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Interest Rate Derivative Quant, Hedge Fund, London

Finance Network
London, United Kingdom
Competitive base, Strong Bonus potential
Closing date
Oct 2, 2022

View more

Job Function
Hedge Funds
Industry Sector
Finance - General
Employment Type
Full Time
This role will be as a quant working with a fixed income team that trade a range of linear interest rate derivative products. The role is best described as being a holistic hedge fund quant analyst role, as there will be multiple facets to the role (from building and deploying new models through to working with traders/PMs on specific issues in their portfolio along with building tools etc). The successful candidate will have both strong modelling and programming skills who has the ability and appetite to 'get things done' in a pragmatic and commercial way. The team are open minded on the candidates specific programming skills but do a lot of their work in Python and C#. This role will be working closely with Portfolio Managers and Traders, so experience working in a front office environment is essential. Experience with interest rate derivative modelling is required but can be from a multi-asset background.

In terms of characteristics the fund hires are high performing self-starters with low ego and the ability to be pragmatic in their approach to work. There is significant exposure to working with a range of stakeholders across the business (including senior PMs), so strong communication skills are essential. Due to the plans for growth, there are a range of projects to be worked on, so there is a degree of flexibility to nuances of the hire.

This is an excellent opportunity to join a highly successful and very collegiate fund with a progressive and positive working culture. The role involves highly interesting work as part of one of the very best fixed income teams on the street.

  • Designing and testing quantitative models/products - including analysing and evaluating iterations and identifying areas to improve.
  • Working directly alongside Fixed Income traders/Portfolio Managers including to identify risks in portfolio, scenario/benchmark analysis and assessing model behaviour
  • Designing new technological applications to support the linear rates trading desk and risk management of the desk.

  • Top tier Education - specifically a PhD or MSc from a global renowned (top 10) University in a highly quantitative subject (Maths, Stats, Physics, Computer Science etc)
  • Working knowledge of derivative modelling, ideally with interest rate/fixed income focus.
  • 5 years plus working experience as a quantitative analyst or quant developer at a top tier hedge fund or investment bank
  • Deep knowledge and practical experience working with rates financial products (i.e. yield curve construction)
  • Excellent Object Oriented programming skills (C#, C++, Java etc)
  • Strong communication skills both in person and in writing
  • Experience in greenfield buildouts and prior buyside exposure would be advantageous
  • Positive, can-do pragmatic attitude and team mindset

Due to demand we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss.

We can only respond to highly qualified candidates.

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