Contract Front Office Quant Analyst - Rates

Posted 02 July 2025
Salary Up to £0.00 per annum
LocationLondon
Job type Contract
Discipline Banking & Financial Services
ReferenceBBBH219073_1751469252

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.