Quant Analyst (D/ED) | Cross-Asset FO Quant Strat | Hedge Fund

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

Job summary

An established industry player is seeking a strategic senior hire for their central Modelling group in London. This role involves building and enhancing a pricing and analytics library, requiring expertise in model development across various asset classes. Ideal for a Quant/FO Strat looking to transition to a buy-side environment, this position offers significant exposure and collaboration with stakeholders globally. Join a fund in hyper-growth mode and make a substantial impact in a dynamic and challenging environment.

Qualifications

• 8+ years of experience in front office pricing model development.
• Strong skills in C++ and quantitative analysis.

Responsibilities

• Build and enhance pricing and analytics models for various asset classes.
• Collaborate with research and trading teams for model development.

Skills

C++

Model Development

Quantitative Analysis

Backtesting

Risk Management

Education

Master’s Degree in Mathematics

PhD in a quantitative field

Job description

Be among the first 25 applicants

Eschewer of Conformity > Builder of Quant Trading Teams

Currently working with a quant hedge fund looking to make a strategic senior-level hire with their central Modelling group in London, working on building and enhancing the firm's pricing & analytics library.

This group works with Research & Trading teams to develop models for backtests & live trading strategies, and with the Risk & Technology functions to integrate the library into market data feeds & real-time pricing systems.

This individual will build models for new products from scratch, implementing models for any asset class from vanilla to exotic products (across Bonds, Credit, Vol, Inflation, Commodities, Rates, FX etc.).

You'll have experience in the practical development and implementation of models in one of Commodities, Equity, Inflation and/or Rates, with a good 8+ years experience working on Front Office pricing model development in 2+ of the above asset classes, and significant daily interaction with traders.

Minimum Requirements

• Master’s Degree or PhD in a quantitative field (such as Mathematics, Computer Science, Physics, Engineering or similar)
• Strong C++ skills (familiarity with C++17/20 is a plus)

This role is an ideal opportunity for a Quant/FO Strat on the sell-side looking for a move into a buy-side environment, joining a fund in hyper-growth mode, and in a role with significant exposure across the business and with stakeholders at all levels globally.

For more information on the firm, team and opportunity, please get in touch.

Seniority level

Director

Employment type

Full-time

Job function

Finance, Engineering, and Research

Industries

Investment Banking, Banking, and Investment Management