Senior Fixed Income Quant, Hedge Fund, London Senior Fixed Income Quant, Hedge Fund, London …

Non-disclosed
in London, United Kingdom
Permanent, Full time
Last application, 07 May 21
Competitive base, Strong Bonus potential
Non-disclosed
in London, United Kingdom
Permanent, Full time
Last application, 07 May 21
Competitive base, Strong Bonus potential
We are working with a Global Hedge Fund who are looking to hire a Senior Fixed Income Quant in London. This role will involve working very closely with Senior PMs (including the CIO) and so are looking for a very experienced, high calibre quant with exposure to a wide range of products. As well as playing a highly visible role in the growth of the business, this is very much a hands on role so exceptional programming and modelling skills are required. Outstanding candidates should get in touch for a confidential conversation.

This is a senior quant role within an established and high calibre quant team and a wide range of strategic and tactical quant work – ranging from specific trade related issues through to managing the various builds to ensure the quant stack remains at the cutting edge.

As well as working daily with some incredibly high-profile hedge fund talent, this role will involve being a conduit point between senior PMs and the Quant team. Therefore, the successful candidate will have exceptional communication skills and be capable of strategic and commercial decision making.

Our client is keen for candidates to have very strong programming skills in Python along with one of C++ / C# / Java. The successful candidate is likely to have worked in a business that has exposed them to working with high-quality infrastructure on an industrial scale. Please note that whilst there is a requirement for this individual to have exceptional programming skills, this is not a dev or quant dev role – rather a more holistic (front-office) desk quant / strategist with strong development skills.  

Due to the focus of the wider PM team, there is a strong preference for this person to come from a fixed income background and, specifically, with a deep understanding of linear interest rate derivative models. The PMs do not only trade linear rates so cross asset and broad product knowledge would be desirable.

This is an exceptional opportunity to join a leading, collegiate hedge fund in a role with significant responsibility.

Required

  • 10 years (minimum) experience as a Front Office Quant in a top tier Investment Bank or Hedge Fund
  • Deep expertise in linear interest rate derivatives modelling
  • Very strong programming skills in C++/C#/Java AND Python
  • Experience working with cutting edge infrastructure on an industrial scale
  • Excellent communication skills
  • Ability to think commercially and plan strategically

This is a unique opportunity to join a top hedge fund in a role that combines being able to play a significant role in shaping a business whilst remaining hands on with a range of quant work, 

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. 

 

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