Rates Quant – Tier 1 Global Macro Hedge Fund - Tier Comp

I am working with a top-tier global macro hedge fund looking to hire a Rates Quant into its front-office quantitative analytics team, partnering directly with Portfolio Managers and traders.

This is a high-impact, desk-facing role embedded in the investment workflow, focused on the analytics that drive rates pricing, curve construction, and portfolio risk across fixed income relative value and global macro strategies.

As the fund continues to expand its rates capabilities and diversify its trading strategies, this hire will play a central role in scaling and shaping the analytics platform that underpins day-to-day decision-making on the desk.

You’ll be a hands-on contributor with genuine ownership, working on production-grade systems that are actively used, challenged, and refined in live trading environments.

• Building and enhancing interest rate curve construction and calibration frameworks
• Developing rates pricing and risk analytics used directly by PMs and traders
• Acting as a quantitative partner to the front office, translating trading ideas into robust, usable analytics
• Contributing across pricing, portfolio risk, and model development, not just a single narrow area
• Supporting live trading by troubleshooting analytics and data issues as markets move
• Helping shape the direction of a rapidly evolving analytics library
• Improving Python- and Excel-based tools used daily on the desk
• Taking increasing ownership of critical analytics areas

• Several years’ experience in a front-office quantitative role at a leading hedge fund or trading institution
• Strong exposure to linear rates products and associated pricing and risk
• Comfortable operating close to PMs and traders in a live, market-driven environment
• Able to explain models clearly and concisely to non-quants
• Strong Python or C# skills;
  Excel experience is a plus
• Collaborative, curious, and comfortable taking ownership

The fund anticipates offering top-of-market total compensation (up to ~£300k), alongside excellent benefits and the opportunity to work on analytics that sit at the heart of a highly successful global macro platform.

To apply, respond to this advert or send your CV directly to gala.

All applications are treated in strict confidence