At a Glance
- Tasks: Design and maintain high-quality interest rate curve-building frameworks and develop bond curve models.
- Company: Leading global hedge fund with a focus on innovation and collaboration.
- Benefits: Competitive salary, performance bonuses, and opportunities for professional growth.
- Why this job: Join a high-impact team and shape the future of fixed income analytics.
- Qualifications: 10+ years in front-office quant roles with expertise in linear interest rate products.
- Other info: Dynamic environment with strong emphasis on collaboration and cutting-edge technology.
The predicted salary is between 72000 - 108000 £ per year.
A leading global hedge fund is seeking an experienced Linear Rates Quantitative Analyst to join its front-office fixed income team. This is a high-impact role suited to a seasoned professional with a deep understanding of interest rate markets, particularly across linear OTC products, bond curve construction, and relative value analytics.
Key Responsibilities:- Design and maintain high-quality OTC interest rate curve-building frameworks, including multi-currency and collateral-aware curves.
- Develop and enhance bond curve models, including government bond and swap curves, for pricing and risk analytics.
- Drive relative value analytics across the sovereign and swap space, contributing to idea generation and trade structuring.
- Provide quantitative support to portfolio managers and traders by delivering bespoke analytics and tools for pricing, scenario analysis, and risk management.
- Collaborate with technology and data teams to ensure robust, scalable implementation of models and analytics in production environments.
- Minimum of 10 years experience in front-office quant roles within top-tier banks, hedge funds, or asset managers.
- Strong background in linear interest rate products: government bonds, interest rate swaps, futures, and related derivatives.
- Proven track record in curve building for both OTC and bond markets, including handling of collateral and funding complexities.
- Expertise in fixed income relative value strategies, particularly across developed markets.
- Proficient in Python and/or C++, with experience delivering production-quality analytics and tools.
- Solid understanding of risk-neutral pricing, term structure modeling, and numerical techniques.
- Advanced degree (PhD or MSc) in a quantitative discipline such as Financial Engineering, Mathematics, Physics, or related field.
- Strong communication skills and ability to collaborate effectively across trading, quant, and tech teams.
- Experience working within a systematic or discretionary macro trading environment is a plus.
Senior Linear Rates Quant Hedge Fund (10+ Years Experience) in City of London employer: Anson McCade
Contact Detail:
Anson McCade Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Linear Rates Quant Hedge Fund (10+ Years Experience) in City of London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance world, especially those who work in hedge funds or quant roles. A personal introduction can make all the difference when you're trying to land that dream job.
✨Tip Number 2
Show off your skills! Prepare a portfolio of your past projects and analytics tools you've developed. When you get the chance to chat with potential employers, having tangible examples of your work can really set you apart from the competition.
✨Tip Number 3
Stay updated on market trends! Make sure you're well-versed in the latest developments in interest rate markets and quantitative analysis. This knowledge will not only help you in interviews but also show that you're genuinely passionate about the field.
✨Tip Number 4
Apply through our website! We’ve got a range of opportunities that might just be perfect for you. Plus, applying directly can sometimes give you an edge over other candidates who are going through third-party recruiters.
We think you need these skills to ace Senior Linear Rates Quant Hedge Fund (10+ Years Experience) in City of London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to highlight your experience in linear interest rate products and curve building. We want to see how your background aligns with the key responsibilities mentioned in the job description.
Craft a Compelling Cover Letter: Your cover letter should tell us why you're the perfect fit for this role. Share specific examples of your past work in fixed income and how it relates to the responsibilities we’ve outlined. Be genuine and let your personality shine through!
Showcase Your Technical Skills: Since proficiency in Python and/or C++ is crucial, make sure to highlight any relevant projects or tools you've developed. We love seeing production-quality analytics, so don’t hold back on sharing your achievements!
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for this exciting opportunity. Plus, it’s super easy!
How to prepare for a job interview at Anson McCade
✨Know Your Stuff
Make sure you brush up on your knowledge of linear interest rate products and curve building. Be ready to discuss your past experiences in detail, especially any complex models you've developed or enhanced. This is your chance to showcase your expertise!
✨Showcase Your Analytical Skills
Prepare to demonstrate your quantitative skills with real-world examples. Think about how you've contributed to idea generation and trade structuring in previous roles. Bring along any bespoke analytics or tools you've created that could impress the interviewers.
✨Collaborate Like a Pro
Since this role involves working closely with portfolio managers and tech teams, be ready to talk about your collaboration experiences. Share specific instances where your communication skills made a difference in project outcomes or model implementations.
✨Get Technical
Brush up on your programming skills, particularly in Python and C++. Be prepared to discuss how you've delivered production-quality analytics and tools. If you can, bring examples of your work that highlight your technical prowess and problem-solving abilities.