Senior Linear Rates Quant
<p><b>Salary: £37,000 - 68,500 per year</b></p>
<b>Requirements:</b>
<ul><li>Minimum of 10 years experience in front-office quant roles within top-tier banks, hedge funds, or asset managers</li><li>Strong background in linear interest rate products: government bonds, interest rate swaps, futures, and related derivatives</li><li>Proven track record in curve building for both OTC and bond markets, including handling of collateral and funding complexities</li><li>Expertise in fixed income relative value strategies, particularly across developed markets</li><li>Proficient in Python and/or C++, with experience delivering production-quality analytics and tools</li><li>Solid understanding of risk-neutral pricing, term structure modeling, and numerical techniques</li><li>Advanced degree (PhD or MSc) in a quantitative discipline such as Financial Engineering, Mathematics, Physics, or related field (preferred)</li><li>Strong communication skills and ability to collaborate effectively across trading, quant, and tech teams (preferred)</li><li>Experience working within a systematic or discretionary macro trading environment (preferred)</li></ul>
<b>Responsibilities:</b>
<ul><li>Design and maintain high-quality OTC interest rate curve-building frameworks, including multi-currency and collateral-aware curves</li><li>Develop and enhance bond curve models, including government bond and swap curves, for pricing and risk analytics</li><li>Drive relative value analytics across the sovereign and swap space, contributing to idea generation and trade structuring</li><li>Provide quantitative support to portfolio managers and traders by delivering bespoke analytics and tools for pricing, scenario analysis, and risk management</li><li>Collaborate with technology and data teams to ensure robust, scalable implementation of models and analytics in production environments</li></ul>
<b>Technologies:</b>
<ul><li>Support</li><li>Python</li><li>Quant</li></ul>
<p><b>More:</b></p>
<p>We are a leading global hedge fund seeking an experienced Linear Rates Quantitative Analyst to join our front-office fixed income team. This high-impact role is suited to a seasoned professional with a deep understanding of interest rate markets. We offer competitive benefits and a collaborative environment where you can make significant contributions to our strategies and analytics.</p>
<p>last updated 8 week of 2026</p>
<b>Requirements:</b>
<ul><li>Minimum of 10 years experience in front-office quant roles within top-tier banks, hedge funds, or asset managers</li><li>Strong background in linear interest rate products: government bonds, interest rate swaps, futures, and related derivatives</li><li>Proven track record in curve building for both OTC and bond markets, including handling of collateral and funding complexities</li><li>Expertise in fixed income relative value strategies, particularly across developed markets</li><li>Proficient in Python and/or C++, with experience delivering production-quality analytics and tools</li><li>Solid understanding of risk-neutral pricing, term structure modeling, and numerical techniques</li><li>Advanced degree (PhD or MSc) in a quantitative discipline such as Financial Engineering, Mathematics, Physics, or related field (preferred)</li><li>Strong communication skills and ability to collaborate effectively across trading, quant, and tech teams (preferred)</li><li>Experience working within a systematic or discretionary macro trading environment (preferred)</li></ul>
<b>Responsibilities:</b>
<ul><li>Design and maintain high-quality OTC interest rate curve-building frameworks, including multi-currency and collateral-aware curves</li><li>Develop and enhance bond curve models, including government bond and swap curves, for pricing and risk analytics</li><li>Drive relative value analytics across the sovereign and swap space, contributing to idea generation and trade structuring</li><li>Provide quantitative support to portfolio managers and traders by delivering bespoke analytics and tools for pricing, scenario analysis, and risk management</li><li>Collaborate with technology and data teams to ensure robust, scalable implementation of models and analytics in production environments</li></ul>
<b>Technologies:</b>
<ul><li>Support</li><li>Python</li><li>Quant</li></ul>
<p><b>More:</b></p>
<p>We are a leading global hedge fund seeking an experienced Linear Rates Quantitative Analyst to join our front-office fixed income team. This high-impact role is suited to a seasoned professional with a deep understanding of interest rate markets. We offer competitive benefits and a collaborative environment where you can make significant contributions to our strategies and analytics.</p>
<p>last updated 8 week of 2026</p>