Lead Quant Analyst - Rates Derivatives, Mentoring & Hybrid

Tempest Vane Partners; Greater London; Hybrid; GBP 120,000 - 170,000; Full time

Benefits offered by this job

Pension contribution

Health insurance

Life insurance

26 days holiday

Hybrid working

Job summary

Tempest Vane Partners seeks a Lead Quantitative Analyst to head Pricing and Modelling for Interest Rate Derivatives within Global Quant Analytics & Development. You will manage a team of mid-level and junior quants and work closely with Portfolio Managers and front office stakeholders across major hedge funds and asset managers.

The role requires hands-on development in C++ and Python, leadership experience, and a client-facing focus to deliver robust analytics and tools across Rates, FX,

Qualifications

• 8+ years of experience as a Quantitative Analyst in top-tier banks, hedge funds, or asset managers.
• Deep knowledge of Interest Rate Derivatives: Linear and Non-Linear products (Bonds, Swaps, Curves, Inflation, Options, Swaptions, Caps, Floors).
• Strong C++ development ability is essential; Python is highly beneficial.
• Experience supporting live production environments and models; leadership/mentoring experience is advantageous.

Responsibilities

• Lead a team of 6/7 quants across pricing and modelling for Rates products.
• Interface with Portfolio Managers and front office stakeholders across hedge funds and asset managers.
• Develop and enhance pricing models and analytics in the core Quant Analytics library (C++).
• Develop and enhance trading tools used by clients (Python).
• Provide ongoing client support across asset classes and maintain BAU systems.

Skills

Team leadership

Pricing & modelling

Client facing

Quantitative analytics

Tools

C++

Python

Job description

Tempest Vane Partners seeks a Lead Quantitative Analyst to head Pricing and Modelling for Interest Rate Derivatives within Global Quant Analytics & Development. You will manage a team of mid-level and junior quants and work closely with Portfolio Managers and front office stakeholders across major hedge funds and asset managers.

The role requires hands-on development in C++ and Python, leadership experience, and a client-facing focus to deliver robust analytics and tools across Rates, FX,