Modeller

Role: Front Office Rates Quant (options pricing modelling expert) Location: London Travel to office is required Full Time Employment Job Description : We are seeking a highly skilled Front Office Rates Quant to join our team at a leading buy-side firm. The ideal candidate will have deep expertise in linear and non-linear rates , with a particular focus on option pricing modeling . The role involves close collaboration with traders, portfolio managers, and stakeholders to deliver cutting-edge quantitative solutions. Key Responsibilities : Design, implement, and enhance linear and non-linear rates models , including option pricing models . Provide real-time support to the trading desk and other front-office stakeholders. Develop robust tools and models using Python and C++ for production-grade systems. Work closely with traders and portfolio managers to optimize strategies and provide quantitative insights. Ensure models meet rigorous validation and compliance standards. Collaborate with cross-functional teams to enhance the analytics platform. Key Requirements : Proven experience (4-6 years) as a Front Office Rates Quant , preferably in a buy-side environment. In-depth knowledge of rates products , including both linear and non-linear derivatives . Expertise in option pricing models and advanced mathematical modeling techniques. Strong programming skills in Python and C++ , with experience in developing production-level code. Excellent communication and stakeholder management skills, with the ability to work in a fast-paced environment. A postgraduate degree in Mathematics , Physics , Engineering , or a related quantitative field. What We Offer : Opportunity to work with a leading buy-side firm in a collaborative and dynamic environment. Competitive compensation package, including performance-based incentives. Professional growth through exposure to cutting-edge projects and technologies.

Location: London, GB

Posted Date: 2/2/2025