Linear Rates Quant
Senior Quantitative Analyst - Rates Modelling
Location: London
About the Firm
Our client is a leading global investment management firm with a strong presence across fixed income, macro and multi-asset strategies. With investment teams spanning major financial centres, the firm combines advanced quantitative research, technology and market expertise to deliver innovative investment solutions.
Due to continued growth, the business is seeking an experienced Quantitative Analyst to join its London based team, supporting the development of pricing models and analytics across interest rate products.
The Role
Working closely with traders, portfolio managers and technology teams, you will be responsible for the design, implementation, and enhancement of quantitative models used across the rates business. The role offers significant exposure to front office decision-making and the opportunity to contribute directly to the evolution of the firm's quantitative toolkit.
Key responsibilities include:
- Developing and maintaining pricing models for interest rate derivatives.
- Enhancing modelling frameworks for vanilla and exotic rates products.
- Supporting calibration, validation, and implementation of quantitative models.
- Working closely with trading teams to improve pricing, risk management, and analytics.
- Contributing to strategic quantitative projects aimed at improving modelling infrastructure.
- Collaborating with developers to ensure robust production implementation.
Requirements
- Strong academic background in Mathematics, Physics, Financial Engineering, Statistics, or a related quantitative discipline.
- Proven experience developing interest rate models within a front office quantitative environment.
- Strong understanding of derivative pricing methodologies and model calibration techniques.
- Experience supporting rates trading desks.
- Excellent programming skills in C++ and/or Python.
- Strong communication skills and the ability to partner effectively with both technical and non-technical stakeholders.
Desirable
- Exposure to multi-curve frameworks, stochastic volatility, or hybrid modelling approaches.
- Experience within a buy-side, investment banking, or quantitative investment environment.
- Knowledge of modern software engineering and development practices.
What's on Offer
- Opportunity to join a highly respected global investment platform.
- Direct interaction with traders and senior investment professionals.
- Complex modelling challenges and high-impact quantitative work.
- Competitive compensation and performance-related bonus.
- Collaborative and intellectually stimulating environment.
If you would be interested in discussing the opportunity in more detail, please apply or get in touch directly for a confidential conversation.
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