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.
Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy Registered office 8 Bishopsgate, London, EC2N 4BQ, United Kingdom Partnership Number OC(phone number removed) England and Wales
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Fixed Income Rates Quant Modeller & Developer employer: Huxley
As an Investment Bank located in the heart of London, we pride ourselves on fostering a dynamic and inclusive work culture that values innovation and collaboration. Our hybrid working model allows for a balanced approach to work-life integration, while our commitment to employee development ensures that you will have ample opportunities for growth and advancement within the organisation. Join us to be part of a forward-thinking team where your expertise in Oracle EPM and ERP will be instrumental in driving operational excellence and shaping the future of finance technology.
