We are working with an elite hedge fund who are looking to add a fixed income quant analyst to their team in London. They are looking for a top tier candidate with strong knowledge of interest rate derivative modelling with strong communication skills and comfortable working alongside senior Portfolio Managers. This will suit a quant analyst with 2-5 years’ experience at a top tier bank/ hedge fund and outstanding academics.
This interest rate quant analyst role is with one of the most attractive hedge funds in London for quants. The role will be very broad and include significant amounts of greenfield projects. The day to day role will include model development/research, application development and pricing/risk work.
The group work in largely C# and Python, whilst expertise in these languages is a definite plus, if you can demonstrate excellent programming skills in another language you will be considered (and if you are happy to get up to speed with C#/Python).
- Designing and testing quantitative models/products – including analysing and evaluating iterations and identifying areas to improve.
- Working directly alongside traders/Portfolio Managers including to identify risks in portfolio, scenario/benchmark analysis and assessing model behaviour
- Designing new technological applications to support the linear rates trading desk and risk management of the desk.
- Top tier Education – specifically a PhD or MSc from a global renowned (top 10) University in a highly quantitative subject (Maths, Stats, Physics, Computer Science etc)
- Bond/Swap Curve Construction expertise.
- 2-5 years working experience as a quantitative analyst at a top tier hedge fund or investment bank
- Deep knowledge and practical experience working with rates financial products (i.e. yield curve construction)
- Excellent programming skills required (C#/Python a plus)
- Strong communication skills both in person and in writing
This is a unique opportunity to join a top hedge fund in an environment that allows for skillset develop (supportive senior colleagues) and excellent chances for owning responsibilities and associated career progression.