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.