Modeller - Quanteam

Role: Front Office Rates Quant (options pricing modelling expert)
Location: London
Travel to office is required
Full Time Employment

Job Description:

We are seeking a highly skilled Front Office Rates Quant to join our team at a leading buy-side firm. The ideal candidate will have deep expertise in linear and non-linear rates, with a particular focus on option pricing modeling. The role involves close collaboration with traders, portfolio managers, and stakeholders to deliver cutting-edge quantitative solutions.

Key Responsibilities:

• Design, implement, and enhance linear and non-linear rates models, including option pricing models.
• Provide real-time support to the trading desk and other front-office stakeholders.
• Develop robust tools and models using Python and C++ for production-grade systems.
• Work closely with traders and portfolio managers to optimize strategies and provide quantitative insights.
• Ensure models meet rigorous validation and compliance standards.
• Collaborate with cross-functional teams to enhance the analytics platform.

Key Requirements:

• Proven experience (4-6+ years) as a Front Office Rates Quant, preferably in a buy-side environment.
• In-depth knowledge of rates products, including both linear and non-linear derivatives.
• Expertise in option pricing models and advanced mathematical modeling techniques.
• Strong programming skills in Python and C++, with experience in developing production-level code.
• Excellent communication and stakeholder management skills, with the ability to work in a fast-paced environment.
• A postgraduate degree in Mathematics, Physics, Engineering, or a related quantitative field.

What We Offer:

• Opportunity to work with a leading buy-side firm in a collaborative and dynamic environment.
• Competitive compensation package, including performance-based incentives.
• Professional growth through exposure to cutting-edge projects and technologies.