Lead Quantitative Researcher in Rates Volatility

3 weeks ago


Rugby, Warwickshire, United Kingdom Selby Jennings Full time

Position Title: Senior Volatility Rates Quant Researcher

Overview:

Selby Jennings is representing a prestigious Tier 1 Global Hedge Fund seeking to hire a Senior Quantitative Researcher specializing in rates volatility modeling and pricing strategies. This role is situated within the Macro Technology division.

Core Responsibilities:

  • Developing, implementing, and maintaining pricing models for various macro traded instruments.
  • Designing and delivering real-time profit and loss (PnL) and risk assessments for the trading desk.
  • Collaborating with portfolio managers and analysts to create tailored tools using proprietary analytics.
  • Generating macroeconomic data series for backtesting and quantitative evaluations.

Essential Qualifications:

  • A Master's degree or advanced studies in a relevant discipline such as Mathematics, Computer Science, Econometrics, or Finance.
  • Proficiency in Python and C++ (C++17, with knowledge of C++20 preferred).
  • Comprehensive understanding of Fixed Income and Rates products, including Interest Rate Swaps, Futures, Options, CMS spreads, Swaptions, and curve construction methodologies.
  • Excellent written and verbal communication skills.
  • Strong capabilities in stochastic modeling and processes.

What We Provide:

  • A competitive salary aligned with experience and qualifications.
  • Comprehensive benefits package, including pension and private healthcare insurance.
  • The chance to work in a dynamic and professional environment.

If you are interested in this opportunity, please submit your CV.



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