• Sector – Tech
• Sub Sector – Hedge Funds and Proprietary Trading
• Employment Type – Perm
• Location – London, UK

Full time, on-site role for an experienced Rates Quant with strong knowledge of linear Rates curve construction/calibration and IR risk modelling. The role focuses on developing and expanding an in-house analytics library, working closely with the Investment Team and providing pricing and risk tools of immediate commercial relevance.

Key tasks include model and library development, trade pricing, portfolio risk, and collaborating across quant and IT teams. Excellent communication skills and familiarity with Excel and Python tools are essential.