Camber Morris - Quantitative Talent in London is seeking a dedicated Linear Rates Quantitative Analyst to align pricing architectures with live market execution. You will design yield curves, calibrate multi-curve frameworks, and deliver production-grade code for a multi-strategy hedge fund environment.The role requires deep expertise in linear rates, pricing libraries, and risk-aware portfolio construction, with strong Python/C++ programming skills.
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Curve Architect: Linear Rates Quant Analyst in London employer: Camber Morris - Quantitative Talent
At Camber Morris, we pride ourselves on being an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets collaboration. Our hybrid model fosters a culture of teamwork and flexibility, allowing our Commodity Quantitative Analysts to thrive while developing cutting-edge models that influence real-world investment strategies. With ample opportunities for professional growth and access to advanced resources, you will be empowered to make a significant impact in the fast-paced world of macro hedge funds.
Contact Details:
Camber Morris - Quantitative Talent Recruitment Team
