Cross-Asset Quant Modeller — Rates & Derivatives Analytics

Huxley Associates is seeking a Rates Quant Modeller to join a market-focused quant group and work with a senior portfolio manager. You will develop and enhance models and analytics in a C++ library and build trading tools in Python for clients.

You will provide ongoing support across asset classes, including rates, FX, equities, and commodities, while maintaining BAU systems and processes. A solid grounding in curve construction and calibration is expected.

#J-18808-Ljbffr