Non-linear Rates Quant
VP - Front Office Quantitative Analyst (Non‑Linear Rates)
Location: London
Team: Front Office Quant - Non‑Linear Rates
A leading global financial institution is seeking a talented VP‑level Non‑Linear Rates Quant to join its Front Office Quantitative Analytics team. This role is suited to someone with strong experience in volatility and options products, excellent quantitative modelling skills, and the ability to operate in a fast‑paced trading environment.
The position offers the chance to work directly with traders and quants on the development of next‑generation models and libraries as the team undergoes a major rebuild of their analytics infrastructure.
Key Responsibilities
- Develop and enhance models for non‑linear rates products, with a strong focus on volatility and options.
- Contribute to the redevelopment of the vanilla rates library, inflation library, and the build‑out of a new options library.
- Implement robust pricing and risk models in production (C++ and Python).
- Collaborate closely with Trading, Risk, and other Quant teams, requiring strong communication and pragmatic problem‑solving skills.
- Participate in end‑to‑end project delivery - from initial research and modelling to implementation, testing, and deployment.
- Support the creation of modern quantitative frameworks and tools, ensuring high technical standards across the platform.
Skills & Experience
- Strong programming skills in C++ and Python, with proven experience in production‑quality code.
- Solid understanding of non‑linear rates, including volatility modelling and options pricing.
- Hands‑on experience with quantitative model development within a Front Office environment.
- Excellent communication skills and the ability to work collaboratively across technical and non‑technical teams.
- A proactive mindset with the ability to contribute to a high‑performing, technically‑driven team culture.
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