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.
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