About this role
Salary: £36,000 - 76,000 per year
Requirements: Previous experience developing pricing and valuation models for Linear Rates, including interest rate curve construction, inflation modelling, and derivative instrument pricing, is requiredExperience working with FX products, including vanillas and exotics, is preferable but not essentialStrong knowledge in at least one main numerical method: Monte Carlo, Finite Differences, or Finite ElementsModern C++ professional programming experience is preferredExperience supporting traders or portfolio managers with regular questions such as PnL/risk explain and pre-trade analysis toolsStrong analytical and mathematical skillsStrong problem-solving capabilitiesExcellence-driven, detail-oriented, and organizedThoroughness and strong ownership of workSolid communication skills Responsibilities: Work closely with quants in London, Geneva, and New York to maintain and develop our cross-asset pricing and risk libraryWork with the business and other quants to deliver cutting-edge Rates-specific pre-trade, pricing, and risk analytics tools Technologies: SupportQuantC++ More:
We are a top-tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. We are assembling a strong Quant Technology team to build our next-generation in-house analytics and trader support tools. This team sits under the Fixed Income & Commodities Technology (FICT) group and develops and maintains the in-house pricing libraries that support trading in Fixed Income, Commodities, Credit, and FX businesses. FICT offers a dynamic, fast-paced environment with excellent growth opportunities.
last updated 36 week of 2026