Front Office Rates Quant – Elite Global Macro Hedge Fund (London HQ)

One of the world’s top-performing global macro hedge funds is looking to hire exceptional quants into its London-based front office. This is a rare opportunity to join a highly selective team working at the cutting edge of macro trading, with direct exposure to portfolio managers and real PnL impact.

The firm is actively strengthening both its Linear and Non-Linear Rates Quant teams.

 The Ideal Candidate Will Have:

• Deep expertise in Rates products and modeling (linear or non-linear)
• Strong programming skills in Python, plus OOP experience in C++/C#/Java
• A proven track record of building trading, pricing, or risk tools that directly support the front office
• A solid academic background — PhD or Master’s in a quantitative discipline strongly preferred
• (Optional) Experience with XVA, but only if backed by robust Rates knowledge

 Why This Role?

• Front-office seat: Work side by side with PMs and traders
• High-impact: Your work will directly influence trading decisions and PnL
• Collaborative culture: Flat structure, small specialist teams led by hands-on senior quants
• Ownership from day one: Expect responsibility, autonomy, and visibility
• Linear Rates expertise is especially valued given current trading focus

If you're a high-calibre quant with a passion for macro markets and are looking for a platform that matches your ambition, we’d love to hear from you.

 Apply now or get in touch with Stephen.Kennedy@ansonmccade.com to learn more.