Fixed Income - London, United Kingdom - Augmentti

    Augmentti
    Augmentti London, United Kingdom

    2 weeks ago

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    Job Description

    We are working with a systematic, quant hedge fund that manages over $18bn and with 800+ people across Europe & APAC, and specifically with their central Modelling group in London where they're looking hire into the team which is working on building and enhancing the firm's new pricing & analytics library.

    This group works with Research & Trading teams to develop models for backtests & live trading strategies, and with the Risk & Technology functions to integrate the library into market data feeds & real-time pricing systems.

    This individual will build models for new products from scratch, implementing models for any asset class from vanilla to exotic products (across Bonds, Credit, Vol, Inflation, Commodities, Rates, FX etc.).

    This individual will be experienced in the practical development and implementation of Rates models, with at least 3-4 years direct experience in rates modelling (linear to light exo's), with additional asset class exposure (commos / FX etc.) beneficial but not essential.

    • Master's Degree or PhD in a quantitative field (such as Mathematics, Computer Science, Physics, Engineering or similar)
    • Strong C++ skills (familiarity with C++17/20 is a plus), or experience working in alternative languages (Slang / Scala etc.) depending on current library production within current firm (GS/MS etc.).
    • Excellent Python skills

    This role is an ideal opportunity for a Quant (possibly Risk, possible Model Vals, most likely desk Quant) or FO Strat on the sell-side looking for a move into a buy-side environment, joining a systematic fund in hyper-growth mode, and in a role with significant exposure across the business and with stakeholders at all levels globally. Equity-linked models are now fairly mature, and the group is looking for additive experience in Fixed Income, so this hire would become an anchor within the team for non-equity trading groups across the fund.

    For more information on the firm, team and opportunity, please get in touch.