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 fixed income and quantitative analysis.
- Benefits: Competitive salary, onsite work in Central London, and opportunities for professional growth.
- Other info: Collaborative environment with a focus on cutting-edge analytics and risk management.
- Why this job: Join a high-impact team and leverage your expertise in interest rate markets to drive innovation.
- Qualifications: 10+ years in front-office quant roles with strong skills in linear interest rate products.
The predicted salary is between 72000 - 108000 € per year.
Job Description
Onsite WORKING
Location: London, Central London, Greater London - United Kingdom Type: Permanent
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 London employer: Anson McCade
Join a leading global hedge fund in Central London, where you will be part of a dynamic and innovative team that values expertise and collaboration. With a strong focus on employee growth, the firm offers competitive compensation, a supportive work culture, and opportunities to contribute to high-impact projects in the fast-paced world of finance. Experience the unique advantage of working in one of the world's financial capitals, surrounded by top talent and cutting-edge technology.
StudySmarter Expert Advice🤫
We think this is how you could land Senior Linear Rates Quant - Hedge Fund (10+ Years\' Experience) in 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 have experience in quant roles. A friendly chat can lead to insider info about job openings that aren't even advertised yet.
✨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 clued up on the latest developments in interest rate markets and fixed income strategies. 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 make it super easy for you to find and apply for roles that match your expertise. Plus, it shows you're serious about joining our team and helps us keep track of your application.
We think you need these skills to ace Senior Linear Rates Quant - Hedge Fund (10+ Years\' Experience) in 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 position. We love a good story!
Showcase Your Technical Skills:Don’t forget to mention your proficiency in Python and/or C++. Highlight any projects where you delivered production-quality analytics. We’re keen on seeing how you can contribute to our tech-driven environment.
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 don’t miss out on any important updates from our team.
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 specific models or frameworks you've designed. This is your chance to showcase your expertise!
✨Showcase Your Technical Skills
Since proficiency in Python and/or C++ is crucial, prepare to demonstrate your coding skills. You might be asked to solve a problem on the spot, so practice writing clean, efficient code that reflects your understanding of quantitative analytics.
✨Prepare for Scenario Questions
Expect questions that test your ability to think critically about risk management and pricing strategies. Prepare examples from your previous roles where you successfully navigated complex scenarios, particularly in relation to bond curves and relative value analytics.
✨Communicate Clearly
Strong communication skills are key in this role. Practice explaining complex concepts in simple terms, as you'll need to collaborate with portfolio managers and traders. Being able to articulate your ideas clearly will set you apart from other candidates.
