Lead Quantitative Analyst - Interest Rate Derivatives

My client is a market leading FinTech business that spun-out of one of the largest and most successful hedge funds in the world. Their offering is a suite of quantitative, technology and investment management infrastructure services that they provide to the world's leading hedge funds and asset managers. They have offices in London, Stamford and Hong Kong. Their USP is a cutting edge, cloud hosted portfolio management system that is fed by pricing models developed by the quant team, and provides pre-trade analytics for pricing and risk management, as well as ongoing live risk & PnL management across a wide range of derivative asset classes. They are looking for a Lead Quantitative Analyst with strong knowledge of Interest Rate Derivatives Products to join their global Quantitative Analytics & Development. You will initially be responsible for a team of two based in Stamford, Connecticut, and will also be responsible for growing the team in line with the strategy of the business. The minimum in-office requirement is 2 days a week. What You\'ll Get An opportunity to be part of one of the most exciting buy-side FinTech businesses in the world with a clear goal to become the first choice trading technology provider with asset managers and financial institutions alike, across the derivatives markets. There is a high talent density and as such you will be working with top performers from across the industry with exceptional mentoring and opportunities to learn and develop your skills. They pay market leading compensation, including an annual discretionary bonus, with ongoing opportunities for financial advancement. They offer benefits including pension contribution, healthcare, life insurance, 26 days holiday, 10 further days remote working from anywhere in the world and hybrid working. What You\'ll Do The successful candidate will join the Quantitative Analytics & Development team and is expected to contribute to the development and enhancement of new and existing models and analytics in the core Quant Analytics library (written in C++). Furthermore, the individual is expected to develop new and enhance existing trading tools that are used by their clients (written in Python). At the same time, the successful candidate is expected to provide ongoing support to clients across all asset classes (especially Rates, but also FX, Equities, and Commodities), and maintenance of existing BAU systems and processes. Reporting to the Head Quant, you will have direct line management responsibility for two junior team members, and will be responsible for growing the team in-line with the strategy and growth of the business. What You\'ll Need Experience working as a Quantitative Analyst in a front office trading environment. Strong knowledge of Flow Interest Rate Derivatives Products. Any other Derivatives instrument expertise would be highly beneficial. Strong C++ development ability is essential; strong Python would also be highly beneficial. Experience mentoring junior team members; any prior team leadership experience would be highly beneficial. Experience supporting a live production environment and models. #J-18808-Ljbffr Tempest Vane Partners