This role will be as a quant working with a fixed income team that trade a range of linear interest rate derivative products. The role is best described as being a holistic hedge fund quant analyst role, as there will be multiple facets to the role (from building and deploying new models through to working with traders/PMs on specific issues in their portfolio along with building tools etc). The successful candidate will have both strong modelling and programming skills who has the ability and appetite to 'get things done' in a pragmatic and commercial way. The team are open minded on the candidates specific programming skills but do a lot of their work in Python and C#. This role will be working closely with Portfolio Managers and Traders, so experience working in a front office environment is essential. Experience with interest rate derivative modelling is required but can be from a multi-asset background.
In terms of characteristics the fund hires are high performing self-starters with low ego and the ability to be pragmatic in their approach to work. There is significant exposure to working with a range of stakeholders across the business (including senior PMs), so strong communication skills are essential. Due to the plans for growth, there are a range of projects to be worked on, so there is a degree of flexibility to nuances of the hire.
This is an excellent opportunity to join a highly successful and very collegiate fund with a progressive and positive working culture. The role involves highly interesting work as part of one of the very best fixed income teams on the street.
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.