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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 strategies 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.
Qualifications:
- 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 hedge fund industry, especially those working in quant roles. Attend industry conferences or meetups to connect with potential colleagues and learn about their experiences.
✨Tip Number 2
Familiarise yourself with the latest trends and technologies in quantitative finance. Being knowledgeable about advancements in C++ and Python, particularly in relation to pricing models, will set you apart from other candidates.
✨Tip Number 3
Prepare to discuss your previous experience in model development during interviews. Be ready to share specific examples of how you've built and implemented models across different asset classes, as this will demonstrate your hands-on expertise.
✨Tip Number 4
Showcase your ability to collaborate with various teams, such as Research, Trading, and Risk. Highlight any past experiences where you successfully integrated models into trading strategies or market data feeds, as this is crucial for the role.
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 model development, particularly in the asset classes mentioned in the job description. Emphasise your 8+ years of experience and any specific projects that demonstrate your skills in C++ and Python.
Craft a Strong Cover Letter: In your cover letter, explain why you are interested in transitioning from sell-side to buy-side. Discuss your passion for quantitative analysis and how your background aligns with the firm's goals, especially in building and enhancing pricing models.
Showcase Relevant Projects: Include specific examples of models you have developed or enhanced in your previous roles. Detail the impact these models had on trading strategies or risk management, and mention any collaboration with traders or other teams.
Highlight Technical Skills: Clearly list your technical skills, particularly your proficiency in C++ and Python. If you have experience with C++17/20, make sure to mention it, as this could set you apart from other candidates.
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 a Master's or PhD in a quantitative field, you should be ready to explain complex concepts clearly. Prepare to discuss your experience in model development and how it relates to pricing strategies across different asset classes.
✨Engage with Real-World Scenarios
Expect to face scenario-based questions that test your problem-solving abilities. Think about how you would approach building models for new products and integrating them into existing systems, as this is crucial for the role.
✨Communicate Effectively with Stakeholders
Since this role involves significant interaction with traders and other teams, practice articulating your ideas and findings clearly. Show that you can translate complex quantitative information into actionable insights for non-technical stakeholders.
