Linear Rates Quantitative Analyst

About the role

Design, calibrate, and implement yield curve and multi-curve discounting frameworks, quantitative pricing libraries, and backtesting tools for global linear rates products. Develop analytical tools for swaps and government bonds, and deploy pricing models into live trading and risk management systems. Candidates should have 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, modeling, relative value, and portfolio construction. Advanced Python and C++ skills, including experience with NumPy, SciPy, pandas, object-oriented design, and pricing libraries, are required; UK work authorization is also required, as sponsorship is unavailable.