Front Office Pricing Quant – Rates Modelling - Quanteam

Quanteam
London, GB
Hybrid

Why this role

Pace
Fast Paced
Collaboration
High
Autonomy
Medium
Decision Impact
Team
Role Level
Individual Contributor

What success looks like

  • Develop and maintain pricing models for rates products
  • Work closely with traders and structurers
  • Calibrate models using market data
  • Contribute to pricing libraries and analytics infrastructure
Typical background
Proven experience as a Quantitative AnalystStrong proficiency in Python and C++Solid background in mathematics, quantitative finance, or physics

Transferable backgrounds

Skills & requirements

Required

PythonC++interest rate productspricing model developmentmodel calibrationcurve constructionmarket data handling

Preferred

JavaVBA

Stack & domain

PythonC++Interest rate productsPricing model developmentPower biModel calibrationCurve constructionMarket data handlingQuantitative financeMathematicsPhysicsCommunication

About the role

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:

•…

Similar roles

Apply on Quanteam site