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

JR United Kingdom; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

An established industry player in the hedge fund sector is seeking a seasoned Quant Analyst to join their central Modelling group in London. This pivotal role involves building and enhancing a comprehensive pricing and analytics library that supports both backtesting and live trading strategies. With a focus on collaboration across Research, Trading, and Risk teams, the successful candidate will leverage their extensive experience in model development for various asset classes. This is a unique opportunity to transition into a dynamic buy-side environment while gaining significant exposure to global business operations.

Qualifications

• 8+ years in Front Office pricing model development.
• Experience with Commodities, Equity, Inflation, and/or Rates.

Responsibilities

• Build and enhance pricing & analytics library.
• Develop models for new products across various asset classes.

Skills

C++

Quantitative Analysis

Model Development

Risk Management

Education

Master’s Degree in Quantitative Field

PhD in Quantitative Field

Job description

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

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Client:

Augmentti

Location:

London, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

Job Views:

4

Posted:

28.04.2025

Expiry Date:

12.06.2025

Job Description:

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 collaborates 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.).

Requirements include experience in the practical development and implementation of models in one of Commodities, Equity, Inflation, and/or Rates, with at least 8+ years working on Front Office pricing model development in 2+ of these asset classes, and significant daily interaction with traders.

• 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 excellent opportunity for a Quant/FO Strat on the sell-side seeking to transition into a buy-side environment, joining a rapidly growing fund, and gaining significant exposure across the business and stakeholders globally.

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