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Senior quantitative analyst - rates

Slough
Alexander Chapman
Quantitative analyst
Posted: 11h ago
Offer 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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