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This interest rate quant analyst role is with one of the most attractive hedge funds in London for quants. The role will be very broad and include significant amounts of greenfield projects. The day to day role will include model development/research, application development and pricing/risk work. This will suit an associate / AVP level quant from a top tier Investment Bank or leading hedge fund. Outstanding quants from asset classes other than interest rates will be considered.
Designing new technological applications to support the linear rates trading desk and risk management of the desk.
Designing and testing quantitative models/products – including analysing and evaluating iterations and identifying areas to improve.
Working directly alongside traders including to identify risks in portfolio, scenario/benchmark analysis and assessing model behaviour
Working with CRO to build the risk engine from a quantitative perspective (note this role reports to head of quant analytics, not to CRO)
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)
Bond Curve Construction expertise.
VaR modelling skills
2-5 years working experience as a quantitative analyst 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 programming skills required (C#/Python a plus)
Strong communication skills both in person and in writing
This is a unique opportunity to join a top hedge fund in an environment that allows for skillset develop (supportive senior colleagues) and excellent chances for owning responsibilities and associated career progression.
Apologies for advertising anonymously but we are so busy we can only respond to highly qualified candidates. If you are a professional with a significant background within quantitative analytics and would like to discuss your career with a specialist headhunter then please register your interest by sending through your CV or just a quick email outlining your background and we'll be in touch!
Internal Number: 5617849
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