Job: Front Office Pricing Quant – Rates Modelling
* Location: London
* Hybrid working – travel to office is required
* Full time contract – long term engagement
* Inside IR35 – up to £900 umbrella daily
Role Overview
We are seeking 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 a wide range of rate derivatives.
Key Responsibilities
* Develop, implement, and maintain pricing models for rates products (e.g., 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 internal governance 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
* Effective communication skills and ability to collaborate with traders, technologists, and risk teams
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