Senior Quantitative Analyst - Rates

JR United Kingdom; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading hedge fund is looking for a Senior Quantitative Analyst to enhance their trading infrastructure. The role involves building pricing models, calculating risks, and utilizing advanced data analytics. Candidates should possess a Master's/PhD in a quantitative field and be proficient in Python and C++.

Qualifications

• Master’s/PhD in relevant field is essential.
• Proficient in Python and C++ with clean code focus.
• Experience with interest rate swaps, options, and fixed income futures.

Responsibilities

• Build and support pricing models for macro business products.
• Create real-time P&L and risk calculations for portfolio managers.
• Assist in developing custom tools with proprietary analytics.

Skills

Python

C++

Statistics

Time Series Analysis

Regression Techniques

Education

Master’s/PhD in Mathematics

Master’s/PhD in Physics

Master’s/PhD in Engineering

Master’s/PhD in Computational Finance

Job description

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Senior Quantitative Analyst - Rates, london

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Client:

Location:

london, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

3

Posted:

26.06.2025

Expiry Date:

10.08.2025

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Job Description:

We are partnering with a Tier-1 hedge fund seeking a talented Quantitative Analyst. This position focuses on developing and maintaining trading infrastructure, working closely with portfolio managers and quant researchers. If you have a solid technical foundation, hands-on experience with quantitative trading platforms, and excel in dynamic environments, we’d like to connect with you.

Key Responsibilities:

• Build and support pricing models across products traded within the macro business

• Build processes for real-time P&L and risk calculations used by portfolio managers

• Assist PMs and analysts in creating customized tools utilizing proprietary analytics

• Construct and implement macroeconomic data series for analytical and back-testing purposes

Qualifications:

• Master’s/PhD in Mathematics, Physics, Engineering, or Computational Finance

• Proficient in Python and C++, with a focus on writing clean, production-quality code

• Prior experience with interest rate swaps, options, fixed income futures, and FX; familiarity with pricing/risk libraries for live and historical analytics

• Strong grasp of statistics, particularly time series analysis and regression techniques

• Highly organized, with the ability to clearly present findings and iterate with PMs as needed