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Quantitative analyst - linear rates

London
Permanent
Quantitative analyst
Posted: 12 September
Offer description

Location: London Experience: 5 years Overview: A leading global hedge fund is seeking an experienced Quantitative Researcher to join its Rates Investment team. This role focuses on linear and short-term interest rate (STIR) products, developing advanced pricing models, trading tools, and risk analytics that directly support investment strategies. Key Responsibilities: Design, implement, and maintain pricing models and risk tools for linear rates and STIR products. Develop systematic analytics and trading tools to identify relative value opportunities. Work across the full lifecycle of quant projects: from problem definition and mathematical modelling to data sourcing and production implementation. Partner closely with traders and portfolio managers to deliver innovative, high-impact solutions. What We're Looking For: Strong academic background: 2:1 or above in Mathematics, Physics, Computer Science, Engineering, or related field from a top global university (MSc/PhD required). 5 years' experience in a quantitative role within financial services, with significant exposure to Rates (linear/STIR). Excellent mathematical intuition and deep understanding of derivatives pricing and risk. Strong programming skills in Python and at least one object-oriented language (C++, Java, or C#). Experience with data analysis and statistical modelling; familiarity with machine learning is a plus. Ability to work independently and thrive in a collaborative, high-performance environment. Why Apply? Direct impact on PnL through cutting-edge research and model development. Collaborative culture with strong emphasis on innovation and technical excellence. Competitive compensation and performance-based rewards.

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