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Front Office Rates Quant

1 month ago

London, UK, United Kingdom Quanteam Full time

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.

The firm mainly takes part in:

  • Business consulting: Quantitative research, Risk management (e.g., Market risk, credit risk, counterparty risk), Banking regulations (e.g., Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organisational Transformation & Process Improvement.
  • IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g., C++, Python, C#, Java, VBA), Financial Software (e.g., Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.

As part of Quanteam Group, Quanteam UK (incorporated in 2010) has today more than 80 consultants, working for major Capital Markets institutions in London.

OVERVIEW

We are seeking a highly skilled Front Office Rates Quant to join our team, addressing an immediate need following a team departure. The role involves supporting the rates desk with quantitative modeling, product development, and trading support in a fast-paced environment.

Key Responsibilities:

Develop and maintain models for rates volatility, including SABR modeling, curve building, and CMS/spread options.
Provide expertise on products such as CME STIR options, swaptions, and mid-curve options.
Support traders with pricing, risk analytics, and desk tools.
Collaborate on coding tasks, leveraging C++ as a primary language with additional exposure to C# and Python.
Work on linear and non-linear rates modeling and desk support for the front office.

Required Skills & Experience:

In-depth knowledge of SABR modeling and other rates volatility concepts.
Proficiency in C++, with working experience in C# and Python.
Strong background in linear and non-linear rates, curve building, and derivatives modeling.
Prior experience in a front office environment, supporting trading desks.
Exceptional problem-solving skills and ability to perform under pressure.

Desirable:

Experience with CMS spread options and mid-curve options.
Familiarity with trading systems and risk analytics platforms.

This is an excellent opportunity for an experienced quant to contribute directly to a high-performing front office team.