Fixed Income Rates Quant Modeller & Developer

Requirements:

• 15+ years of experience in quantitative finance, including substantial experience building derivatives models; a masters degree or higher in physics, mathematics, or an equivalent quantitative discipline is typical.
• Proven leadership of large quant-development groups, at Managing Director or Director level in a bank or with equivalent seniority on the buy side.
• Deep experience with FX and rates derivatives, including local- and stochastic-volatility models, term-structure models, PDE and Monte Carlo methods, calibration, and risk.
• Production C++ experience at library scale, plus Python experience for research, tooling, and orchestration; experience shipping a modern, high-performance cross-asset analytics library is a strong advantage.
• Sound judgement on model risk, regulatory expectations, and balancing research speed with production robustness.
• Ability to work on-site in London and lead a hybrid or multi-location team.
• Nice to have: experience taking a sell-side quant platform into a buy-side or analytics-vendor setting.
• Nice to have: exposure to equities and macro analytics alongside rates and FX.
• Nice to have: a track record of risk-engine consolidation or large-scale library replacement.

Responsibilities:

• Own the multi-asset analytics library, covering design, performance, trade representation, and progression from prototype to production.
• Lead a team of Quant Developers and Modellers working in C++ and Python.
• Direct pricing and risk analytics for linear and volatility products across rates and FX, including options.
• Drive platform programmes such as risk-engine consolidation, library modernisation, and regulatory model delivery.
• Set standards for engineering, research, production, and codebase testing.
• Partner with portfolio managers to ensure models and scenario analytics are suitable for live use.
• Maintain model and library quality, including pricing and risk accuracy, stability, and speed.
• Deliver agreed platform programmes on time without regressions in production numbers.
• Support team health through retention of senior quants, quality hiring, and clear ownership between research and production.
• Drive client and portfolio adoption of the analytics.

Technologies:

• Support
• Python
• Quant

More

We are a buy-side hedge fund seeking a lead Quant to set the roadmap across rates and FX and lead a world-class team of quant developers and modellers through model validation and production rollout. The role is based on-site in London and involves leading a hybrid or multi-location team. Huxley, a trading division of SThree Partnership LLP, is acting as the employment business for this vacancy.

last updated 43 week of 2026