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- Tasks: Build and enhance pricing models for various asset classes in a dynamic hedge fund environment.
- Company: Join a leading quant hedge fund in London, known for its innovative approach and rapid growth.
- Benefits: Enjoy competitive pay, flexible working options, and the chance to work with top-tier professionals.
- Why this job: This role offers significant exposure to trading strategies and collaboration with global stakeholders.
- Qualifications: 8+ years in front office pricing model development; Master’s or PhD in a quantitative field required.
- Other info: Ideal for those looking to transition from sell-side to buy-side in a fast-paced setting.
The predicted salary is between 72000 - 108000 £ per year.
Currently working with a quant hedge fund looking to make a strategic senior-level hire with their central Modelling group in London, working on building and enhancing the firm's pricing & analytics library. This group works with Research & Trading teams to develop models for backtests & live trading strategies, and with the Risk & Technology functions to integrate the library into market data feeds & real-time pricing systems.
This individual will build models for new products from scratch, implementing models for any asset class from vanilla to exotic products (across Bonds, Credit, Vol, Inflation, Commodities, Rates, FX etc.). You'll have experience in the practical development and implementation of models in one of Commodities, Equity, Inflation and/or Rates, with a good 8+ years experience working on Front Office pricing model development in 2+ of the above asset classes, and significant daily interaction with traders.
Master’s Degree or PhD in a quantitative field (such as Mathematics, Computer Science, Physics, Engineering or similar). Strong C++ skills (familiarity with C++17/20 is a plus). Excellent Python skills.
This role is an ideal opportunity for a Quant/FO Strat on the sell-side looking for a move into a buy-side environment, joining a fund in hyper-growth mode, and in a role with significant exposure across the business and with stakeholders at all levels globally.
For more information on the firm, team and opportunity, please get in touch.
Quant Analyst (D/ED) | Cross-Asset FO Quant Strat | Hedge Fund employer: Augmentti
Contact Detail:
Augmentti Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Analyst (D/ED) | Cross-Asset FO Quant Strat | Hedge Fund
✨Tip Number 1
Network with professionals in the quant finance space, especially those who work at hedge funds. Attend industry conferences or meetups to connect with potential colleagues and learn about their experiences.
✨Tip Number 2
Brush up on your C++ and Python skills, focusing on the latest features and best practices. Consider contributing to open-source projects or building your own models to showcase your coding abilities.
✨Tip Number 3
Stay updated on market trends and developments in the asset classes relevant to this role. Being knowledgeable about current events can help you engage in meaningful conversations during interviews.
✨Tip Number 4
Prepare to discuss your previous experience in model development and implementation. Be ready to provide specific examples of how you've contributed to pricing strategies and interacted with traders in your past roles.
We think you need these skills to ace Quant Analyst (D/ED) | Cross-Asset FO Quant Strat | Hedge Fund
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in quantitative analysis and model development, particularly in the asset classes mentioned in the job description. Use specific examples to demonstrate your skills in C++ and Python.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role and the firm. Discuss how your background aligns with their needs, especially your experience in front office pricing model development and interaction with traders.
Highlight Relevant Projects: If you have worked on specific projects that involved building models for various asset classes, be sure to include these in your application. Detail your contributions and the impact of your work on trading strategies or risk management.
Showcase Your Technical Skills: Clearly outline your technical skills, particularly in C++ and Python. Mention any relevant frameworks or libraries you are familiar with, and consider including links to any projects or code samples that demonstrate your expertise.
How to prepare for a job interview at Augmentti
✨Showcase Your Technical Skills
Make sure to highlight your strong C++ and Python skills during the interview. Be prepared to discuss specific projects where you've implemented models, especially in the asset classes mentioned in the job description.
✨Demonstrate Your Quantitative Expertise
With 8+ years of experience required, it's crucial to articulate your understanding of quantitative methods and how you've applied them in real-world scenarios. Prepare examples that showcase your ability to develop and enhance pricing models.
✨Engage with Real-World Applications
Since this role involves significant interaction with traders, be ready to discuss how your models have impacted trading strategies. Show that you understand the practical implications of your work in a fast-paced environment.
✨Prepare for Technical Questions
Expect technical questions related to model development and implementation. Brush up on your knowledge of market data feeds and real-time pricing systems, as well as any recent advancements in C++ that could be relevant to the role.
