Quant Analyst – Rates

Overview

In this role you will develop and enhance a core Rates Quant analytics library and front office tools used to value, risk, and backtest a wide range of derivatives and fixed income products. You will work closely with traders and risk managers in a fast, tech-driven hedge fund environment that emphasizes performance and rigorous analytics. The position offers exposure to interest rates trading from a risk-taking perspective within a dynamic, collaborative team. Your work will directly support pricing, risk management, and strategy discovery across both OTC and listed products.

Pay / Benefits

• hybrid work model
• informal and relaxed environment
• opportunity to work with leading traders and risk managers

Responsibilities

• Develop and enhance the core Rates Quant analytics library (C++) and front office tools
• Provide valuation, risk, scenario and VaR calculations for OTC/listed derivatives and cash fixed income
• Enable traders to risk manage positions and to price/backtest new trading strategies
• Engage in regular dialogue with traders, risk managers and other departments
• Learn how interest rate products are traded from a risk-focused perspective in a high-tech environment

Key requirements

• Minimum 3 years as Quant Analyst or Developer
• Interest Rates experience
• Top academic grades from a leading global university
• Proficiency in C++
• Ideally SQL/Excel programming skills

• Strong communication with traders and risk managers
• Analytical mindset
• Collaborative, team-oriented approach
• C++
• SQL
• Excel

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