Quantitative Researcher, Rates Derivatives
We are partnered with a leading multi-manager investment platform, is seeking a Quantitative Researcher to join a front-office team focused on rates derivatives and macro markets.
Working directly alongside portfolio managers, this individual will be responsible for developing pricing models, volatility analytics, and research tools that support investment decisions across global markets. The role offers significant ownership and exposure to the full investment lifecycle, from idea generation and research through implementation and risk management.
Responsibilities
- Develop and enhance pricing, risk, and volatility models across rates derivative products
- Build quantitative analytics and research infrastructure used by portfolio managers to evaluate opportunities and manage risk
- Conduct research into volatility dynamics, market structure, and relative value opportunities across global rates markets
- Partner closely with investors on trade analysis, portfolio construction, and investment research
- Deliver robust, production-quality code and modelling frameworks in a live trading environment
Qualifications
- 5+ years of quantitative research, quantitative development, or front-office modelling experience
- Strong understanding of interest rate derivatives and volatility modelling
- Advanced programming skills in Python and/or C++
- Experience building pricing models and analytics within a trading or investment environment
- Advanced degree in Mathematics, Physics, Statistics, Engineering, Computer Science, or a related quantitative field
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