Rates Quantitative Analyst – Hedge Fund

The Client

My client is a market leading multi-strategy hedge fund with offices across EMEA, USA, UAE and APAC.

They are looking for a Quantitative Analyst to join their Interest Rates Derivatives modelling team.

What You’ll Get

• An opportunity to work in one of the most exciting and successful buy-side businesses in the world.
• An opportunity to join a strong team with a very high talent density presenting lots of opportunity for learning and development.
• Incredible career progression opportunities with potential access to all areas of the business.
• A market leading compensation package including basic salary and annual bonus.
• Benefits including pension contribution, healthcare, life assurance and 25 days annual leave.

What You’ll Do

• The primary focus of this role is to work with the trading desks and risk management to meet any of their pricing, risk and market analysis needs.
• The role will require strong mathematical and programming skills with the core analytics libraries being written C# and C++. The successful candidate will be able to implement clean robust solutions in these core libraries and work collaboratively as part of a larger group wide development and desk facing team. A pragmatic approach has to be taken at all times. Key factors are; time to market, fit for purpose, and code reusability.
• This is an excellent opportunity for a delivery focused individual with solid quant research background and strong development skills to work directly with the trading desk without any bureaucracy or politics.
• The business trades all asset classes but is primarily Rates focused.
• You must be comfortable driving requirements from inception to delivery and managing the relationship with the user throughout the full development life cycle.

What You’ll Need

• Minimum of 3 year’s experience working as a Quantitative Analyst in a front office capacity.
• Strong knowledge of Flow Interest Rate Derivatives Products.
• Strong C++ or C# development ability is essential.
• Experience supporting a live production environment and models.
• Excellent interpersonal skills.

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