Rates Options Desk Quant
Rates Options Quantitative Analyst
A leading global investment bank is looking to hire a Vice President level Rates Options Quantitative Analyst to join its Front Office Quantitative Analytics team in London.
This is a highly visible desk-facing role working closely with Trading, Structuring and Technology teams, focused on the development of pricing models, risk analytics and strategic quantitative infrastructure supporting the Interest Rate Derivatives business.
The Role
You will play a key role in the development and enhancement of a strategic rates analytics platform used across pricing, risk management and market-making activities. The position offers significant interaction with Front Office stakeholders and the opportunity to contribute directly to the evolution of quantitative tools used by the business.
Key responsibilities include:
- Developing and enhancing pricing and risk analytics libraries for Interest Rate Derivatives.
- Building, implementing and supporting quantitative models used within the trading business.
- Developing advanced valuation methodologies using techniques such as Monte Carlo simulation and PDE-based approaches.
- Working closely with traders, structurers and technology teams to deliver scalable quantitative solutions.
- Contributing to the ongoing development of risk management and market-making tools across the rates business.
- Supporting strategic quantitative initiatives and platform development.
Candidate Profile
The successful candidate will have:
- Previous experience in a Quantitative Analytics, Desk Quant or Modelling role within financial markets.
- Strong knowledge of Interest Rate Derivatives and rates options products.
- Experience with rates volatility models, including frameworks such as SABR and HJM.
- Excellent programming skills in Python and C++.
- Strong understanding of numerical methods, statistics and probability.
- Experience developing pricing models and quantitative analytics for trading applications.
- A Master's or PhD in a quantitative discipline such as Mathematics, Physics, Statistics, Engineering or Computer Science.
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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