Senior Rates Quant - Live Pricing & Risk Analytics

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

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.