Rates Quant – Tier 1 Global Macro Fund – Excellent Compensation + Benefits

CompanyMondrian Alpha

LocationLondon Area, United Kingdom

Posted At1/23/2026

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Occupation Type

Printing machine assistants

Occupation Code Skill LevelIneligible

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Description

My client, a leading global hedge fund, is seeking an exceptional Rates Quant to join its growing Quantitative Analytics team, working closely with Portfolio Managers and reporting directly to the team lead.

This position is embedded directly within the investment workflow, supporting the quantitative foundations that drive pricing, curve construction, and portfolio risk across the firm. As the business continues to broaden its Rates coverage and deepen its strategies, there is a clear need for an experienced quant to help scale and refine the analytics that underpin day-to-day decision making.

You’ll be a hands-on contributor with real influence, taking ownership of interest rate curve and risk modelling while also getting involved in wider pricing and portfolio analytics. The role offers genuine scope to shape how models are built, extended, and used, rather than simply maintaining existing frameworks.

Working closely with Portfolio Managers and traders, you’ll receive constant feedback from the front office, ensuring the analytics you deliver are practical, intuitive, and immediately impactful in live trading environments.

What you’ll be doing

Building and evolving curve construction and calibration frameworks for Rates products.
Developing pricing and risk models used directly by the investment team.
Acting as a quantitative partner to PMs and traders, turning trading ideas into robust analytics.
Contributing across pricing, portfolio risk, and model development beyond pure curve work.
Influencing technical and modelling decisions as the analytics stack continues to grow.
Enhancing Python- and Excel-based tools used on the desk.
Gradually taking ownership of key analytics areas as you ramp up.

What they’re looking for

Several years’ experience in a quantitative role within a top-tier financial institution.
Proven exposure to linear interest rate modelling in a trading environment.
Solid understanding of Rates pricing and risk.
Comfortable working closely with front-office stakeholders and discussing models in plain language.
Strong communication skills and a collaborative mindset.
Python and Excel experience is highly desirable.

Any experience mentoring or guiding others is a plus.

My client anticipates paying up to £300k total comp, alongside excellent benefits and the opportunity to work on highly impactful systems at scale.

To apply, either respond to this advert or send your CV directly to sasha.duquesne@mondrian-alpha.com.