Junior Rates Quant - London

ABOUT EXODUSPOINTExodusPoint Capital, founded in 2017 by Michael Gelband, began managing investor capital in 2018. The firm employs a global multi-strategy investment approach, seeking to deliver compelling asymmetric returns by combining complementary liquid strategies managed by experienced investment professionals within a robust risk framework. ExodusPoint brings together an accomplished team with hands-on experience running multi-manager businesses to create an institutional investment management firm.

JOB DESCRIPTIONWe are seeking a Junior Rates Quant to support the design and implementation of trading technology, quantitative analytics, and curated datasets underpinning our bond basis and relative-value strategies. The role emphasizes delivering reusable libraries, production-grade applications, and controlled environments used by traders across the desk. The successful candidate will collaborate with portfolio managers and engineering partners to build reliable pricing, risk, and workflow solutions across fixed income and credit products.

Responsibilities:

 Develop, maintain, and govern quantitative analytics libraries: Design and build reusable, efficient Python and C++ components for pricing, risk, and curve construction. Implement risk and PnL tooling Engineer data pipelines and curated datasets Deliver trader-facing applications and workflows: Pre-trade analyzers, RV screens, signal backtests, and workflow tools with clear documentation. Support Excel/Python tools used in production: Maintain complex Excel workbooks and Python-based applications; improve reliability, performance, and usability. Uphold software engineering standards: Unit/integration testing, CI/CD pipelines, code reviews, version control, logging/monitoring, profiling, and automation. Provide technical support and guidance: Assist team members with engineering challenges; raise the standard of Python usage through coaching, architecture guidance, and coding standards.

Qualifications:

 Master’s in Computer Science, Engineering, Mathematics, Physics, Financial Engineering, or a related quantitative discipline; Bachelor’s with strong relevant experience considered. 0–3 years of experience in quantitative finance, trading technology, platform engineering, or closely related software roles (internships welcome) Proven ability to produce clean, tested, maintainable code and work effectively with real-world market data in production settings Strong communication skills with a service-oriented, collaborative mindset; ability to learn new concepts and deliver under tight timelines.

Required Skills:

 Programming: Proficiency in Python and at least one compiled language (C++ preferred; Java acceptable) for performance-critical components. Quantitative methods: Numerical algorithms, interpolation/smoothing, optimization, linear algebra, probability/statistics, and time-series analysis. Data engineering: API integration, pipeline design. Software engineering: Git, testing frameworks, CI/CD, observability (logging/monitoring), and performance profiling. Professional competencies: Clear documentation, requirements gathering, stakeholder communication, and disciplined operational practices.Desired Skills:

 Fixed-income product knowledge: Government bonds, interest-rate swaps, bond futures (CTD, conversion factors), repo; OIS discounting; market conventions (day-counts, calendars). Experience on buy-side or sell-side rates desks; relevant internships or open-source contributions in fixed-income tooling.