Lead Rates Quantitative Analyst - Hedge Fund FinTech

Tempest Vane Partners; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Pension contribution

Healthcare

Life insurance

26 days holiday

Hybrid working

Job summary

Tempest Vane Partners in London seeks a Senior Quantitative Analyst to join its Global Quant Analytics & Development team, leading Rates pricing and modelling efforts for a cutting edge FinTech platform.

You'll contribute to the core analytics library in C++, and develop trading tools in Python, while supporting clients across asset classes and mentoring a small team.

Hybrid working and a competitive package including pension, healthcare, life insurance, and 26 days holiday.

Qualifications

• Minimum of 8 years of experience as a Quantitative Analyst in an investment bank, hedge fund or asset management.
• Deep knowledge of Interest Rate Derivatives Products (bonds, swaps, curves, options, swaptions, caps, floors).
• Any other derivatives instrument expertise is highly beneficial.
• Strong C++ or Python development ability is essential.
• Experience supporting a live production environment and models.

Responsibilities

• Develop and enhance 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.
• Face off to Portfolio Managers and front office stakeholders.
• Lead a team of 3/4 mid level and junior quants.

Skills

Team leadership

Mentoring

Tools

C++

Python

Job description

My client is a market leading FinTech business that spun-out of one of the largest and most successful hedge funds in the world. Their offering is a suite of quantitative, technology and investment management infrastructure services that they provide to the world's leading hedge funds and asset managers. They have offices in London, Stamford and Hong Kong.

Their USP is a cutting edge, cloud hosted portfolio management system that is fed by pricing models developed by the quant team, and provides pre-trade analytics for pricing and risk management, as well as ongoing live risk & PnL management across a wide range of derivative asset classes.

They are looking for a Senior Quantitative Analyst to join their Global Quantitative Analytics & Development, leading their Rates pricing and modelling efforts.

What You'll Get

• An opportunity to be part of one of the most exciting buy-side FinTech businesses in the world with a clear goal to become the first choice trading technology provider with asset managers and financial institutions alike, across the derivatives markets.
• There is a high talent density and as such you will be working with top performers from across the industry with exceptional mentoring and opportunities to learn and develop your skills.
• They pay market leading compensation, including an annual discretionary bonus, with ongoing opportunities for financial advancement.
• Pension contribution
• Healthcare
• Life insurance
• 26 days holiday
• Hybrid working

What You'll Do

• The successful candidate will join the Quantitative Analytics & Development team and is expected to contribute to the development and enhancement of new and existing models and analytics in the core Quant Analytics library (written in C++).
• Furthermore, the individual is expected to develop new and enhance existing trading tools that are used by their clients (written in Python).
• At the same time, the successful candidate is expected to provide ongoing support to clients across all asset classes (especially Rates, but also FX, Equities, and Commodities), and maintenance of existing BAU systems and processes.
• The role will involve facing-off to Portfolio Managers and other front office stakeholders across a range of hedge funds and asset managers.
• The role will involve leading a team of 3/4 mid level and junior quants.

What You'll Need

• Minimum of 8 year's experience working as a Quantitative Analyst in an investment bank, hedge fund or asset management business.
• Deep knowledge of Interest Rate Derivatives Products; including some of the following: Bonds, Swaps, Curves, Options, Swaptions, Caps, Floors etc.
• Any other Derivatives instrument expertise would be highly beneficial.
• Strong C++ OR Python development ability is essential.
• Experience supporting a live production environment and models.