Quantitative Analyst – Rates (C++ Pricing Models | Python | Front Office)

2 Days Old

Leading Hedge Fund | London Compensation: Highly competitive We are hiring a front-office Quantitative Analyst to build and own rates pricing models within a leading global macro hedge fund. This is a hands‑on modelling role, working directly with traders to develop and implement production pricing frameworks used in live trading environments. Key focus
Build and own interest rate pricing models (swaps, curves, linear IR products) Develop C++ pricing libraries used directly by traders Work on curve construction, calibration and risk analytics Use Python for model integration, testing and analytics workflows Partner closely with traders and PMs on pricing and hedging decisions
Requirements (must‑have)
Experience building pricing models (not just analytics) Working knowledge of Python (for analytics, tooling, or integration) Background in rates / fixed income derivatives Direct exposure to front‑office or trader‑facing environments
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Location:
Greater London
Job Type:
FullTime

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