Camber Morris - Quantitative Talent
Linear Rates Quantitative Analyst
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Quantitative Analyst – Linear Rates
Are you ready to design the pricing architectures and quantitative models that directly drive relative value decisions in fixed income markets?
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.
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Key Responsibilities
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- 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.
- Right to work in the UK, as visa sponsorship is not available.
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