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Quant Modeller Fixed Income Rates

Huxley Associates

City of London, City and County of the City of London, United Kingdom Full-time July 23, 2026
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Vacancy Description

Buy side Hedge fund requires a Rates Quant Modeller to work with the senior portfolio manager, creating models for the business.

Join our Buyside Hedge Fund and shape the tools for power elite trading.

The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets.

The functionality of the library is exposed to clients through is a web based cross-asset Portfolio Management System which provides clients with real time pricing, scenario, risk and P&L on their portfolios as well as the ability to structure and overlay new positions.

The underlying analytics have a proven track record of supporting some of the most quantitative hedge fund traders in the world.

Role and responsibilities:

The successful candidate will join Buy Side Hedge Fund's Quantitative Analytics & Development team and is expected to contribute to...

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