Lead Rates Quantitative Researcher
A leading global investment firm is seeking a Lead Rates Quantitative Researcher to join a front-office Macro Technology team supporting Portfolio Managers across global macro strategies.
This is a highly visible role combining quantitative research, pricing model development, risk analytics, and software engineering. The successful candidate will lead a small team of Macro Quants while working directly with PMs and analysts to build the tools, models, and infrastructure that support investment decisions across rates, fixed income, and FX markets.
The role offers the opportunity to take ownership of business-critical quantitative systems, influence the direction of the team's analytics platform, and contribute directly to the success of the macro trading business.
Key Responsibilities
- • Lead and mentor a team of quantitative researchers and developers supporting the macro trading platform
- • Build, enhance, and maintain pricing models across a broad range of macro products
- • Design and develop real-time P&L and risk analytics used directly by portfolio managers
- • Partner closely with PMs and analysts to deliver bespoke quantitative tools and trading analytics
- • Develop and maintain macroeconomic and market data series for research, analysis, and backtesting
- • Contribute to model calibration, pricing infrastructure, and quantitative research initiatives
- • Work across the full development lifecycle, from research and design through to production implementation
Requirements
- • Advanced degree (Masters or PhD) in Mathematics, Computer Science, Finance, Physics, Econometrics, Engineering, or another quantitative discipline
- • Experience leading quantitative research or quantitative development teams within a trading environment
- • Expert-level C++ development skills, with experience building production-grade quantitative systems
- • Strong Python programming skills for data analysis, research, and tooling development
- • Deep understanding of rates products, including interest rate swaps, fixed income futures, interest rate options, and FX
- • Experience with yield curve construction, pricing models, risk analytics, and quantitative modelling techniques
- • Strong statistical and analytical background, including time-series analysis and regression techniques
This is an exceptional opportunity for a senior Rates Quant to combine leadership, quantitative research, and software engineering within a highly collaborative macro trading team.