Desk Quant - Macro Rate
Alan Partners advertises this desk-quant role for an unnamed global investment firm. The position supports macro and relative-value investors with rates pricing, risk models and systematic research tools.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Extend swap and swaption pricing analytics
- Build pre-trade risk, Greeks and P&L attribution tools
- Research rates signals with factor and time-series methods
- Validate strategies in reproducible backtests
What they ask for
Required
- Four or more years supporting investment desks as a quant
- Rates and yield-curve expertise
- Python
- Pricing and risk methodologies
- PCA and factor models
- Backtesting
- Explaining models to investors
Preferred
- Macro or relative-value desks
- Carry and roll analysis
- Market-data APIs
- Scientific Python and databases
- Education
- No formal degree requirement is specified.
- Experience
- Four or more years delivering quantitative analysis directly to an investment desk.
- Languages and tools
- Markets
- fixed-income, options
How to prepare
- Build a swap or swaption valuation with sensitivity checks
- Research a curve-relative-value signal without future information
- Explain a pricing or P&L discrepancy through model assumptions
What to study
- Fixed Income and Interest-Rate Models
- Derivatives Pricing and Computational Finance
- Quantitative Research, Data and Backtesting
The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Alan Partners’s site before applying: requirements, location and pay can change after we check them.
View the posting on Alan Partners’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Alan Partners and doesn’t handle applications.