Job Description - VOLATILITY & Linear Rates Quant Modeller & Developer
VOLATILITY & Linear Rates Quant Modeller & Developer in Channel Isles | 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 Power Platform / AI Engineer Hays UK Up to £630.0 per annum + 630 per day INSIDE IR35 1 week ago Principal Data Engineer Raytheon London Negotiable 2 weeks ago Data & AI Architect Manager Anson Mccade Central London, London 90000 Annual 3 weeks ago AI/Data Architect Anson Mccade Central London, London 60,000 - £85,000 Annual 4 weeks ago Forward Deployed Engineer - Cardiff Circle Group Cardiff (CF1) £45000 - £53000 per annum + + Benefits + Flexible working 23 hours ago NEW BI Developer Ecruit Bellshill Industrial Estate, Bellshill (ML4) 2 days ago Principal Product Security Architect ARM Cambridge, Cambridgeshire 18 hours ago NEW Credit Risk Specialist NEEV LIMITED London From £450 to £480 per annum 450 - 480 GBP/day InsideIR35 2 weeks ago Lead Products Quantitative Risk Modeler ExxonMobil London 19 hours ago NEW Data Modeller Bright Purple Resourcing Edinburgh & Lothians £525 - £600 p/d 3 weeks ago VOLATILITY & Linear Rates Quant Modeller & Developer Huxley Associates Channel Isles Permanent Contract; Hybrid Published: 21 hours ago £250000 - £350000 per annum Apply Save VOLATILITY & Linear Rates Quant Modeller & Developer Huxley Associates Apply Buy Side Hedge Fund requires a lead Quant to set the roadmap across Rates & FX, leading a world class team of quant developers and modellers, validation and production rollout. 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 Volatility & Linear Rates Quant Modeller & Developer Jobs Popular with Other Job Seekers Power Platform / AI Engineer Hays UK Up to £630.0 per annum + 630 per day INSIDE IR35 1 week ago Principal Data Engineer Raytheon London Negotiable 2 weeks ago Data & AI Architect Manager Anson Mccade Central London, London 90000 Annual 3 weeks ago AI/Data Architect Anson Mccade Central London, London 60,000 - £85,000 Annual 4 weeks ago Forward Deployed Engineer - Cardiff Circle Group Cardiff (CF1) £45000 - £53000 per annum + + Benefits + Flexible working 23 hours ago NEW BI Developer Ecruit Bellshill Industrial Estate, Bellshill (ML4) 2 days ago Principal Product Security Architect ARM Cambridge, Cambridgeshire 18 hours ago NEW Credit Risk Specialist NEEV LIMITED London From £450 to £480 per annum 450 - 480 GBP/day InsideIR35 2 weeks ago Lead Products Quantitative Risk Modeler ExxonMobil London 19 hours ago NEW Data Modeller Bright Purple Resourcing Edinburgh & Lothians £525 - £600 p/d 3 weeks ago VOLATILITY & Linear Rates Quant Modeller & Developer jobs IT jobs Software Development jobs Full Time jobs Weekend jobs Retail jobs Amazon Warehouse Operative jobs Christmas jobs Night Shift jobs NHS jobs Apprenticeship jobs Warehouse jobs Cleaning jobs No Experience jobs Remote jobs Admin jobs Administration jobs Apprenticeships jobs Tesco jobs Get hired. 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