Lead Quant Developer: Rates & FX Analytics

Huxley; Greater London; On-site; GBP 180,000 - 320,000; Full time

Job summary

Huxley is seeking a lead Quant in London to set the roadmap across Rates and FX, heading a top-tier quant development and modelling team. You will validate and productionize analytics, and drive platform programs from consolidation to modernization.

The role requires 15+ years in quantitative finance with leadership experience, strong C++ and Python skills, and a track record in FX and rates derivatives. On-site London with hybrid/multi-location team options offered.

Qualifications

• 15+ years in quantitative finance with extensive derivatives experience
• Proven leadership of large quant-developer groups at senior levels
• Deep experience in FX and rates derivatives, models and calibration
• Production C++ at library scale; Python for research and orchestration
• Judgement on model risk, regulatory expectations, and production robustness

Responsibilities

• Own the multi-asset analytics library: design performance, trade representation, prototype to production
• Lead a group of Quant Developers and Modellers, working in C++ & Python
• Direct Pricing & Risk Linear and Vol Rates and FX (Options)
• Drive platform programmes such as Risk engine consolidation, library modernisation, regulatory model deliveries
• Set engineering standards, research, production, codebase testing
• Partner with PM's so models and scenario analytics are fit for live use

Skills

Leadership

Quantitative finance

FX

Rates

Derivatives

Library design

Pricing & risk

Production rollout

Education

Master's degree in physics, mathematics or equivalent

Tools

C++

Python

Job description

Huxley is seeking a lead Quant in London to set the roadmap across Rates and FX, heading a top-tier quant development and modelling team. You will validate and productionize analytics, and drive platform programs from consolidation to modernization.

The role requires 15+ years in quantitative finance with leadership experience, strong C++ and Python skills, and a track record in FX and rates derivatives. On-site London with hybrid/multi-location team options offered.