Quantitative Developer, Interest Rates, Hedge Fund

Company: Undisclosed

Location: London

Posted: March 29th, 2026

We are working with a growing hedge fund who are looking to hire a quant dev to join their rates focused team. They are looking for a candidate who has demonstrable experience working in a desk strat or quant dev role in a fast paced, ideally hedge fund, environment. The work will be a mix of short term tactical and longer term strategic projects. There is plenty of greenfield work leading to opportunities to shape how things are done (as well as getting them done!). A considerable amount of initial work is likely to be centred on building the infrastructure for quantitative research (for both Quant Researchers and PMs), so exposure to this type of work would be desirable (but not required). This is a smaller hedge fund so this has the benefits of being in a central team whilst remaining 'on-desk'. The team you would be working closely with is fixed income (rates) RV focused, so exposure to these products/strategies is desired (but not essential). We see this as a good fit for someone who is looking for a role where they can take on significant responsibility in a highly visible role that interacts directly with PM's and other senior stakeholders.

Guidelines:

Appreciate that this a broad description with limited granular detail but if you are on the fence on whether to apply please send a blank application and we'll give you as much colour as we can on a call about the fund as well as the team.

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.

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