Senior Quantitative Analyst

Linear Rates- DirectorWe are working with a multi-strategy investment firm seeking a Linear Rates Quantitative Researcher to join its central fixed income team. You will build the analytics, libraries and desk tools used across government bonds, futures and interest rate swaps in G4 markets.This is a hands-on role combining quantitative modelling with production-quality development. You will work closely with trading desks and partner with technology, risk and operations teams to improve how positions are analysed, hedged and managed.What you’ll doDevelop analytics and infrastructure for linear rates products across government bonds, futures and swaps.Build and maintain central swap curves and fixed income libraries.Create tools for position and risk tracking, hedging, rolls, trade diagnostics and scenario analysis.Improve risk management and execution workflows for the desks.Work with trading and central teams to turn requirements into reliable, usable tools.What we’re looking forAround 7+ years of linear rates quantitative research experience on a buy-side team or sell-side trading desk.Strong knowledge of curve construction, pricing and risk across bonds, futures and interest rate swaps.Familiarity with PCA-based approaches to curve analysis and normalisation.Strong programming skills in Java, Python, C++ or C#.An advanced degree in financial engineering, mathematics, computer science or a related field.Clear communication skills and the ability to work independently while collaborating across teams.