Front Office Rates Quant
other jobs eFinancial Careers
Added before 3 Days
- England,London,City of London
- full-time
- Competitive salary
Job Description:
Job: Front Office Rates Quant
Client: Buy Side
Location: London / Hybrid Working
Start Date: January 2025 - ASAP
2 Stage Interview Process
Inside IR35 Contract - up to £1100 Umbrella Rate (Daily)
*Sponsorship Available for the right candidate
Role Overview
We are seeking a Front Office Rates Quant with 4-5+ years of hands-on experience implementing rates models for use by trading desks. The role focuses on delivering robust pricing and risk models for non-linear interest rate products in a fast-paced front office environment. The ideal candidate will possess strong technical skills, a deep understanding of rates products, and the ability to deliver production-ready models.
Key Responsibilities
* Model Development
*Design, implement, and maintain non-linear rates models for valuation, risk, and P&L calculations.
*Develop models for interest rate curve construction, pricing of derivatives, and sensitivity analysis.
*Collaborate closely with traders and other front office stakeholders to deliver production-ready models.
* Technical Implementation
*Code models efficiently in C++ for production use.
*Use Python for prototyping, data analysis, and supplementary tasks.
*Ensure models meet performance, accuracy, and robustness requirements.
* Support & Collaboration
*React quickly to evolving priorities and provide model support to trading desks in a dynamic environment.
*Communicate effectively with stakeholders to gather requirements and explain model outcomes.
*Work cross-asset where required, provided the rates experience aligns with role expectations.
Key Skills & Experience
*4-5+ years of experience implementing rates models in a Front Office environment.
*Proven experience with non-linear rates products: valuation, risk sensitivities, and pricing models.
*Solid expertise in C++ (production-level) and Python (prototyping and analysis).
*Strong understanding of curve construction and interest rate derivatives.
*Ability to multi-task and adapt quickly to changing priorities in a fast-paced environment.
*Excellent communication skills and fluency in English.
Preferred Qualifications
*Experience working directly with traders in a Front Office environment.
*Cross-asset experience is welcome, provided strong rates expertise.
*Candidates with model validation experience will be considered if they also have hands-on FO model implementation.
Client: Buy Side
Location: London / Hybrid Working
Start Date: January 2025 - ASAP
2 Stage Interview Process
Inside IR35 Contract - up to £1100 Umbrella Rate (Daily)
*Sponsorship Available for the right candidate
Role Overview
We are seeking a Front Office Rates Quant with 4-5+ years of hands-on experience implementing rates models for use by trading desks. The role focuses on delivering robust pricing and risk models for non-linear interest rate products in a fast-paced front office environment. The ideal candidate will possess strong technical skills, a deep understanding of rates products, and the ability to deliver production-ready models.
Key Responsibilities
* Model Development
*Design, implement, and maintain non-linear rates models for valuation, risk, and P&L calculations.
*Develop models for interest rate curve construction, pricing of derivatives, and sensitivity analysis.
*Collaborate closely with traders and other front office stakeholders to deliver production-ready models.
* Technical Implementation
*Code models efficiently in C++ for production use.
*Use Python for prototyping, data analysis, and supplementary tasks.
*Ensure models meet performance, accuracy, and robustness requirements.
* Support & Collaboration
*React quickly to evolving priorities and provide model support to trading desks in a dynamic environment.
*Communicate effectively with stakeholders to gather requirements and explain model outcomes.
*Work cross-asset where required, provided the rates experience aligns with role expectations.
Key Skills & Experience
*4-5+ years of experience implementing rates models in a Front Office environment.
*Proven experience with non-linear rates products: valuation, risk sensitivities, and pricing models.
*Solid expertise in C++ (production-level) and Python (prototyping and analysis).
*Strong understanding of curve construction and interest rate derivatives.
*Ability to multi-task and adapt quickly to changing priorities in a fast-paced environment.
*Excellent communication skills and fluency in English.
Preferred Qualifications
*Experience working directly with traders in a Front Office environment.
*Cross-asset experience is welcome, provided strong rates expertise.
*Candidates with model validation experience will be considered if they also have hands-on FO model implementation.
Job number 1824622
metapel
Company Details:
eFinancial Careers
From simple beginnings in 1995, Talent has been on a journey to redefine the world of recruitment through creating the most empowering customer and ca...