Buy Side Hedge Fund requires a lead Quant to set roadmap across Rates & FX, leading a world class team of quant developers and modellers, validation and production rollout. Candidate will: Own the multi-asset analytics library: design performance, trade representation, prototype to production. Lead a group of Quant Developers and Modellers, working in C++ & Python. Direct Pricing & Risk Linear and Vol Rates and FX (Options). Drive platform programmes such as Risk engine consolidation, library modernisation, regulatory model deliveries. Set engineering standards, research, production, codebase testing. Partner with PM'sso models and scenario analytics are fit for live use. What you bring * 15+ years in quantitative finance, with a long stretch building derivatives models rather than only managing them. A physics, mathematics, or equivalent quantitative degree (master's or above) is typical. * Proven leadership of large quant-developer groups, including at Managing Director / Director level in a bank or equivalent seniority on the buy side. * Deep FX and rates derivatives experience: local- and stochastic-vol models, term-structure models, PDE and Monte Carlo methods, calibration, and risk. * Production C++ at library scale, plus Python for research, tooling, and orchestration. Evidence of having shipped a modern, fast, cross-asset analytics library is a strong signal. * Judgement on model risk, regulatory expectations, and the trade-off between research speed and production robustness. * Comfort operating on-site in London and leading a hybrid or multi-location team. Nice to have * Experience taking a sell-side quant platform into a buy-side or analytics-vendor setting. * Exposure to equities and macro analytics alongside rates and FX. * A track record of risk-engine consolidation or large-scale library replacement. How success is measured * Model and library quality: accuracy, stability, and speed of pricing and risk. * Delivery of the agreed platform programmes on time, without regressions in production numbers. * Team health: retention of senior quants, quality of hires, and a clear ownership model between research and production. * Client and portfolio adoption of the analytics. To find out more about Huxley, please visit TPBN1_UKTJ
Fixed Income Rates Quant Modeller & Developer employer: Huxley Associates
As a Network Support Engineer with our client in Chester, you will be part of a dynamic team within the financial services sector, known for its commitment to innovation and employee development. The company fosters a collaborative work culture that values continuous learning and offers competitive daily rates, alongside opportunities for professional growth in a hybrid working environment. Join us to make a meaningful impact while enjoying the unique advantages of working in a vibrant city like Chester.
