Location
London Area, United Kingdom
Salary
Not specified
Type
fulltime
Posted
Today
Job Description
Quantitative Analyst - Elite Hedge Fund - London - Highly Competitive Package
Durlston Partners is working with a top-tier Hedge Fund in London that is looking for a Quantitative Analyst to join their team.
You will work closely with Researchers \& Portfolio Managers to develop and optimise sophisticated pricing models, risk frameworks, and trading signals. While the desk heavily trades global credit markets, the team is open to elite quants with strong mathematical foundations who are eager to apply their skills to complex fixed-income and credit products.
What You’ll Do
- Develop, implement, and maintain quantitative models for pricing, risk management, and alpha generation.
- Analyse massive, complex datasets to identify market inefficiencies and relative value opportunities.
- Build and refine analytics tools used directly by Portfolio Managers to construct and hedge portfolios.
- Collaborate seamlessly with core engineering teams to deploy your models into the firm's live trading infrastructure.
What They’re Looking For
- Exceptional Academic Background:
Mathematics, Physics, Statistics, Financial Engineering, or a strictly quantitative field from a top-tier university.
- Domain Experience:
Commercial experience working as a Quantitative Analyst within a Hedge Fund, Prop Trading firm, or top-tier Investment Bank.
- Asset Class Knowledge:
Experience with
Credit markets
(Corporate Bonds, CDS, High Yield, Investment Grade) or related Fixed Income products is
highly desirable
, but exceptional generalists will also be considered.
- Technical Chops:
Strong programming proficiency in
Python
for data analysis and modelling. Experience with C\+\+ or SQL is a strong plus.
- Deep understanding of stochastic calculus, probability, and time-series analysis.
What They Offer
- Market-leading compensation package (Highly competitive base salary \+ significant discretionary bonus).
- A relaxed, collaborative culture with a flat structure and no dress code.
- Access to state-of-the-art compute infrastructure and premium market datasets.
- Direct impact: your quantitative models will directly inform the desk's trading decisions and risk management.
If you are interested, please apply! Alternatively, feel free to reach out to
for a confidential discussion.
Looking for more opportunities?
Browse thousands of graduate jobs and entry-level positions.