Quant Analytics & Portfolio Pricing :: Global Hedge Fund

A leading global multi-strategy hedge fund is building out a highly technical team working directly alongside some of its most sophisticated trading businesses.

Sitting between Portfolio Managers, quantitative teams and Technology, this is a hands-on analytical role focused on understanding how complex portfolios behave - from pricing and P&L through to models, market moves and risk.

What You’ll Do:

Work directly with investment teams to investigate pricing moves, P&L drivers, model behavior and portfolio exposures

Develop analytics across derivatives and complex products spanning equities, macro, commodities and volatility

Build and improve pricing models, curves, volatility surfaces and quantitative frameworks

Use Python and large market datasets to automate analysis and develop better tools for trading teams

You’re a Good Fit If You Have:

Strong quantitative experience from a hedge fund, investment bank, trading firm or commodities business

Experience across derivatives and sophisticated liquid-market products

Knowledge of pricing, Greeks, curves, volatility, risk or P&L attribution

Strong Python skills, with SQL and broader data experience beneficial

• Why Now?
• Continued growth across trading strategies is driving significant investment into the analytics sitting closest to the portfolio. Complex markets. Serious technical problems. Direct exposure to the people taking risk.