Location: London
WFH: 4 Days in the office per week
Overview:
I’m working with a billion-dollar hedge fund in London, currently on the search for a Lead Rates Quantitative Researcher to head up a small team within its Macro Technology group.
Sitting directly with senior Portfolio Managers, you’ll own the core rates analytics stack used in live tradin, building pricing models, curve frameworks, and real-time P&L/risk systems that directly drive positioning across global macro markets.
This is a senior build role with full ownership across research and production, combining hands-on modelling with team leadership in a high-impact front-office environment.
Responsibilities:
- Lead a small team of rates quants
- Own pricing, curve construction, and risk models across rates & macro products
- Build real-time P&L and risk systems used by PMs in live trading
- Develop production-grade research tools and macro data frameworks
- Work directly with PMs to translate ideas into trading infrastructure
- Contribute to a high-performance C++ (C++17/20) analytics stack
Requirements:
- Senior Rates / Macro quant experience in a front-office environment
- Strong C++ (production) + Python for research
- Deep knowledge of rates products, curve construction, and pricing
- Experience building live risk / P&L systems
Please contact daniel.mclagan@stanfordblack.com for more information.
If this role isn’t quite right for you but you know someone who might be a good fit, we offer a market-leading referral scheme for successful introductions. T&Cs apply.
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