Fixed Income Rates Quant Modeller & Developer

Fixed Income Rates Quant Modeller & Developer in London | Huxley Associates Find a job Post a job Sign up Tired of searching? Let’s find you the right jobs faster Get Started Search These jobs were popular with other job seekers Machine Learning Engineer MLOps Python LLM AWS Client Server Shoreditch, East London (E1) £80000 - £90000 per annum + benefits 1 day ago Forward Deployed Engineer Faculty South East 1 day ago Principal Engineer - Kubernetes London Stock Exchange London 18 hours ago NEW Lead Python Developer (TOP Trading Company!) 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Candidate will: Own the multi-asset analytics library: design performance, trade representation, prototype to production. Lead a group of Quant Developers and Modellers, working in C++ & Python. Direct Pricing & Risk Linear and Vol Rates and FX (Options). Drive platform programmes such as Risk engine consolidation, library modernisation, regulatory model deliveries. Set engineering standards, research, production, codebase testing. Partner with PM'sso models and scenario analytics are fit for live use. What you bring * 15+ years in quantitative finance, with a long stretch building derivatives models rather than only managing them. A physics, mathematics, or equivalent quantitative degree (master's or above) is typical. * Proven leadership of large quant-developer groups, including at Managing Director / Director level in a bank or equivalent seniority on the buy side. * Deep FX and rates derivatives experience: local- and stochastic-vol models, term-structure models, PDE and Monte Carlo methods, calibration, and risk. * Production C++ at library scale, plus Python for research, tooling, and orchestration. Evidence of having shipped a modern, fast, cross-asset analytics library is a strong signal. * Judgement on model risk, regulatory expectations, and the trade-off between research speed and production robustness. * Comfort operating on-site in London and leading a hybrid or multi-location team. Nice to have * Experience taking a sell-side quant platform into a buy-side or analytics-vendor setting. * Exposure to equities and macro analytics alongside rates and FX. * A track record of risk-engine consolidation or large-scale library replacement. How success is measured * Model and library quality: accuracy, stability, and speed of pricing and risk. * Delivery of the agreed platform programmes on time, without regressions in production numbers. * Team health: retention of senior quants, quality of hires, and a clear ownership model between research and production. * Client and portfolio adoption of the analytics. To find out more about Huxley, please visit Apply Huxley Associates Banking and Financial Services 39 Jobs Similar Fixed Income Rates Quant Modeller & Developer Jobs Popular with Other Job Seekers Machine Learning Engineer MLOps Python LLM AWS Client Server Shoreditch, East London (E1) £80000 - £90000 per annum + benefits 1 day ago Forward Deployed Engineer Faculty South East 1 day ago Principal Engineer - Kubernetes London Stock Exchange London 18 hours ago NEW Lead Python Developer (TOP Trading Company!) 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