About this role
Salary: £40,000 - 70,000 per year
Requirements: 15+ years of experience in quantitative finance, including substantial experience building derivatives models; a masters degree or higher in physics, mathematics, or an equivalent quantitative discipline is typical.Proven leadership of large quant-development groups, at Managing Director or Director level in a bank or with equivalent seniority on the buy side.Deep experience with FX and rates derivatives, including local- and stochastic-volatility models, term-structure models, PDE and Monte Carlo methods, calibration, and risk.Production C++ experience at library scale, plus Python experience for research, tooling, and orchestration; experience shipping a modern, high-performance cross-asset analytics library is a strong advantage.Sound judgement on model risk, regulatory expectations, and balancing research speed with production robustness.Ability to work on-site in London and lead a hybrid or multi-location team.Nice to have: experience taking a sell-side quant platform into a buy-side or analytics-vendor setting.Nice to have: exposure to equities and macro analytics alongside rates and FX.Nice to have: a track record of risk-engine consolidation or large-scale library replacement. Responsibilities: Own the multi-asset analytics library, covering design, performance, trade representation, and progression from prototype to production.Lead a team of Quant Developers and Modellers working in C++ and Python.Direct pricing and risk analytics for linear and volatility products across rates and FX, including options.Drive platform programmes such as risk-engine consolidation, library modernisation, and regulatory model delivery.Set standards for engineering, research, production, and codebase testing.Partner with portfolio managers to ensure models and scenario analytics are suitable for live use.Maintain model and library quality, including pricing and risk accuracy, stability, and speed.Deliver agreed platform programmes on time without regressions in production numbers.Support team health through retention of senior quants, quality hiring, and clear ownership between research and production.Drive client and portfolio adoption of the analytics. Technologies: SupportPythonQuant More:
We are a buy-side hedge fund seeking a lead Quant to set the roadmap across rates and FX and lead a world-class team of quant developers and modellers through model validation and production rollout. The role is based on-site in London and involves leading a hybrid or multi-location team. Huxley, a trading division of SThree Partnership LLP, is acting as the employment business for this vacancy.
last updated 41 week of 2026