£Competitive GBP

Onsite WORKING

Location: London, Central London, Greater London - United Kingdom Type: Permanent

A leading global hedge fund is seeking an experienced Linear Rates Quantitative Analyst to join its front-office fixed income team. This is a high-impact role suited to a seasoned professional with a deep understanding of interest rate markets, particularly across linear OTC products, bond curve construction, and relative value analytics.

Key Responsibilities:

• Design and maintain high-quality OTC interest rate curve-building frameworks, including multi-currency and collateral-aware curves.
• Develop and enhance bond curve models, including government bond and swap curves, for pricing and risk analytics.
• Drive relative value analytics across the sovereign and swap space, contributing to idea generation and trade structuring.
• Provide quantitative support to portfolio managers and traders by delivering bespoke analytics and tools for pricing, scenario analysis, and risk management.
• Collaborate with technology and data teams to ensure robust, scalable implementation of models and analytics in production environments.

Required Experience:

• Minimum of 10 years' experience in front-office quant roles within top-tier banks, hedge funds, or asset managers.
• Strong background in linear interest rate products: government bonds, interest rate swaps, futures, and related derivatives.
• Proven track record in curve building for both OTC and bond markets, including handling of collateral and funding complexities.
• Expertise in fixed income relative value strategies, particularly across developed markets.
• Proficient in Python and/or C++, with experience delivering production-quality analytics and tools.
• Solid understanding of risk-neutral pricing, term structure modeling, and numerical techniques.

Preferred Qualifications:

• Advanced degree (PhD or MSc) in a quantitative discipline such as Financial Engineering, Mathematics, Physics, or related field.
• Strong communication skills and ability to collaborate effectively across trading, quant, and tech teams.
• Experience working within a systematic or discretionary macro trading environment is a plus.