Front Office Rates Quant: Real-Time Pricing & Modeling

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

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.