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
Fixed Income Rates Quant Modeller & Developer in London 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.
