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I am working with a leading global trading and investment firm looking to hire a Rates Quantitative Developer into their London office. This is a fantastic opportunity for someone 2–5 years out of university with strong academics and hands-on experience in rates. You will be joining a front-office team, working directly with traders and strats, building the tools and models that drive the business.
The role involves developing and maintaining pricing and risk infrastructure, constructing rates curves, and working on swaps and broader rates modelling. You will be expected to design production-quality analytics, deliver low-latency solutions, and contribute directly to P&L and risk management. This is a front-office role where your work has immediate impact.
Candidates should have at least one year of direct exposure to rates, with experience in basic rates analytics, curve construction, or swaps modelling. Strong programming skills are essential (Python, C++ or Java), and you must have a first-class academic record from a top-tier university such as Cambridge, Oxford, Imperial, Warwick, École Polytechnique, or EPFL.
This is a rare chance to join a world-class trading firm in London, work alongside exceptional talent, and accelerate your career in the rates space.
Seniority level
* Seniority level
Mid-Senior level
Employment type
* Employment type
Full-time
Job function
* Job function
Finance and Information Technology
* Industries
Financial Services and Software Development
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