A leading global hedge fund is seeking a lead quant researcher to join their London office. This role offers the chance to shape the future of quantitative solutions in one of the world’s top-performing funds. This is a hands-on leadership opportunity where you will have significant impact, driving the development of cross-asset analytics, pricing tools, and real-time market data solutions while working closely with trading teams. You will: Build and maintain robust quant libraries used across structuring and risk analysis tools. Lead the development of curve and volatility pricing models, ensuring they are implemented cleanly and efficiently. Collaborate directly with traders to design cutting-edge market analysis and pricing tools. Balance BAU changes with strategic, long-term development projects. Work in a fast-paced, delivery-focused environment. Required experience: 5 years of experience in quant research/development. Strong ability in C++ or C#. A good understanding of financial modelling and building quantitative libraries from scratch. Exceptional leadership skills, with experience collaborating closely with trading desks. Key skills: Experience with curve calibrations, volatility modelling, and implementing reusable functions in quant libraries. Knowledge of Python, Excel VBA, and database systems is a plus. Familiarity with Fixed Income and Derivatives markets is desirable.