Front Office Pricing Quant - Rates Modelling

Quanteam; Greater London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A specialized consulting firm is seeking an experienced Quantitative Analyst to develop and maintain pricing models for interest rate products. The role involves collaboration with traders for real-time pricing and performing model calibration. Applicants should have a strong background in Python and C++, along with proven experience in a front office environment. This position offers a chance to impact the financial market and collaborate with a diverse team.

Qualifications

• Proven experience as a Quantitative Analyst within a front office or desk-aligned environment.
• Deep understanding of interest rate products and pricing methodologies.
• Strong proficiency in Python and C++ for quantitative development.

Responsibilities

• Develop, implement, and maintain pricing models for rates products.
• Work closely with traders and structurers to provide pricing and risk analytics.
• Calibrate models using market data and ensure alignment with standards.

Skills

Quantitative analysis

Python

C++

Interest rate products

Model calibration

Effective communication

Education

Degree in mathematics, quantitative finance, or physics

Job description

Responsibilities

• Develop, implement, and maintain pricing models for rates products (, swaps, swaptions, futures, structured rates)
• Work closely with traders and structurers to provide real-time pricing and risk analytics
• Calibrate models using market data and ensure alignment with market conventions
• Contribute to the enhancement of pricing libraries and analytics infrastructure in Python and C++
• Perform testing, validation, and documentation of models in line with internalernance and regulatory standards

Key Requirements

• Proven experience as a Quantitative Analyst within a front office or desk-aligned environment
• Deep understanding of interest rate products and pricing methodologies
• Strong proficiency in Python and C++ for quantitative development
• Solid background in mathematics, quantitative finance, or physics
• Familiarity with model calibration, curve construction, and market data handling
• Effectivemunication skills and ability to collaborate with traders, technologists, and risk teams

If you're a technically strong quant with a passion for rates modelling and front office impact, we’d love to hear from you.

WHO WE ARE

Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, Brussels, New York and North Africa.

Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurancepanies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.

The firm mainly takes part in :

• Business consulting : Quantitative research, Risk management ( Market risk, credit risk, counterparty risk), Banking regulations ( Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement.
• IT & Information systems consulting : Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development ( C++, Python, C#, Java, VBA), Financial Software ( Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.

As part of Quanteam Group, Quanteam UK & PL has today more than 80 consultants, working for major Capital Markets institutions in London and Krakow.