Quantitative Analyst

Description:

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.