Quant & Data Science

Quant Analyst - Hedge Fund - Rates - C++

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  • Sector:

    Quant & Data Science

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  • Salary:

    £150000 - £220000 per annum + Bonus & Benefits

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A global Hedge Fund, renowned for their innovative approach to finance and investment, are currently seeking an experienced Quantitative Analyst to spearhead a greenfield project within their Rates business.

You will play a pivotal role in developing and implementing quantitative strategies within interest rate derivatives, laying the foundation for expanding into other asset classes, including Equities, FX, and Commodities. This is a high-impact role for a subject matter expert looking to take their career to the next level.

Key Responsibilities:

  • Utilise your expertise in volatility trading and curve building to develop and enhance quantitative trading strategies within interest rate derivatives.
  • Conduct in-depth quantitative analysis and research to identify trading opportunities and mitigate risks.
  • Collaborate with cross-functional teams to optimise trading systems and strategies.
  • Play a crucial role in the development of quantitative models and tools.
  • Contribute to the expansion of quantitative strategies into other asset classes

Key Requirements:

  • Proven experience as a Quant Analyst with expertise in Interest Rate Derivatives.
  • Strong programming skills in languages such as C++, Python or R.
  • Excellent quantitative modeling and analytical abilities.
  • A deep understanding of volatility trading, curve building, and quant analytics.
  • Effective communication skills and the ability to collaborate with cross-functional teams.