Quantitative Strategist

JR United Kingdom; London; On-site; GBP 600,000 - 750,000; Full time

Job summary

An elite investment firm is on the lookout for a talented Quantitative Analytics/Strategist to enhance their Global Fixed Income business. This role offers the chance to work at the cutting edge of quantitative research and strategy, leveraging advanced mathematical and statistical techniques to solve complex market problems. You will collaborate closely with top portfolio managers and traders, contributing to data-informed decision-making and model optimization. Join a dynamic team where your expertise will directly impact trading and portfolio management, all within a highly collaborative and intellectually stimulating environment.

Qualifications

• 3+ years in a quantitative role such as Strat or Desk Quant.
• Strong foundation in applied mathematics and statistics.

Responsibilities

• Design and develop pricing and risk models for fixed income instruments.
• Build scalable Python-based research and analytics tools.

Skills

Python

Applied Mathematics

Statistics

Econometrics

Problem-Solving

Education

MSc in Mathematics

PhD in Computational Finance

Tools

NumPy

SciPy

Pandas

Job description

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Global Fixed Income – Quant Analytics/Strategist (Up to £750,000 Total Compensation)

Experience: 3 Years+

Industry: Top 10 Hedge Fund / Institutional Asset Management Firm

Employment Type: Full-time

Overview:

One of the world’s most elite investment firms is seeking a world-class Quantitative Analytics/Strategist to join the ‘Global Fixed Income’ business.

This is a traditional quant role – you will be at the intersection of quantitative research and strategy, playing a key role in driving data-informed decision-making across trading and portfolio management.

Ideally coming from a strong mathematical, statistical, or physics background, with excellent problem-solving skills, and a passion for staying up to date with the latest technologies and techniques in the field.

What You'll Do:

• Design and develop cutting-edge pricing, risk, and analytics models for global fixed income instruments (rates, credit, derivatives).
• Build scalable Python-based research and analytics tools used directly by PMs, traders, and researchers.
• Leverage a deep academic background to apply statistical, mathematical, and econometric techniques to complex market problems.
• Collaborate closely with portfolio managers, traders, and engineers to optimize signals, risk frameworks, and trade analytics.
• Continuously enhance existing models to keep pace with market complexity and technological innovation.

If you feel like your skills match up to who they’re looking for, then APPLY NOW!

What We're Looking For:

• 3+ years (minimum 2) in a quantitative role such as Strat, Desk Quant, or Buy-Side QD.
• Strong foundation in applied mathematics, statistics, econometrics, or computational finance—typically at the MSc or PhD level.
• Deep experience with Python and numerical libraries (NumPy, SciPy, Pandas, etc.).
• Experience in Fixed Income—ideally with exposure to macro or rates trading environments.
• A "traditional quant" mindset—someone who thrives on intellectual rigor, deep research, and direct application of theory to markets.
• Top percentile performer with a bias toward ownership, precision, and real-world impact.

Why Join:

• Work alongside some of the industry’s top minds in a deeply collaborative and intellectually charged environment.
• Contribute to a globally integrated investment team with significant capital backing and cutting-edge infrastructure.
• Flat structure, high visibility, and the opportunity to have a direct commercial impact.

If this role isn't right for you, but you know of someone who might be interested, we have a market-leading referral scheme in place to thank anyone who refers a friend who is successfully placed! T&Cs apply.