eXalt Fi in London is seeking an experienced Front Office quant to drive the curves side of a migration project. You will redesign a curve construction framework used by a Tier 1 bank’s trading floor and work on a production-grade C++ library.
Responsibilities include pricing and risk for IRS, OIS, FRAs, and futures, reproducing methodologies from legacy systems, and close collaboration with quants, traders and IT to ensure pricing consistency during the migration.
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Senior Linear Rates Quant: Curve Construction & Pricing employer: eXalt-Fi
eXalt FI is an exceptional employer that fosters a dynamic and collaborative work culture in the heart of London. With a strong focus on employee growth, we offer tailored development opportunities and a supportive environment that encourages innovation and excellence in the fast-paced world of Market Finance IT Staffing. Join us to be part of a team that values your contributions and empowers you to make a meaningful impact in the industry.
