Role Summary:

Join a leading macro hedge fund who are looking for a senior quantitative researcher specializing in interest rate volatility products. This senior role focuses on developing and enhancing pricing and risk models for a broad range of derivatives, working closely with trading teams to support decision-making and strategy execution.

Key Responsibilities:

• Design and implement quantitative models for pricing and managing risk of interest rate volatility products

• Model the behavior of a range of OTC and listed interest rate derivatives, including swaptions, caps/floors, mid-curves, and futures options

• Collaborate with portfolio managers and traders to integrate models into trading strategies

• Contribute to the improvement of analytics tools and infrastructure

• Manage projects with a high degree of autonomy and proactively identify areas for enhancement

Requirements:

• 7+ years of experience in quantitative research or modeling, focused on interest rate volatility

• Deep knowledge of interest rate derivatives (swaptions, caps/floors, mid-curves, CMS spread options, and exchange-traded options)

• Strong programming skills in Python

• Experience working with portfolio managers or willingness to engage directly with front-office teams

• Ability to manage complex projects independently in a fast-paced environment

• Based in London or open to relocation

Benefits:

• Competitive compensation

• Exposure to advanced quantitative research and trading

• Dynamic and collaborative team environment

• Opportunities for continued learning and growth

Role Summary:

Join a leading quantitative prop shop as a quant researcher focused on developing analytics for interest rate and credit derivatives. This role combines model development, research, and implementation to drive trading decisions across fixed income products.

Key Responsibilities:

• Apply stochastic calculus and related methods to build pricing models for interest rate derivatives, including swaptions and interest rate volatility products. 

• Develop and maintain a robust fixed income pricing library reflecting market conventions

• Integrate data sources into models to generate trading signals

• Conduct alpha research to design and improve trading strategies

• Collaborate with researchers, engineers, and trading teams to refine models and tools

Requirements:

• Advanced degree in financial mathematics, quantitative finance, or a related field (or equivalent quantitative undergraduate degree with strong experience)

• 2+ years developing pricing models for derivatives

• Strong knowledge of interest rate derivative products and relevant modeling techniques

• Proficiency in numerical programming with C++, including familiarity with modern language features (C++11/14/17 or higher)

• Strong analytical skills with attention to detail

• Excellent communication skills and the ability to explain complex models to non-technical colleagues

• Entrepreneurial mindset and the ability to translate mathematical theory into practical market applications

Benefits:

• Collaborative and cross-functional team culture

• Exposure to cutting-edge quantitative research

• Opportunities for growth and innovation in a fast-paced environment

• Competitive compensation and benefits

Role Summary:

Seeking a Machine Learning Quant for a large Multi Strategy Hedge Fund to design and implement models that drive systematic trading and portfolio optimization on a Portfolio Managers pod. This role bridges research, trading, and technology to deliver automated, data-driven investment strategies.

Key Responsibilities:

• Develop machine learning models for trading and portfolio optimization.

• Collaborate with investment teams to automate systematic processes.

• Research and apply advanced Machine Learning and quant techniques to enhance performance.

• Integrate models into the trading infrastructure in partnership with engineering teams.

• Translate complex quantitative ideas into clear insights for broader teams.

Requirements:

• Proficient in Python for quantitative analysis and machine learning.

• Strong understanding of automation and macro programming.

• Experience with systematic trading strategy development.

• Ability to communicate technical concepts to non-technical stakeholders.

Benefits:

• Competitive compensation

• Cross-functional collaboration across quant, tech, and trading

• Exposure to cutting-edge research in machine learning

• Opportunities for innovation in a high-impact environment

Role Summary:

Join a fast-paced research team as a Quantitative Researcher at an elite hedge fund focused on global macro and fixed income markets. Leverage quantitative models, machine learning, and large datasets to drive insights and support investment strategies.

Key Responsibilities:

• Build and implement models to analyze macroeconomic and fixed income data.

• Work with large, complex datasets to uncover patterns and opportunities.

• Collaborate with researchers and portfolio managers to integrate models into decision-making.

• Contribute to the evolution of internal research platforms.

• Stay current with advancements in machine learning and technology.

Requirements:

• 2+ years in a quantitative research or development role at a hedge fund or quant trading firm.

• Degree in computer science, machine learning, mathematics, physics, or a related field.

• Strong Python programming skills and extensive experience in Linux environments.

• Solid understanding of machine learning techniques.

• Experience handling large datasets and working with databases.

• Excellent communication and presentation skills.

Benefits:

• Competitive compensation

• Dynamic and collaborative team environment

• Exposure to cutting-edge research and tools

• Career development and continuous learning opportunities