Quant Developer/Software Engineer, Rates - Hedge Fund - London
* Sell-side or buy-side experience welcome
* 2-5 years of relevant experience with at least one year in Rates
* Strong programming skills, top academic institutes
* Open budget with very strong first year TC potential
I’m working with a high-performing hedge fund building out its front-office quant platform, and they are looking for a Quant Developer with strong Rates experience to join a lean, high-impact team.
This is a hands-on role sitting close to traders, focused on building production-grade analytics and pricing infrastructure across interest rate products.
The Role
* Develop and maintain rates analytics and pricing libraries used directly by the trading desk
* Work on yield curve construction (OIS/SOFR) and swaps modelling
* Build robust, scalable systems for risk and valuation
* Collaborate closely with traders and quants in a front-office environment
What They’re Looking For
* 2–5 years’ experience in a quant developer / rates quant role
* Strong exposure to interest rate products (swaps, curves, rates modelling)
* Solid programming skills in Python (C++ is a plus)
* Background from a sell-side rates desk or relevant buy-side team
* Strong academic background – top-tier university (Maths, CS, Physics, or similar)
Why Join
* Direct impact on trading decisions – not a pure research role
* Lean, high-calibre team with strong technical standards
* Exposure to real-time trading systems and production models
* Significant scope for ownership and progression