Quantitative Developer

Quant Developer/Software Engineer, Rates - Hedge Fund - London

• Sell-side or buy-side experience welcome
• 2-5 years of relevant experience with at least one year in Rates
• Strong programming skills, top academic institutes
• Open budget with very strong first year TC potential

I’m working with a high-performing hedge fund building out its front-office quant platform, and they are looking for a Quant Developer with strong Rates experience to join a lean, high-impact team.

This is a hands-on role sitting close to traders, focused on building production-grade analytics and pricing infrastructure across interest rate products.

The Role

• Develop and maintain rates analytics and pricing libraries used directly by the trading desk
• Work on yield curve construction (OIS/SOFR) and swaps modelling
• Build robust, scalable systems for risk and valuation
• Collaborate closely with traders and quants in a front-office environment

What They’re Looking For

• 2–5 years’ experience in a quant developer / rates quant role
• Strong exposure to interest rate products (swaps, curves, rates modelling)
• Solid programming skills in Python (C++ is a plus)
• Background from a sell-side rates desk or relevant buy-side team
• Strong academic background – top-tier university (Maths, CS, Physics, or similar)

Why Join

• Direct impact on trading decisions – not a pure research role
• Lean, high-calibre team with strong technical standards
• Exposure to real-time trading systems and production models
• Significant scope for ownership and progression