Referment are partnering with a newly independent, highly sophisticated systematic proprietary trading business backed by one of the world’s most respected macro hedge fund platforms.
The team is looking to hire exceptional Quantitative Developers / Quant Researchers with strong rates exposure to join a growing front-office technology and modelling group in London.
We’re Particularly Interested In Candidates With Experience Across
* Basic rates analytics
* Constructing rates curves
* Swaps modelling
* Rates modelling / pricing infrastructure
* Python and/or C++ development in trading environments
Ideal Backgrounds Include
* 2–5 years of experience on the sellside or buyside
* At least 1 year of direct rates experience
* Strong academic pedigree, Oxbridge Maths, Computer Science, Physics or related quantitative disciplines preferred
* Also open to exceptional candidates from Imperial, Warwick, ETH, EPFL and leading European quantitative programme
This is an opportunity to join a high-calibre team at a pivotal stage of growth, with significant scope for ownership, impact, and upside as the business scales independently.
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