Senior Bond RV/Bond Basis Quant Analyst

Company:  Undisclosed
Location: London
Closing Date: 25/10/2024
Hours: Full Time
Type: Permanent
Job Requirements / Description
We are working with a top performing, collaborative hedge fund in London who are looking to add an Interest Rate Quant Analyst to their team in London. Specifically an individual with expert markets knowledge within the Bond RV and Bond Basis trading environment. The fund has a strong track record of performance and their quant and tech teams have been central to their success and are valued highly throughout the business. The successful candidate will have significant experience working with Bond RV and Bond Basis Traders and PMs and who has the ability and appetite to 'get things done' in a pragmatic and commercial way. This is an excellent opportunity to join a highly successful, collaborative fund with a positive working culture.This role will be as a senior quant working with a fixed income team that trade a range of linear interest rate products (government bonds predominantly). The role is best described as being a holistic hedge fund rates quant analyst role, as there will be multiple facets to the role - from building and deploying new models through to working with traders/PMs on specific issues, along with building tools etc. This role will be working closely with Portfolio Managers and Traders, so experience working in a front office environment is essential. Having the capacity to work on complex modelling projects combined with the appetite to work on more straightforward but no less important tasks is essential. They are in search of an ambitious, motivated individual who is proactive in their work. Experience with interest rate/bond RV modelling is required. There will be regular interactions with senior stakeholders in the firm so exceptional communication skills are essential. The Head Quant is ideally looking for someone to come in and make their mark on the analytics and tools to help drive the business forward. They are expecting the candidate to come from a hedge fund (with the bond basis expertise requirement) but would consider exceptional sell side quants. In terms of characteristics the fund hires are high performing self-starters with low ego and the ability to be pragmatic in their approach to work. Due to the plans for growth, there are a range of projects to be worked on, so there is a degree of flexibility to nuances of the hire.ResponsibilitiesDesigning and testing quantitative models/productsWorking directly alongside Fixed Income traders/Portfolio Managers including to identify risks in portfolio, scenario/benchmark analysis and assessing model behaviour.Designing new technological applications to support the linear rates trading desk and risk management of the desk.RequirementsTop tier Education – specifically a PhD or MSc from a global renowned (top 10) University in a highly quantitative subject (Maths, Stats, Physics, Computer Science etc)3 years plus working experience as a quantitative analyst or quant developer at a top tier hedge fund or investment bankDeep knowledge and practical experience working with Bond RV and Bond Basis strategies Strong programming skills (C#, C++, Java, Python etc.Strong communication skills both in person and in writingExperience in greenfield buildouts and prior buyside exposure would be advantageous.Positive, can-do pragmatic attitude and team mindsetDue to demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss.We can only respond to highly qualified candidates
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