Linear Rates Quant
Associate / VP - Front Office Quantitative Analyst (Rates)
Location: London
Team: Front Office Quant - Linear Rates
We are working on an opportunity to work with a leading global institution's Front Office Quantitative Analysis team. This role sits within the Linear Rates Quant group, part of the broader Rates Quant Team in London. The group is responsible for developing pricing and risk models, advanced curve calibration techniques, and delivering high‑quality quantitative analytics to support Front Office trading.
This position is available at Associate or VP level, depending on experience.
Key Responsibilities
- Design, implement, and maintain the curves library, covering both mathematical modelling and production‑level implementation (C++ and Rust).
- Contribute to model development for the linear rates product suite.
- Design and extend APIs for pricing and curve‑related libraries.
- Develop and optimise quantitative algorithms.
- Enhance existing quantitative frameworks and tools to meet the highest production standards.
- Improve and maintain the testing framework for quantitative libraries and analytics.
- Provide support to Trading, Sales, and Risk teams.
Education & Qualifications
- Bachelor's degree in Engineering, Physics, Mathematics, or a related quantitative field (or equivalent).
- MSc and/or PhD is highly desirable.
Skills & Experience
- Strong programming skills in Python and C++; experience with Rust is a strong advantage.
- Solid understanding of numerical methods and optimisation techniques.
- Knowledge of fixed income derivatives.
- Strong grasp of options pricing theory, probability, and quantitative modelling.
- Excellent communication skills, able to articulate technical concepts clearly to non‑technical audiences.
- Highly collaborative, with the opportunity to work alongside world‑class quants in a supportive and innovative environment.
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