Interest Rates Derivatives Strategist - Hedge Fund

We are exclusively partnering with a top-rated boutique macro pod within a London-based multi-strategy hedge fund to hire a Derivative Rate Strategist. This is a highly visible role at the core of the investment process, offering regular interaction with Portfolio Managers and direct input into risk‑taking decisions.

The Role

• Cover developed market rates across cash, futures, swaps, options, and volatility
• Generate actionable trade ideas, including relative value, curve, and volatility‑driven strategies
• Analyse and trade rates derivatives, with a strong focus on optionality and convexity
• Build and maintain monitoring tools to identify macro and volatility opportunities
• Track positioning, flows, sentiment, and technicals using both internal and external research
• Monitor risk and contribute to ongoing portfolio construction and discussion

The Profile

• 5+ years’ experience in DM rates strategy, macro research, or a closely related role
• Strong hands‑on experience with rates derivatives and volatility products is essential
• Deep understanding of global rates markets, optionality, and risk dynamics
• Proven ability to translate complex analysis into clear, tradeable investment views
• Strong communicator who works effectively alongside Portfolio Managers

This role offers a strong next step for a developed market rates strategist or macro analyst with solid experience in volatility and derivatives, providing greater exposure to Portfolio Managers and the chance to directly influence investment decisions within a top‑tier hedge fund platform.

To apply, please send your CV to

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