Job description
Front Office Rates Quant Analyst (Contract)
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 .Candidate Profile
Mid to senior-level quant with a proactive, adaptable mindset.Strong communicator with a collaborative approach.Able to work independently and deliver quickly in a dynamic environment.