Current jobs related to Rates Vol Quant - London - Undisclosed

  • Rates Vol Quant

    2 months ago

    London, United Kingdom Undisclosed Full time

    Rates Vol Quant, Macro Hedge Fund, LondonOur client, a leading global macro hedge fund, are seeking a Rates Vol Quant to join a new team at their London office. As a Rates Vol Quant, you will collaborate closely with portfolio managers, strategists, and fellow quants to develop, optimize, and implement quantitative models for trading and risk management in...

  • Rates Vol Quant

    2 months ago

    London, United Kingdom Undisclosed Full time

    Rates Vol Quant, Macro Hedge Fund, LondonOur client, a leading global macro hedge fund, are seeking a Rates Vol Quant to join a new team at their London office. As a Rates Vol Quant, you will collaborate closely with portfolio managers, strategists, and fellow quants to develop, optimize, and implement quantitative models for trading and risk management in...

  • Rates Vol Quant

    2 months ago

    London,, UK, United Kingdom Undisclosed Full time

    Rates Vol Quant, Macro Hedge Fund, LondonOur client, a leading global macro hedge fund, are seeking a Rates Vol Quant to join a new team at their London office. As a Rates Vol Quant, you will collaborate closely with portfolio managers, strategists, and fellow quants to develop, optimize, and implement quantitative models for trading and risk management in...

  • Rates Vol Quant, Macro Hedge Fund, London

    1 month ago

    London, United Kingdom eFinancialCareers Full time

    Our client, a leading global macro hedge fund, are seeking a Rates Vol Quant to join a new team at their London office. As a Rates Vol Quant, you will collaborate closely with portfolio managers, strategists, and fellow quants to develop, optimize, and implement quantitative models for trading and risk management in non-linear DM interest rate markets. You...

  • Quant Analyst

    5 months ago

    London, United Kingdom Mondrian Alpha Full time

    The FirmWe are working with a multi-billion dollar hedge fund, that invests its capital with partner and internal Portfolio Managers. They focus primarily on fundamental equity, tactical equities, quantitative, and global macro strategies.The RoleThe fund is looking to hire an experienced Rates Quant Analyst to join the Quant team. The successful candidate...

  • Quant Analyst

    5 months ago

    Greater London, United Kingdom Mondrian Alpha Full time

    The FirmWe are working with a multi-billion dollar hedge fund, that invests its capital with partner and internal Portfolio Managers. They focus primarily on fundamental equity, tactical equities, quantitative, and global macro strategies.The RoleThe fund is looking to hire an experienced Rates Quant Analyst to join the Quant team. The successful candidate...

  • Quant Analyst

    5 months ago

    London, UK, UK, United Kingdom Mondrian Alpha Full time

    The FirmWe are working with a multi-billion dollar hedge fund, that invests its capital with partner and internal Portfolio Managers. They focus primarily on fundamental equity, tactical equities, quantitative, and global macro strategies.The RoleThe fund is looking to hire an experienced Rates Quant Analyst to join the Quant team. The successful candidate...

  • Quant Analyst

    5 months ago

    Greater London, United Kingdom Mondrian Alpha Full time

    The FirmWe are working with a multi-billion dollar hedge fund, that invests its capital with partner and internal Portfolio Managers. They focus primarily on fundamental equity, tactical equities, quantitative, and global macro strategies.The RoleThe fund is looking to hire an experienced Rates Quant Analyst to join the Quant team. The successful candidate...

  • Trading Application Support – Equity Vol

    2 months ago

    London, United Kingdom Quant Capital Full time

    Trading Application Support – Equity VolTrading Application Support – Equity Vol 110k Plus 20K Quant Capital is urgently looking for a Trading Application Support Engineer to join our high profile client in their London Office. Our client is one of the largest Quant Investment managers globally, with around 20 billion under management. They are mainly...

  • Front Office FX Quant Analyst

    5 months ago

    London, United Kingdom Millar Associates Full time

    Front Office FX Quant Analyst (VP), London London Ref: SFXQ-0504 Total to £300k (Base to £200k) + Benefits + Hybrid working + 30 days holiday Leading Global Investment Bank Stoch Vol Products, Vol swaps, Variance swaps, Barriers, FX/Rates Hybrids, C++, Analytics Our client, a leading global lobal Investment Bank, with operations across the...

  • Market Risk Models Quant

    5 months ago

    London, United Kingdom Millar Associates Full time

    Market Risk Models Quant, (VP, Snr VP), London London Ref: MRQ-1007 Up to £250k Total Comp Leading Global Investment Bank Front Office Group, Flow Rates, Curves & Vol modelling, Swaptions Pricing, VaR, etc., C# or C++ This global investment bank, seeks to hire a VP level Quant Analyst to focus on optimisation of their Front Office VAR...

  • Snr Desk Quant

    5 months ago

    London, United Kingdom Millar Associates Full time

    Snr Desk Quant, FX Options & Hybrids (Director), London London Ref: FOFXQ-1701 Circa £300k + Benefits Leading Global Investment Bank FX Options, FX-IR Hybrids, Forwards, Swaps, Stoch Vol, C++, Java This global investment bank, seeks to hire a Snr VP or Director level Desk Quant to join a Front Office team supporting FX Options & Hybrids...

  • Market Risk Models Quant Specialist

    2 weeks ago

    London, Greater London, United Kingdom Millar Associates Full time

    Market Risk Models Quant SpecialistThis role at Millar Associates involves working closely with the Front Office Quant group to provide modelling support for Interest Rate Vol & Curves modelling and associated VaR & Market Risk models. The successful candidate will have a strong background in quantitative risk analysis and experience with C# or C++...

  • Market Risk Models Quant Specialist

    1 week ago

    London, Greater London, United Kingdom Millar Associates Full time

    Market Risk Models Quant SpecialistThis role is an excellent opportunity to work on cutting-edge models in a highly quantitative global environment. As a Market Risk Models Quant Specialist at Millar Associates, you will be responsible for providing modelling support for Interest Rate Vol, Curves, Swaptions and VAR methodologies.Key Responsibilities:Provide...

  • Rates Quant

    5 months ago

    London, United Kingdom Millar Associates Full time

    Rates Quant, Large Hedge Fund & FinTech (VP / Director), London London Ref: RATES-2303 Total to £260K + Benefits Leading Asset Management Firm Spread Options, Caps-Floors, Curves, Callables, Bermudans, FVAs, etc., C++ & Python This leading Asset Management Service firm has over 350 staff and offices in London, Hong Kong, and New York. Their...

  • Senior Portfolio Manager

    1 month ago

    London, United Kingdom Fortis Recruitment Full time

    A global, multi-billion dollar Prop Firm is currently looking for a Senior Quant US Equities Vol Portfolio Manager to join their investment team in London. You will form part of a team that deploys researched strategies focussing on stock and / or index options.There is a huge emphasis on quant signals and the firm prides itself on the ability to execute...

  • Senior Portfolio Manager

    1 month ago

    London,, UK, United Kingdom Fortis Recruitment Full time

    A global, multi-billion dollar Prop Firm is currently looking for a Senior Quant US Equities Vol Portfolio Manager to join their investment team in London. You will form part of a team that deploys researched strategies focussing on stock and / or index options.There is a huge emphasis on quant signals and the firm prides itself on the ability to execute...

  • Senior Portfolio Manager

    1 month ago

    London, United Kingdom Fortis Recruitment Full time

    A global, multi-billion dollar Prop Firm is currently looking for a Senior Quant US Equities Vol Portfolio Manager to join their investment team in London. You will form part of a team that deploys researched strategies focussing on stock and / or index options.There is a huge emphasis on quant signals and the firm prides itself on the ability to execute...

  • Rates Quant Specialist

    4 weeks ago

    London, Greater London, United Kingdom Millar Associates Full time

    Quantitative Analyst - RatesMillar Associates is seeking a highly skilled Quantitative Analyst to join our Rates team in London. As a key member of our team, you will be responsible for developing and enhancing our core Rates Quant analytics library and providing front office tools for traders and portfolio managers.About the Role:Contribute to the...

  • Rates Quant Specialist

    4 weeks ago

    London, Greater London, United Kingdom Millar Associates Full time

    Quantitative Analyst - RatesMillar Associates is seeking a highly skilled Quantitative Analyst to join our Rates team in London. As a key member of our team, you will be responsible for developing and enhancing our core Rates Quant analytics library and providing front office tools for traders and portfolio managers.About the Role:Contribute to the...

Rates Vol Quant

2 months ago

London, United Kingdom Undisclosed Full time

Rates Vol Quant, Macro Hedge Fund, London

Our client, a leading global macro hedge fund, are seeking a Rates Vol Quant to join a new team at their London office. As a Rates Vol Quant, you will collaborate closely with portfolio managers, strategists, and fellow quants to develop, optimize, and implement quantitative models for trading and risk management in non-linear DM interest rate markets. You will play a key and multi-faceted role in building out tools and analytics. After the initial build (circa 12+ months) the role will provide excellent prospects for growth and development in a meritocratic and collaborative environment, as well career optionality and the opportunity to develop a buy-side career.

Requirements:

  • Strong academic background in a quantitative discipline such as mathematics, physics, engineering, or financial engineering (Master’s or PhD preferred).
  • 4-7 years’ experience as a quant in a hedge fund, investment bank, or proprietary trading firm, with a focus on non-linear rates/rates volatility.
  • Deep understanding of non-linear rates derivatives pricing models and volatility modelling techniques.
  • Proficiency in programming languages such as Python, C++, or MATLAB.
  • Experience with large data sets, time series analysis, and statistical modelling.
  • Strong communication skills to effectively interact with Portfolio Managers and senior stakeholders.

Due to demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss. We can only respond to highly qualified candidates.