking an experienced Quantitative Researcher to join its Rates Investment team. This role focuses on linear and short-term interest rate (STIR) products, developing advanced pricing models, trading tools, and risk analytics that directly support investment strategies.
Key Responsibilities:
- Design, implement, and maintain pricing models and risk tools for linear rates and STIR products.
- Develop systematic analytics and trading tools to identify relative value opportunities.
- Work across the full lifecycle of quant projects: from problem definition and mathematical modelling to data sourcing and production implementation.
- Partner closely with traders and portfolio managers to deliver innovative, high-impact solutions.
What We're Looking For:
- Strong academic background: 2:1 or above in Mathematics, Physics, Computer Science, Engineering, or related field from a top global university (MSc/PhD required).
- 5+ years' experience in a quantitative role within financial services, with significant exposure to Rates (linear/STIR).
- Excellent mathematical intuition and deep understanding of derivatives pricing and risk.
- Strong programming skills in Python and at least one object-oriented language (C++, Java, or C#).
- Experience with data analysis and statistical modelling; familiarity with machine learning is a plus.
- Ability to work independently and thrive in a collaborative, high-performance environment.
Why Apply?
- Direct impact on PnL through cutting-edge research and model development.
- Collaborative culture with strong emphasis on innovation and technical excellence.
- Competitive compensation and performance-based rewards.
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