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Senior linear rates quant hedge fund (10 years experience)

London
Permanent
Anson Mccade
Posted: 10h ago
Offer description

A leading global hedge fund is seeking an experienced Linear Rates Quantitative Analyst to join its front-office fixed income team. This is a high-impact role suited to a seasoned professional with a deep understanding of interest rate markets, particularly across linear OTC products, bond curve construction, and relative value analytics. Key Responsibilities: Design and maintain high-quality OTC interest rate curve-building frameworks, including multi-currency and collateral-aware curves. Develop and enhance bond curve models, including government bond and swap curves, for pricing and risk analytics. Drive relative value analytics across the sovereign and swap space, contributing to idea generation and trade structuring. Provide quantitative support to portfolio managers and traders by delivering bespoke analytics and tools for pricing, scenario analysis, and risk management. Collaborate with technology and data teams to ensure robust, scalable implementation of models and analytics in production environments. Required Experience: Minimum of 10 years experience in front-office quant roles within top-tier banks, hedge funds, or asset managers. Strong background in linear interest rate products : government bonds, interest rate swaps, futures, and related derivatives. Proven track record in curve building for both OTC and bond markets, including handling of collateral and funding complexities. Expertise in fixed income relative value strategies, particularly across developed markets. Proficient in Python and/or C++, with experience delivering production-quality analytics and tools. Solid understanding of risk-neutral pricing, term structure modeling, and numerical techniques. Preferred Qualifications: Advanced degree (PhD or MSc) in a quantitative discipline such as Financial Engineering, Mathematics, Physics, or related field. Strong communication skills and ability to collaborate effectively across trading, quant, and tech teams. Experience working within a systematic or discretionary macro trading environment is a plus.

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