Job Description
Join a High-Performing Front Office Quant Team – London-Based Opportunity - Associate Director level - base up to £170k
I’m partnering with a leading global investment bank looking for an experienced Quant Analyst with deep expertise in interest rates, yield curve calibration, and classical pricing models to join their front office quant team.
This is a hands-on role focused on Fixed Income and Rates, working closely with trading desks, risk, and finance teams to support pricing, risk, and model integration across FX, Rates, Credit, and Equities.
You will be implementing models directly in a front office C++ library (not just using others’ code), so strong C++ skills and familiarity with the full model implementation path are essential.
What You’ll Do
* Build and enhance quantitative models using C++11+, focusing on interest rate curve construction and modernization of FX and rates libraries
* Partner closely with trading desks to develop and implement models for pricing and structuring, challenging traders where appropriate
* Design, test, and document production-quality model workflows to enterprise standards
* Maintain and improve a high-quality codebase and testing framework
* Collaborate with other teams on flow rates and structured rates, with experience in exotic rates considered a plus
* Support the operational front office function with hands-on involvement in curve construction and modeling
What We’re Looking For
* Strong front office quant background, with deep expertise in interest rates, yield curve calibration, and classical quantitative finance (stochastic calculus, PDEs, no-arbitrage valuation, numerical analysis)
* Proven experience implementing models in a front office C++ library (C++11+), not just using implementations from other teams
* Familiarity with Python, Excel, and version control systems (e.g., Git)
* Experience working in or with investment banking quant teams, ideally in a front office or trading desk support role
* Strong relationship builder, able to challenge traders and collaborate effectively across multiple teams
* Operational mindset with a practical approach to model implementation and production support
* Experience or knowledge of exotic rates products is a plus
Additional Details
* Flexible working environment with up to 3 days per week in the London office
* Salary range: £140k - £170k base + bonus
* Ideal for experienced quant with deep domain expertise and those who want a meaningful, hands-on role in a top-tier investment bank.
If you’re a quant analyst ready to take ownership of front office model implementation and work alongside a world-class team, let’s connect.
DM me or reach out directly for a confidential conversation.