Buy Side Hedge Fund requires set Quant 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
Lead Vol & Linear Fixed Income Quant Modeller in London 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.
