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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
This interest rate quant research/strategist role is with one of the most attractive hedge funds in London for quants. The team isa collegiate set up that combine sophisticated systematic signal generation with active discretionary risk taking. The focusof this role will be building quantitative tools (screeners / dashboards / frameworks) to analyse rates markets to generate trading signals for discretionary risk takers.The successful candidate combine a strong tehcnical knowledge of interest rate products and markets with excellent programming skills (ideally Python). They expect that the candidate will have 2-3 years experience in an interest rates trading / structuringor quantitative strategy role. This should come at a top tier bank or leading hedge fund. The role will involve working directly with senior PMs and so must have strong communication skills and the ability to ensure their outputs are interpretable to a rangeof stakeholders. The candidate will have fantastic opportunity to learn and advance in a highly successful and growing business.Responsibilities