Quantitative Researcher

Trading Desk Quantitative Researcher – Fixed Income \& Exotics (Python)

Location: London

WFH: 4 Days in-office

I’m currently representing a boutique multi-strat hedge fund in London, who manage a high-complexity, long-duration book that outperforms any Tier-1 Investment Banks Exotic Trading desk.

You will have the opportunity to join an elite group Researchers, specialising in deconstructing complex risks and treating every asset across structured credit to long-dated contingent liabilities as bespoke derivatives.

Responsibilities:

• Synthetic Modeling: View traditional fixed income and credit instruments through a derivative lens, building pricing frameworks that capture non-linear risks.
• Whiteboard to Production: Move from mathematical theory to live trading tools. You will own the full lifecycle of models used for multi-billion-pound risk decisions.
• Complex Risk Pricing: Utilize stochastic calculus and advanced financial maths to price embedded options within idiosyncratic asset classes.
• Tech Excellence: Build robust, production-quality analytics in a modern Python stack.

Skills Required:

• 3–5 years of experience in a front-office Quant or Strat role, specifically within Exotic Derivatives, Credit, or Rates.
• Strong educational background in a quantitative discipline (Maths, Physics, CS).
• High-level Python skills are essential. You should be as comfortable discussing software architecture as you are discussing Greeks.

📩 Contact [email protected] for more information.

If this role isn’t right for you but you know someone who might be a good fit, we run a market-leading referral scheme for successful introductions. T\&Cs apply.