At a Glance
- Tasks: Lead a team to develop cutting-edge pricing models and risk systems for live trading.
- Company: Join a billion-dollar hedge fund in the heart of London.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Other info: Work closely with senior Portfolio Managers in a high-performance team.
- Why this job: Make a real impact in global macro markets while leading innovative projects.
- Qualifications: Senior experience in rates/macro quant with strong C++ and Python skills.
The predicted salary is between 100000 - 150000 £ per year.
Location: London
WFH: 4 days in the office per week
Overview
I’m working with a billion-dollar hedge fund in London, currently on the search for a Lead Rates Quantitative Researcher to head up a small team within its Macro Technology group. Sitting directly with senior Portfolio Managers, you’ll own the core rates analytics stack used in live trading, building pricing models, curve frameworks, and real-time P&L/risk systems that directly drive positioning across global macro markets. This is a senior build role with full ownership across research and production, combining hands‑on modelling with team leadership in a high‑impact front‑office environment.
Responsibilities
- Lead a small team of rates quants
- Own pricing, curve construction, and risk models across rates & macro products
- Build real‑time P&L and risk systems used by PMs in live trading
- Develop production‑grade research tools and macro data frameworks
- Work directly with PMs to translate ideas into trading infrastructure
- Contribute to a high‑performance C++ (C++17/20) analytics stack
Qualifications
- Senior Rates / Macro quant experience in a front‑office environment
- Strong C++ (production) + Python for research
- Deep knowledge of rates products, curve construction, and pricing
- Experience building live risk / P&L systems
- Prior interaction with PMs/trading desks
- Leadership or mentoring experience preferred
Lead Rates Quantitative Researcher - Stanford Black employer: Jobs via eFinancialCareers
As a Lead Rates Quantitative Researcher at this billion-dollar hedge fund in London, you will thrive in a dynamic and collaborative work culture that prioritises innovation and excellence. With the opportunity to lead a talented team and directly influence trading strategies, you will benefit from a supportive environment that fosters professional growth and development, alongside competitive compensation and flexible working arrangements. Join us to make a significant impact in the fast-paced world of macro finance while enjoying the vibrant atmosphere of London.
Contact Details:
Jobs via eFinancialCareers Recruitment Team
StudySmarter Expert Advice🤫
We think this is how you could land Lead Rates Quantitative Researcher - Stanford Black
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and quant space. Attend industry events or webinars where you can meet potential colleagues or even hiring managers. Remember, it’s all about who you know!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your C++ and Python projects, especially those related to rates and macro products. This will give you an edge and demonstrate your hands-on experience to potential employers.
✨Tip Number 3
Prepare for interviews by brushing up on your technical knowledge and problem-solving skills. Be ready to discuss your past experiences with pricing models and risk systems. Practice common quant interview questions to boost your confidence!
✨Tip Number 4
Don’t forget to apply through our website! We’ve got loads of opportunities that might just be the perfect fit for you. Plus, applying directly shows your enthusiasm and commitment to joining our team.
We think you need these skills to ace Lead Rates Quantitative Researcher - Stanford Black
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the Lead Rates Quantitative Researcher role. Highlight your experience with rates products, C++, and any leadership roles you've had. We want to see how your skills match what we're looking for!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you're passionate about this role and how your background makes you the perfect fit. Don’t forget to mention your experience in a front-office environment and your interaction with PMs.
Showcase Your Technical Skills:Since this role involves building real-time P&L and risk systems, make sure to showcase your technical skills in C++ and Python. We love seeing examples of your work, so if you have any projects or tools you've developed, include them!
Apply Through Our Website:We encourage you to apply through our website for a smoother application process. It helps us keep track of your application and ensures you don’t miss out on any updates from us. We can’t wait to hear from you!
How to prepare for a job interview at Jobs via eFinancialCareers
✨Know Your Rates Inside Out
Make sure you brush up on your knowledge of rates products, curve construction, and pricing models. Be prepared to discuss specific examples from your past experience where you've successfully built or improved these systems.
✨Show Off Your C++ Skills
Since this role requires strong C++ skills, be ready to demonstrate your proficiency. You might be asked to solve a coding problem or explain your approach to building production-grade systems, so practice coding challenges beforehand.
✨Prepare for Team Leadership Questions
As a Lead Rates Quantitative Researcher, you'll need to showcase your leadership abilities. Think of examples where you've mentored others or led a project, and be ready to discuss how you handle team dynamics and drive performance.
✨Engage with Portfolio Managers
This role involves direct interaction with PMs, so prepare to discuss how you've translated ideas into trading infrastructure in the past. Show that you understand their needs and can communicate effectively with them about complex quantitative concepts.
