Rates Quant Analyst

Overview

In this role you will join a high-profile hedge fund to develop and enhance the core Rates Quant analytics library and front-office tools. You will work on valuation, risk, scenario, and VaR for a wide range of derivatives and cash fixed income, supporting traders and risk managers. The position combines deep quantitative work with collaboration across desks in a fast, tech-driven environment. You will help validate new trading ideas and back-test strategies, contributing to a culture that values open, thoughtful decision-making.

Pay / Benefits

• hybrid work model (3 days/week)
• competitive compensation
• calm and relaxed culture
• open dress code
• tech-driven, high-performance environment

Responsibilities

• Develop and enhance the core Rates Quant analytics library in C++
• Build and maintain front-office risk, valuation, scenario, and VaR tools for OTC and listed derivatives and cash fixed income
• Support traders and risk managers with position risk management and strategy back-testing
• Collaborate with traders, risk managers, and other departments to implement analytical solutions
• Contribute to robust, scalable quantitative infrastructure used in decision-making and pricing

Key requirements

• Minimum 5 years as a Quant Analyst
• Interest Rates experience
• Experience on flow desks
• Top academic grades from a Top 25 global university
• Proficiency in C++
• Ideally programming skills in SQL/Excel

• Strong communication with traders and risk managers
• Analytical mindset with problem-solving orientation
• Collaborative and fast-thinking under pressure
• C++
• SQL
• Excel

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