The Macro Technology Team is seeking a Lead Rates Quantitative Researcher.

Lead a small team of Macro Quants
Build and maintain pricing models for range of products traded in macro business
Design and implement processes for live calculation of P&L and risk used by portfolio managers
Support portfolio managers and analysts in building out bespoke tools using in-house analytics
Design and implement macro data series for use in analysis and back-testing
Learn about pricing, risk and calibration for various macro products

Masters’ Degree or higher in a quantitative field. Degree courses in computer science, finance, mathematics, econometrics or other quantitative discipline preferred
Previous experience leading a team of Senior Quantitative Researchers and Developers
Expert C++ programmer: we use C++17 and would like to move to C++20. Coupled with the ability to produce well-engineered code.
Programming experience in Python in the context of data analysis, with the ability to test ideas and develop infrastructure for further research
Understanding and exposure to interest rates swaps, fixed income futures, interest rate options and foreign exchange. Experience in interest rates curves construction methodologies
Knowledge of statistics, including time series analysis and regressions
Strong organization skills with the ability to present results clearly and iterate with PMs accordingly

Strong desire to work collaboratively with the team
High standard of professionalism in all dealings with internal staff and any external partners, clients and regulatory agencies
Problem solving skills and ability to identify and implement appropriate solutions
Ability to prioritize and manage multiple tasks and projects concurrently to meet/exceed deadline
Strong written and verbal communication skills
Outstanding attention to detail and strong organization skills