Back to Quantitative Finance

Quantitative Analyst (Interest Rates, C++) - Hedge Fund - Mayfair, London - Up to £100K Base + Bonus

Our leading global macro strategy hedge fund is looking for a very talented Quant Analyst. It currently manages over $5bn and engages predominantly in relative value trading (fixed income and FX markets). 

The firm currently employs more than 100 personnel worldwide, with offices in Europe, USA and Far East Asia. This global presence gives them the ability to identify and source attractive investment opportunities, as well as investment management talent wherever they may be. They have won several industry awards for excellence in technology, risk management and investment performance.

RESPONSIBILITIES:

  • Quantitative Analyst to join the Quant Analyst team in London. 
  • The successive candidate will develop and enhance their core Rates Quant analytics library (written in C++) and their front office tools.  
  • The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets.  The tools use the underlying code to help traders to risk manage positions as well as identify, price and back test potential new trading strategies. 
  • The role will involve regular dialogue with traders, risk managers and other departments. 
  • It represents an excellent opportunity for a Quant to learn how interest rates products are traded from a risk taking perspective whilst working in a dynamic and intellectually challenging environment.

REQUIREMENTS: 
Essential 

  • 3yrs + professional experience as a Quantitative Analyst 
  • Knowledge of and passion for Interest Rate analytics
  • Excel / C++
  • Good degree in a quantitative discipline  

Desirable

  • Experience supporting production environments
  • Experience working with the front-office 
  • Python / SQL

For more information, please send your CV directly to hello@durlstonpartners.com