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Lead Vol & Linear Fixed Income Quant Modeller - Huxley

HuxleyLondon🇬🇧United Kingdom

Why this role stands out

This Lead Vol & Linear Fixed Income Quant Modeller role offers a significant opportunity to shape the future of quantitative analytics at a renowned hedge fund, leading a talented team in cutting-edge C++ and Python development. If you possess extensive experience in derivatives modeling, proven leadership, and a passion for driving innovation in pricing and risk, this is an exciting chance to make a substantial impact. We encourage you to apply and explore this rewarding career advancement.

Quick overview

SeniorityMid Senior
Employment typeFull Time
Work modeOn Site
LocationLondon, United Kingdom
LinearSSODerivativesC++Python

Job description

Buy Side Hedge Fund requires a lead Quant to set 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 www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 8 Bishopsgate, London, EC2N 4BQ, United Kingdom | Partnership Number | OC387148 England and Wales

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