Rates Vol Quant, Macro Hedge Fund, London - eFinancialCareers : Job Details

Our client, a leading global macro hedge fund, are seeking a Rates Vol Quant to join a new team at their London office. As a Rates Vol Quant, you will collaborate closely with portfolio managers, strategists, and fellow quants to develop, optimize, and implement quantitative models for trading and risk management in non-linear DM interest rate markets. You will play a key and multi-faceted role in building out tools and analytics. After the initial build (circa 12+ months) the role will provide excellent prospects for growth and development in a meritocratic and collaborative environment, as well career optionality and the opportunity to develop a buy-side career.

Requirements:

• Strong academic background in a quantitative discipline such as mathematics, physics, engineering, or financial engineering (Master’s or PhD preferred).
• 4-7 years’ experience as a quant in a hedge fund, investment bank, or proprietary trading firm, with a focus on non-linear rates/rates volatility.
• Deep understanding of non-linear rates derivatives pricing models and volatility modelling techniques.
• Proficiency in programming languages such as Python, C++, or MATLAB.
• Experience with large data sets, time series analysis, and statistical modelling.
• Strong communication skills to effectively interact with Portfolio Managers and senior stakeholders.

Due to demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss. We can only respond to highly qualified candidates.