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Quantitative Analyst

Quantitative Analyst

InvestigoLondon, ENG, UK
9 days ago
Job type
  • Full-time
Job description

Job Description

Front Office Rates Quant Analyst (Contract) - Inside IR35

Position : Front Office Rates Quant Analyst

Location : London

Contract Type : Contract

Role Overview

We are seeking a highly skilled Front Office Rates Quant Analyst to join our trading team. This role is ideal for a technically strong quant with deep product knowledge and experience supporting traders directly.

Key Responsibilities

  • Support the trading desk with present value (PV) risk and model usage.
  • Modify and maintain models used for official risk and PV .
  • Investigate and resolve PnL attribution issues.
  • Contribute to bootstrapping and pricing library development.
  • Collaborate closely with traders, risk, and investment teams.

Required Skills & Experience

  • 5+ years in a Front Office Quant role (10–15+ years welcomed).
  • Strong experience in Rates (Flow, Structured, Exotic).
  • Proficient in C# ; C++ is a plus.
  • Experience with productionised pricing libraries .
  • Solid understanding of risk and PnL attribution .

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    Quantitative Analyst • London, ENG, UK