Inflation Strategist

1 week ago


London, United Kingdom Aurum Search Limited Full time

UK Rates / Inflation Strategist

About the Role

Our client is seeking a Quantitative Strategist to join their Rates and FI desk, focussed on UK Rates, within a dynamic hedge fund managing over $60bn in assets. This role focuses on developing and enhancing desk fixing models while driving the creation and implementation of new trading strategies. You will play a pivotal role in supporting the desk’s pricing, risk management, and market execution functions.

Key Responsibilities :

  • Develop and maintain fixing models for UK rates and related benchmark indices.
  • Deliver actionable insights and innovative trading strategies to capitalise on market opportunities.
  • Collaborate closely with traders to ensure models align with market conditions and desk objectives.
  • Conduct scenario analysis and stress testing to enhance portfolio risk management.
  • Adapt models to reflect regulatory changes and support the transition to alternative reference rates.

Skills and Qualifications :

  • Advanced degree in Quantitative Finance, Mathematics, or a related field.
  • Strong programming skills in Python, Matlab
  • In-depth knowledge of UK rates markets and fixed income products.
  • Proven ability to deliver quantitative solutions in a trading environment.
  • Excellent communication skills to effectively convey complex ideas.

If you are interested in learning more please apply within and we will be in touch.


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