full-time
Linear Rates Quantitative Analyst
Camber Morris - Quantitative Talent
- Employer
- Camber Morris - Quantitative Talent
- Location
- London
- Working pattern
- on-site
About the role
Design, calibrate, and implement yield curve construction, multi-curve discounting, and term structure models across major currencies and benchmarks. Develop production-grade pricing libraries and backtesting tools, analyze rates instruments, and deploy quantitative models into live trading and risk systems. Candidates need a track record in quantitative research or desk quant analytics at a buy-side multi-strategy hedge fund or tier-one trading desk, with deep expertise in linear rates products and relative value trading. Advanced Python and C++ skills, experience developing pricing libraries, and UK work authorization are required; visa sponsorship is unavailable.