Fixed Income Rates Quant Modeller & Developer

Buy Side Hedge Fund requires a lead Quant to set roadmap across Rates & FX, leading a world class team of quant developers and modellers, validation and production rollout.

Candidate will:

• Own the multi-asset analytics library: design performance, trade representation, prototype to production.
• Lead a group of Quant Developers and Modellers, working in C++ & Python.
• Direct Pricing & Risk Linear and Vol Rates and FX (Options).
• Drive platform programmes such as Risk engine consolidation, library modernisation, regulatory model deliveries.
• Set engineering standards, research, production, codebase testing.
• Partner with PM'sso models and scenario analytics are fit for live use.

What you bring

• 15+ years in quantitative finance, with a long stretch building derivatives models rather than only managing them. A physics, mathematics, or equivalent quantitative degree (master's or above) is typical.
• Proven leadership of large quant-developer groups, including at Managing Director / Director level in a bank or equivalent seniority on the buy side.
• Deep FX and rates derivatives experience: local- and stochastic-vol models, term-structure models, PDE and Monte Carlo methods, calibration, and risk.
• Production C++ at library scale, plus Python for research, tooling, and orchestration. Evidence of having shipped a modern, fast, cross-asset analytics library is a strong signal.
• Judgement on model risk, regulatory expectations, and the trade-off between research speed and production robustness.
• Comfort operating on-site in London and leading a hybrid or multi-location team.

Nice to have

• Experience taking a sell-side quant platform into a buy-side or analytics-vendor setting.
• Exposure to equities and macro analytics alongside rates and FX.
• A track record of risk-engine consolidation or large-scale library replacement.

How success is measured

• Model and library quality: accuracy, stability, and speed of pricing and risk.
• Delivery of the agreed platform programmes on time, without regressions in production numbers.
• Team health: retention of senior quants, quality of hires, and a clear ownership model between research and production.
• Client and portfolio adoption of the analytics.

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy Registered office 8 Bishopsgate, London, EC2N 4BQ, United Kingdom Partnership Number OC(phone number removed) England and Wales