Front Office Pricing Quant – Rates Modelling NEW

NCSL International
Job: Front Office Pricing Quant – Rates Modelling

1. Location: London
2. Hybrid working – travel to office is required
3. Full time contract – long term engagement
4. Inside IR35 – up to £900 umbrella daily

Role Overview:

We are seeking a Pricing Quant Analyst with strong experience in interest rate products, pricing model development, and programming in Python and C++. This role sits within the front office quant team, supporting traders and structurers through the design and implementation of robust pricing and risk models for a wide range of rate derivatives.

Key Responsibilities:

1. Develop, implement, and maintain pricing models for rates products (e.g., swaps, swaptions, futures, structured rates)
2. Work closely with traders and structurers to provide real-time pricing and risk analytics
3. Calibrate models using market data and ensure alignment with market conventions
4. Contribute to the enhancement of pricing libraries and analytics infrastructure in Python and C++
5. Perform testing, validation, and documentation of models in line with internal governance and regulatory standards

Key Requirements:

1. Proven experience as a Quantitative Analyst within a front office or desk-aligned environment
2. Deep understanding of interest rate products and pricing methodologies
3. Strong proficiency in Python and C++ for quantitative development
4. Solid background in mathematics, quantitative finance, or physics
5. Familiarity with model calibration, curve construction, and market data handling
6. Effective communication skills and ability to collaborate with traders, technologists, and risk teams

If you’re a technically strong quant with a passion for rates modelling and front office impact, we’d love to hear from you.

WHO WE ARE

Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, Brussels, New York and North Africa.

Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.

The firm mainly takes part in:

1. Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement.
2. IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Software (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.

As part of Quanteam Group, Quanteam UK & PL has today more than 80 consultants, working for major Capital Markets institutions in London and Krakow.