Are you ready to design the pricing architectures and quantitative models that directly drive relative value decisions in fixed income markets?
If you think you are the right match for the following opportunity, apply after reading the complete description.
At Camber Morris, we are looking for a dedicated Linear Rates Quantitative Analyst to join an elite hedge fund in London. In this full-time, permanent role, you will be embedded directly within our multi-strategy hedge fund environment, partnering closely with trading desks to construct curves, refine term structure models, and deliver production-grade quantitative code. You will tackle complex market dynamics across global interest rate instruments, bridging the gap between rigorous mathematical theory and live market execution.
Key Responsibilities
- Design, calibrate, and implement advanced yield curve construction and multi-curve discounting frameworks across major currencies and benchmarks, including SOFR, SONIA, and EURIBOR.
- Develop, test, and maintain robust quantitative pricing libraries and algorithmic backtesting suites in Python and C++.
- Build high-performance analytical tools to evaluate interest rate swaps, cross-currency basis swaps, and sovereign government bonds.
- Ensure seamless operational deployment of quantitative pricing models within the firm’s live trading and risk management infrastructure.
Required Skills & Experience
- Demonstrable track record in quantitative research or desk quant analytics within a buy-side multi-strategy hedge fund or tier-one trading desk.
- Deep domain expertise in linear rates modelling, covering interest rate swaps, cross-currency swaps, government bonds, multi-curve discounting, and term structure models.
- Advanced programming capability in C++ and Python (including NumPy, SciPy, and pandas), with a strong grounding in object-oriented design and pricing library development.
- In-depth understanding of linear rates relative value trading, risk decomposition, and hedge fund portfolio construction. xwwtmva
- Right to work in the UK, as visa sponsorship is not available.
…