Global Rates Quant Researcher - Pricing & Risk Analytics

Millennium Management; Greater London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A global hedge fund in Greater London is seeking a Quantitative Researcher to develop and maintain in-house pricing and risk libraries across various asset classes. The role involves close collaboration with Quants to deliver cutting-edge analytics tools. Ideal candidates will have a proven background in pricing models for Linear Rates and modern C++ programming, coupled with strong analytical and problem-solving capabilities. A detail-oriented mindset and solid communication skills are essential for success in this dynamic environment.

Qualifications

• Experience with pricing/valuation models for Linear Rates required.
• Knowledge of numerical methods like Monte Carlo preferred.
• Experience in supporting traders or portfolio managers.

Responsibilities

• Maintain and develop cross-asset pricing and risk library.
• Deliver pre-trade, pricing, and risk analytics tools.

Skills

Development of pricing/valuation models

Strong analytical skills

Problem solving capabilities

Strong communication skills

Tools

Modern C++

Job description

A global hedge fund in Greater London is seeking a Quantitative Researcher to develop and maintain in-house pricing and risk libraries across various asset classes. The role involves close collaboration with Quants to deliver cutting-edge analytics tools. Ideal candidates will have a proven background in pricing models for Linear Rates and modern C++ programming, coupled with strong analytical and problem-solving capabilities. A detail-oriented mindset and solid communication skills are essential for success in this dynamic environment.