Our client is a leading global hedge fund with deep expertise across macro, fixed income, and derivatives markets. Known for its collaborative culture, cutting-edge analytics, and consistent performance, the firm is seeking a talented Rates Volatility Analyst to join its London team, focusing on EUR or GBP markets.
The successful candidate will be responsible for providing quantitative and market-driven insights into EUR and/or GBP rates volatility markets, supporting senior portfolio managers in trade generation, risk management, and strategy development. This is an opportunity to work at the intersection of macro strategy, derivatives modeling, and trading execution in a high-performance environment.
Key responsibilities
- Research and analyze EUR and GBP rates volatility markets (swaptions, caps/floors, volatility surfaces).
- Develop models for pricing, relative value, and risk management of volatility strategies.
- Support PMs in idea generation and trade structuring across options, swaps, and futures.
- Monitor and interpret market trends, central bank policy, and macroeconomic developments.
- Collaborate with traders, researchers, and risk managers to refine portfolio exposures.
- Enhance tools for volatility surface construction, scenario analysis, and risk reporting.
Ideal profile
- 2–6 years’ experience in rates volatility, options, or derivatives research/analysis at a hedge fund, bank, or trading firm.
- Strong understanding of EUR/GBP rates markets, derivatives pricing, and volatility dynamics.
- Solid quantitative and analytical skills with proficiency in Python, C++, or similar.
- Strong grasp of macroeconomics, monetary policy, and drivers of European/UK interest rates.
- Excellent communication skills and ability to thrive in a fast-paced, collaborative environment.
- Advanced degree in a quantitative field (Mathematics, Financial Engineering, Physics, Economics).
What’s on offer
- A front-office role at one of the world’s top-performing hedge funds.
- Opportunity to work directly with senior macro and rates PMs.
- Exposure to cutting-edge volatility strategies and global macro trading.
- Highly competitive compensation, directly linked to performance.
- A culture that fosters innovation, meritocracy, and career growth.
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