Position: Lead Quantitative Researcher (Rates)
Locations: London
Team: Macro Technology
Role Overview: Seeking a Lead Quantitative Researcher to manage a team and develop pricing models for macroeconomic products.
Key Responsibilities:
- Lead a team of macro quants.
- Develop and maintain pricing models.
- Implement real-time P&L and risk calculations.
- Support portfolio managers with custom tools.
- Create data series for analysis and back-testing.
Qualifications:
- Advanced degree in a quantitative field.
- Experience leading a team of senior researchers.
- Proficiency in C++ and Python.
- Knowledge of interest rate swaps, fixed income futures, and foreign exchange.
- Strong statistical skills.
Ideal Traits:
- Team-oriented and professional.
- Excellent problem-solving and organisational skills.
- Strong communication abilities.
If you are looking to take the next step in your career, then apply directly here.
