Quantitative Analyst – Rates (C++ Pricing Models | Python | Front Office)

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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