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Senior Quantitative Analyst - Rates

Senior Quantitative Analyst - Rates

Alexander ChapmanLondon, ENG, UK
16 days ago
Job type
  • Full-time
Job description

Job Description

We are partnering with a Tier-1 hedge fund seeking a talented Quantitative Analyst. This position focuses on developing and maintaining trading infrastructure, working closely with portfolio managers and quant researchers. If you have a solid technical foundation, hands-on experience with quantitative trading platforms, and excel in dynamic environments, we’d like to connect with you.

Key Responsibilities :

  • Build and support pricing models across products traded within the macro business
  • Build processes for real-time P&L and risk calculations used by portfolio managers
  • Assist PMs and analysts in creating customized tools utilizing proprietary analytics
  • Construct and implement macroeconomic data series for analytical and back-testing purposes

Qualifications :

  • Master’s / PhD in Mathematics, Physics, Engineering, or Computational Finance
  • Proficient in Python and C++, with a focus on writing clean, production-quality code
  • Prior experience with interest rate swaps, options, fixed income futures, and FX; familiarity with pricing / risk libraries for live and historical analytics
  • Strong grasp of statistics, particularly time series analysis and regression techniques
  • Highly organized, with the ability to clearly present findings and iterate with PMs as needed
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    Senior Quantitative Analyst - Rates • London, ENG, UK