Quantitative Researcher – Rates

Overview

In this role you will help build and maintain in-house cross-asset pricing and risk tools within the FICT group, enabling trading across Fixed Income, Commodities, Credit, and FX. You’ll collaborate with Quants across London, Geneva, and New York to deliver sophisticated analytics for pre-trade, pricing, and risk. This is a hands-on position at a fast-paced, tech-driven hedge fund focused on scalable, data-driven pricing libraries. You will shape pricing capabilities and support traders with insight-rich analyses.

Responsibilities

• Maintain and develop cross-asset pricing and risk library with Quants across regions
• Deliver FX pre-trade, pricing and risk analytics tools in collaboration with business and Quants
• Work closely with traders and researchers to address pricing and risk questions and improve tooling
• Support pricing, PnL and risk explanations and pre-trade analysis workflow for traders/portfolio managers

Key requirements

• Pricing/valuation model development for Linear Rates: curve construction, inflation modelling, derivative pricing
• Experience with FX products (vanillas and exotics) preferred
• Strong knowledge of numerical methods: Monte Carlo, Finite Differences, Finite Elements
• Modern C++ professional programming experience
• Experience supporting traders or PMs with PnL/risk explanations and pre-trade tools
• Strong analytical and mathematical skills
• Excellent problem solving, ownership of work, and communication skills

• strong analytical thinking
• clear communication
• ownership and thoroughness
• pricing/valuation models
• interest rate curve construction
• inflation modelling

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