Leading Hedge Fund | London
Compensation: Highly competitive
We are hiring a front-office Quantitative Analyst to build and own rates pricing models within a leading global macro hedge fund.
This is a hands‑on modelling role, working directly with traders to develop and implement production pricing frameworks used in live trading environments.
Key focus
- Build and own interest rate pricing models (swaps, curves, linear IR products)
- Develop C++ pricing libraries used directly by traders
- Work on curve construction, calibration and risk analytics
- Use Python for model integration, testing and analytics workflows
- Partner closely with traders and PMs on pricing and hedging decisions
Requirements (must‑have)
- Experience building pricing models (not just analytics)
- Working knowledge of Python (for analytics, tooling, or integration)
- Background in rates / fixed income derivatives
- Direct exposure to front‑office or trader‑facing environments
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