Front Office Rates Quant - Real-Time Pricing & Modelling

NCSL International; Greater London; Hybrid; GBP 100,000 - 166,000; Full time

Job summary

Quanteam Group in London seeks a Pricing Quant Analyst with strong experience in interest rate products, pricing model development, and programming in Python and C++. This role sits within the front office quant team, supporting traders and structurers through the design and implementation of robust pricing and risk models for rate derivatives.

You will develop, implement, and maintain pricing models for rates products, calibrate models with market data, and work with traders to provide

Qualifications

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

Responsibilities

• Develop, implement, and maintain pricing models for rates products (swaps, swaptions, futures).
• Provide real-time pricing and risk analytics to traders and structurers.
• Calibrate models using market data and align with market conventions.
• Enhance pricing libraries and analytics in Python and C++.
• Test, validate, and document models per governance and regulatory standards.

Skills

Quantitative analysis

Front office experience

Python

C++

Mathematics

Education

Mathematics / Physics / Quantitative Finance degree

Tools

Python

C++

Job description

Quanteam Group in London seeks a Pricing Quant Analyst with strong experience in interest rate products, pricing model development, and programming in Python and C++. This role sits within the front office quant team, supporting traders and structurers through the design and implementation of robust pricing and risk models for rate derivatives.

You will develop, implement, and maintain pricing models for rates products, calibrate models with market data, and work with traders to provide