Curve Architect: Linear Rates Quant Analyst in London

Camber Morris - Quantitative Talent; Greater London; On-site; GBP 120,000 - 210,000; Full time

Job summary

Camber Morris - Quantitative Talent in London is seeking a dedicated Linear Rates Quantitative Analyst to align pricing architectures with live market execution. You will design yield curves, calibrate multi-curve frameworks, and deliver production-grade code for a multi-strategy hedge fund environment.

The role requires deep expertise in linear rates, pricing libraries, and risk-aware portfolio construction, with strong Python/C++ programming skills.

Qualifications

• Experience in quantitative research or desk quant analytics.
• Expertise in linear rates modelling and term structure models.
• Proficiency in C++ and Python (NumPy, SciPy, Pandas).
• In-depth understanding of linear rates relative value trading and hedge fund portfolios.

Responsibilities

• Design, calibrate, and implement yield curve construction and multi-curve discounting frameworks.
• Develop, test, and maintain quantitative pricing libraries and backtesting suites.
• Build high-performance tools for evaluating swaps, cross-currency swaps, and government bonds.
• Ensure deployment of pricing models within live trading and risk infrastructure.

Skills

Quantitative analysis

C++ programming

Python programming

Fixed income knowledge

Tools

NumPy

SciPy

Pandas

Job description

Camber Morris - Quantitative Talent in London is seeking a dedicated Linear Rates Quantitative Analyst to align pricing architectures with live market execution. You will design yield curves, calibrate multi-curve frameworks, and deliver production-grade code for a multi-strategy hedge fund environment.

The role requires deep expertise in linear rates, pricing libraries, and risk-aware portfolio construction, with strong Python/C++ programming skills.