Senior Linear Rates Quant - Hedge Fund 10 Years’ Experience
other jobs eFinancialCareers
Added before 1 Days
- England,London,City of London
- Full Time, Permanent
- Competitive salary
Job Description:
£Competitive GBP
Onsite WORKING
Location: London, Central London, Greater London - United Kingdom Type: Permanent
A leading global hedge fund is seeking an experienced Linear Rates Quantitative Analyst to join its front-office fixed income team. This is a high-impact role suited to a seasoned professional with a deep understanding of interest rate markets, particularly across linear OTC products, bond curve construction, and relative value analytics.
Key Responsibilities: *Design and maintain high-quality OTC interest rate curve-building frameworks, including multi-currency and collateral-aware curves.
*Develop and enhance bond curve models, including government bond and swap curves, for pricing and risk analytics.
*Drive relative value analytics across the sovereign and swap space, contributing to idea generation and trade structuring.
*Provide quantitative support to portfolio managers and traders by delivering bespoke analytics and tools for pricing, scenario analysis, and risk management.
*Collaborate with technology and data teams to ensure robust, scalable implementation of models and analytics in production environments.
Required Experience: *Minimum of 10 years’ experience in front-office quant roles within top-tier banks, hedge funds, or asset managers.
*Strong background in linear interest rate products: government bonds, interest rate swaps, futures, and related derivatives.
*Proven track record in curve building for both OTC and bond markets, including handling of collateral and funding complexities.
*Expertise in fixed income relative value strategies, particularly across developed markets.
*Proficient in Python and/or C++, with experience delivering production-quality analytics and tools.
*Solid understanding of risk-neutral pricing, term structure modeling, and numerical techniques.
Preferred Qualifications: *Advanced degree (PhD or MSc) in a quantitative discipline such as Financial Engineering, Mathematics, Physics, or related field.
*Strong communication skills and ability to collaborate effectively across trading, quant, and tech teams.
*Experience working within a systematic or discretionary macro trading environment is a plus.
Onsite WORKING
Location: London, Central London, Greater London - United Kingdom Type: Permanent
A leading global hedge fund is seeking an experienced Linear Rates Quantitative Analyst to join its front-office fixed income team. This is a high-impact role suited to a seasoned professional with a deep understanding of interest rate markets, particularly across linear OTC products, bond curve construction, and relative value analytics.
Key Responsibilities: *Design and maintain high-quality OTC interest rate curve-building frameworks, including multi-currency and collateral-aware curves.
*Develop and enhance bond curve models, including government bond and swap curves, for pricing and risk analytics.
*Drive relative value analytics across the sovereign and swap space, contributing to idea generation and trade structuring.
*Provide quantitative support to portfolio managers and traders by delivering bespoke analytics and tools for pricing, scenario analysis, and risk management.
*Collaborate with technology and data teams to ensure robust, scalable implementation of models and analytics in production environments.
Required Experience: *Minimum of 10 years’ experience in front-office quant roles within top-tier banks, hedge funds, or asset managers.
*Strong background in linear interest rate products: government bonds, interest rate swaps, futures, and related derivatives.
*Proven track record in curve building for both OTC and bond markets, including handling of collateral and funding complexities.
*Expertise in fixed income relative value strategies, particularly across developed markets.
*Proficient in Python and/or C++, with experience delivering production-quality analytics and tools.
*Solid understanding of risk-neutral pricing, term structure modeling, and numerical techniques.
Preferred Qualifications: *Advanced degree (PhD or MSc) in a quantitative discipline such as Financial Engineering, Mathematics, Physics, or related field.
*Strong communication skills and ability to collaborate effectively across trading, quant, and tech teams.
*Experience working within a systematic or discretionary macro trading environment is a plus.
Job number 3446348
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