https://jobs.co.uk/job/fixed-income-rates-quant-modeller-amp-developer-huxley-associates--fe7b9853-fb0b-4b1c-9723-69d24211b7bc RSS feed for Fixed Income Rates Quant Modeller & Developer at Huxley Associates. en-gb Sat, 10 Oct 2026 01:28:15 GMT https://jobs.co.uk/job/fixed-income-rates-quant-modeller-amp-developer-huxley-associates--fe7b9853-fb0b-4b1c-9723-69d24211b7bc https://jobs.co.uk/job/fixed-income-rates-quant-modeller-amp-developer-huxley-associates--fe7b9853-fb0b-4b1c-9723-69d24211b7bc Thu, 08 Oct 2026 23:00:00 GMT Location: London | Salary: £250000 - £300000/annum | Type: Permanent | 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, c... Permanent