Interest Rate Derivatives Quantitative Developer, Fixed Income Hedge Fund, London Interest Rate Derivatives Quantitative Developer,  …

Non-disclosed
in London, England, United Kingdom
Permanent, Full time
Last application, 30 Mar 20
Competitive base, Strong Bonus potential
Non-disclosed
in London, England, United Kingdom
Permanent, Full time
Last application, 30 Mar 20
Competitive base, Strong Bonus potential
We are working with a fixed income hedge fund in London who are looking to hire a mid-level Quant Developer who has strong interest rate derivative knowledge and C# programming skills. This hire will focus on a range of greenfield projects and report into the CTO. The fund is looking to build on sustained success and have ambitious plans to grow the team. The role will involve working on a range of projects simultaneously across different business areas (largely trading, quant analytics and risk). This will suit a pragmatic quantitative developer who enjoys working in a collegiate environment.

This position is with a high performing fixed income fund in London. The catalyst for the hire is growth due to consistent strong performance. They are looking to grow their development team including hiring a quant developer. The development team support the entire business giving a variety to the projects you will be working on. 

The role will involve working independently and directly with end users to develop requirements and deliver accordingly. Realistically, the successful candidate will have at least 4-5 years’ experience in a relevant role. Due to the quantitative nature of the work it is important for the candidate to have strong understanding of interest rate derivatives (especially curve construction). Due to the plans for growth, there are a range of projects to be worked on, so there is a degree of flexibility to nuances of the hire.  

In terms of characteristics the fund hires are high performing self-starters with low ego and the ability to be pragmatic in their approach to work. There is significant exposure to working with a range of stakeholders across the business (including PMs), so strong communication skills are essential. 

This is an excellent opportunity to join a highly successful and very collegiate fund with a progressive and positive working culture. 

Requirements:

  • At least 5 years in quantitative development 
  • Working experience with C# 
  • Knowledge and working experience with interest rate derivatives
  • Strong academic background in Computational Focused subjects, ideally to master’s level.  
  • Experience in greenfield buildouts and prior buyside exposure would be advantageous
  • Positive, can-do pragmatic attitude

 

 

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