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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. The PMs trade highlyÂ liquid interest rate products and the quants apply machine learning and highly advanced statistical analysis in a range of ways. The successful candidate is likely to combine excellent statistical knowledge with a pragmatic and adaptable mindset, demonstrating an ability to pick things up quickly and enjoy working in a dynamic working environment.Â
The group work in largely C# and Python, whilst expertise in these languages is a definite plus, if you can demonstrate excellent programming skills in another language you will be considered (and if you are happy to get up to speed with C#/Python).
Designing and testing quantitative models/products â€" including analysing and evaluating iterations and identifying areas to improve.
Working directly alongside 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 â€" specifically a PhD or MSc from a global renowned (top 10) University in a highly quantitative subject (Maths, Stats, Physics, Computer Science etc)
Applied knowledge of advanced statistical theory
Strong understanding of machine learning methodsÂ
Bond/Swap Curve Construction expertise.
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)
Experience withÂ Kubernetes and cloud services wouldÂ be advantageous
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.
Internal Number: 11245112
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