Inflation Strategist
2 weeks ago
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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