Senior Quantitative Strategist (Pricing Quant) - Leading Global Macro Hedge Fund - Excellent Compensation + Benefits

I'm working with a leading UK Global Macro Hedge Fund that is seeking an experienced Quantitative Strategist to join its investment technology team in London.

This is a senior individual contributor role working directly with Portfolio Managers, Risk and Technology across derivatives pricing, alpha research, risk management and portfolio analytics.

The role will have a particular focus on equity and fixed income derivatives, evaluating and implementing pricing models while also working with Portfolio Managers on relative-value analysis, backtesting, signal implementation and real-time P&L/risk tooling.

Responsibilities

• Evaluate, select and maintain equity and fixed income derivatives pricing models.
• Assess vendor, open-source and internally developed pricing libraries.
• Implement or extend pricing models where existing solutions fall short.
• Assess model limitations and communicate these clearly to Portfolio Managers and Risk.
• Work directly with Portfolio Managers on alpha research, relative-value analysis, backtesting and signal implementation.
• Develop and enhance real-time P&L, risk and portfolio analytics tools.
• Own quantitative projects from initial problem definition through to production.

Requirements

• 7+ years’ experience in a quantitative financial markets role, such as front-office strategist, desk quant, model validation or quantitative research.
• Deep understanding of equity and fixed income derivatives pricing.
• Proven ability to critically evaluate third-party/vendor pricing models and determine their appropriate use.
• Strong understanding of financial markets and how quantitative models are used in practice.
• Strong Python skills and experience with the numerical Python ecosystem.
• Exposure to C++, C# or similar is advantageous.
• Strong SQL skills and experience working with market and reference data.
• Ability to work independently and move between different quantitative problems as priorities change.
• Advanced degree in Mathematics, Physics, Engineering, Mathematical Finance or a similar quantitative discipline.

My client offers a highly competitive compensation package alongside excellent benefits, with the opportunity to join a small, high-calibre engineering environment where individuals have genuine ownership and direct exposure to senior stakeholders across the firm.