Tempest Vane Partners
Lead Quantitative Analyst - Interest Rate Derivatives Pricing
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The Client
My client is a market leading FinTech business that spun-out of one of the largest and most successful hedge funds in the world. Their offering is a suite of quantitative, technology and investment management infrastructure services that they provide to the world's leading hedge funds and asset managers. They have offices in London, Stamford and Hong Kong.
Their USP is a cutting edge, cloud hosted portfolio management system that is fed by pricing models developed by the quant team, and provides pre-trade analytics for pricing and risk management, as well as ongoing live risk & PnL management across a wide range of derivative asset classes.
They are looking for a Lead Quantitative Analyst to join their Global Quantitative Analytics & Development, leading their pricing and modelling efforts for Interest Rate Derivatives.
What You'll Get
An opportunity to be part of one of the most exciting buy-side FinTech businesses in the world with a clear goal to become the first choice trading technology provider with asset managers and financial institutions alike, across the derivatives markets.
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There is a high talent density and as such you will be working with top performers from across the industry with exceptional mentoring and opportunities to learn and develop your skills.
They pay market leading compensation, including an annual discretionary bonus, with ongoing opportunities for financial advancement. Furthermore, they offer benefits including pension contribution, healthcare, life insurance, 26 days holiday and hybrid working.
What You'll Do
The role will involve leading a team of 6/7 mid level and junior quants, taking ownership for pricing and modelling across Linear and Non-Linear Rates products.
The role is very client facing and will involve facing-off to Portfolio Managers and other front office stakeholders across a number of hedge funds and asset managers, including some of the biggest names in the industry.
The successful candidate will be very hands-on and expected to contribute to the development and enhancement of new and existing models and analytics in the core Quant Analytics library (written in C++).
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Furthermore, the individual is expected to develop new and enhance existing trading tools that are used by their clients (written in Python).
At the same time, the successful candidate is expected to contribute to ongoing support to clients across all asset classes (especially Rates, but also FX, Equities, and Commodities), and maintenance of existing BAU systems and processes.
What You'll Need
- Minimum of 8 year's experience working as a Quantitative Analyst in an investment bank, hedge fund or asset management business.
- Deep knowledge of Interest Rate Derivatives Products; including both Linear and Non-Linear products: Bonds, Swaps, Curves, Inflation, Options, Swaptions, Caps, Floors etc.
- Any other Derivatives instrument expertise would be beneficial.
- Strong C++ development ability is essential, with Python being highly beneficial.
- Experience supporting a live production environment and models.
- Leadership experience or experience mentoring others will be highly beneficial.
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