Fixed Income Rates Quant Modeller and Developer

Buy Side Hedge Fund requires a lead Quant to set roadmap across Rates and 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++ and Python.Direct Pricing and 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. ..... full job details .....