Lead Quantitative Analyst - Interest Rate Derivatives Pricing

About the role

Lead a team of quantitative analysts and own pricing and modelling for linear and non-linear interest rate products. Develop and enhance C++ models and analytics and Python trading tools, engage with clients and front-office stakeholders, and support live systems and clients across asset classes. At least eight years of quantitative analyst experience in an investment bank, hedge fund, or asset management business, with deep knowledge of linear and non-linear interest rate derivatives. Strong C++ development skills and experience supporting live production models are essential; Python, leadership, and mentoring experience are beneficial.