Front Office Quant Analyst (Modelling)

at  Quanteam

Posted by
Omair Langah

Recruitment & Resource Partner

• JOB: Front Office Quant Analyst (Rates Expert)
• Location: London
• Working Model: Hybrid working available
• Up to £850 daily Inside IR35
• Start Date: ideally ASAP

OVERVIEW

We are seeking an experienced Rates Quant Consultant to join our team on a 6-month minimum contract (extensions possible), following an urgent vacancy in our rates quant team. This role requires strong expertise in rates volatility, including SABR modelling, CME STIR options, swaptions, CMS spread options, and mid-curve options.

REQUIREMENTS:

• Minimum of 3+ years of relevant experience.
• Strong knowledge in rates volatility (experience in linear or rates exotics is not essential).
• Experience in C++ and C# (Python knowledge is advantageous).
• Ability to quickly understand and work with established models.
• Self-starter with minimal supervision required.
• Buy-side or sell-side experience (buy-side preferred).

WHO WE ARE

Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, 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.

• Apply knowledge of rates volatility products such as SABR modelling and CME STIR options.
• Support client queries and calls by effectively communicating complex technical information.
• Quickly adapt to and work with existing models; prior experience with rates models is essential.
• Provide technical solutions using C++ and C# (Python desirable but not essential).
• Optionally source and manage rates data from vendors such as ICAP, Tradition, Markit, or Bloomberg.