Interest Rates Quant Analyst ( Vol/ Exotics)

We are working with a Macro Fixed Income Hedge Fund in London, looking to hire an experienced Exotic Rates Quant Analyst. This is not a platform hedge fund, nor covered by several recruiters. They are a high performing group that enjoys a strong track record and low staff turnover. The fund takes a collaborative, research/analysis driven approach across the investment process making this a significant and highly prominent role for their growth and success. Their focus can be described as bottom-up macro, predominantly concentrated on interest rate markets as well as FX and Commodities.

As part of their growth, they are looking for an Exotic Rates Quant to build and own the pricing and risk analytics for a wide range of exotic options. The initial focus will be exotic pay offs within rates but there is scope for the mandate to expand into hybrids/other asset classes. This role reports directly to the CIO and will involve working closely with the quant team. As with any role in a smaller set up, you will have a wide range of responsibilities, including, but not be limited to, maintaining and updating existing vanilla rates analytics as required (in C++). This is a broad role that will support the business (not just working with the PMs) and will involve working in an exciting and dynamic environment that requires adaptability and pragmatism.

The fund is looking for an experienced Quant, who will have the confidence to lead and take ownerships of projects. In terms of characteristics, they are looking for high performing self-starters with low ego and the ability to be pragmatic in their approach to work. This is an excellent opportunity to join a highly successful team with a collaborative culture in a role with significant exposure to the business.

Requirements:

• Strong academics, preferably with a background in Financial Mathematics.
• 3-8 years of experience as a quant (ideally with a focus on interest rate exotics).
• Proficiency in C++ and Python. Preferably some familiarity with QuantLib.
• Ability to both take ownership on independent projects and work collaboratively.
• Fixed income experience.

Due to demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss.

We can only respond to highly qualified candidates.