Front Office Rates Quant – Director – London

Job Type:
London, United Kingdom
£160k+, Bonus.
020 7871 4482

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Director level Quantitative Analyst to join the Rates Quant group and work on the analytics libraries used for client’s Rates and Multi-Asset pricing and risk-management.

Projects also include supporting the traders for the flow and traditional exotics desks.

Strong C++ and financial maths required, and a focus on the practical delivery of working products to the business in a timely manner.


The ideal candidate would have Interest Rates Quant experience working with trading desks, IT and risk management to develop, manage and extend derivatives models. Experience implementing derivatives models in C++/Python in a timely manner.

  • Strong quant modelling, knowledge of Rates models/products such as SABR models, Bermudans, Bonds and other financial instruments are desired.
  • Track record of delivering projects.
  • Strong financial mathematics skills.
  • Strong C++ or other OO programming experience
  • Strong interpersonal and communication skills (verbal and written).
  • Ability to work in a fast-paced environment.


  • Expanding modelling capabilities and implementation into the library
  • Maintaining and improving code base
  • Interacting with trading desk
  • IT and risk management.
  • Working independently to complete projects.

Academic Background:

  • MSc or PhD in a mathematical/Quant Finance subject.
  • Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Our Client is a Tier 1 Investment bank

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