Quantitative Analyst - C++ and Linear Rates

JM Group; London; On-site; GBP 90,000 - 100,000; Full time

Job summary

A leading financial services firm in London is seeking a Quantitative Analyst experienced in C++ and Linear Rates. This permanent position offers a competitive salary with bonuses and requires strong mathematical skills and significant industry experience. Ideal candidates will have a degree in a numerate subject and possess a comprehensive understanding of curve construction and model validation.

Qualifications

• At least 5-8 years of experience as a Quantitative Analyst.
• Strong mathematical skills required.
• Experience in front office Strat/Quant roles preferred.

Responsibilities

• Conduct model validation and calibration of financial models.
• Develop and implement strategies using C++ and Linear Rates expertise.
• Engage in SABR and volatility modeling.

Skills

C++

Linear Rates expertise

Model Validation

Curve building and calibration

Volatility modelling

Education

Degree in Mathematics, Financial Mathematics, Physics, or Engineering

Job description

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Quantitative Analyst - C++ and Linear Rates, London

Client: JM Group

Location: London, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Reference: 684424099a12

Job Views: 5

Posted: 02.06.2025

Expiry Date: 17.07.2025

Job Description:

Financial Services Firm is hiring for a Quantitative Analyst with strong Linear Rates experience, C++, and SABR/curve construction expertise. This is a permanent role based in the City. Salary range is between £90K and £K plus Bonus and Benefits, depending on skills and experience.

Experience includes:

• Strong Linear Rates expertise
• Proficiency in C++
• Model Validation experience
• Curve building and calibration, SABR, volatility modelling
• Previous FO Strat/Quant Analyst experience

You should ideally hold a relevant degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, or Engineering, with at least 5-8 years of experience as a C++ and Rates Quantitative Analyst. Strong mathematical skills are required.

Please apply for immediate interview!

The JM Longbridge Group operates as an Employment Agency and an Employment Business and is an Equal Opportunities employer, encouraging applicants from all backgrounds.