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Selby Jennings

FI Portfolio Manager

City of London
Posted about 23 hours ago
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Job Title

An impressive, growing hedge fund with +$5Bn AuM is launching a team focused on FI and are looking for a new Quantitative Researcher/ PM to lead that venture. The hire will be tasked with developing a systematic portfolio focused on FI exotics.

The hire should come from the sell-side and the ideal candidate would have experience with vanilla rates options. They should have a live book of trading and a background as a quantitative strategist.

Reasons to use Rodeo

I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?

Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.

Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.

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Graduate Consultant — 2026 Scheme

PwC·London, UK
£35,000/yr

Why you're a good match

Strong

Your economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.

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Why you're a good match

You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.

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Strong

Experience fit

Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.

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The hedge fund prides itself on its high-quality data, robust infrastructure, and competitive salaries.

Responsibilities

  • Building a FI exotics platform.
  • Developing pricing models.
  • Building tools for efficiency and time saving.
  • Contributing to the research and trading pipeline, including Risk and Factor Modelling.

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Requirements

  • Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.
  • Demonstrated experience with both FI exotics and vanilla options.
  • Capacity to excel in a fast-paced environment.
  • Strong coding skills in at least one of the following programming languages: Python, R, Matlab, and /or C++, C#.
  • 8-12 years' experience.
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Skills

FI Exotics
Vanilla Rates Options
Quantitative Research
Pricing Models
Risk Modelling
Factor Modelling
Python
R
Matlab
C++
C#
Systematic Portfolio Management

Location

City of London, England, United Kingdom

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