Front Office Rates Quant Analyst

Job Title: Front Office Rates Quant Analyst

Location: London (Hybrid working)

Seniority: Senior Consultant+

Overview:

Our client is expanding its portfolio analytics capability following recent investment and is seeking an experienced Front Office Rates Quant Analyst. This role requires strong modelling expertise across rates products, with hands-on experience supporting trading teams.

Key Responsibilities:

• • Develop, enhance, and maintain front-office pricing and risk models for rates products.
  • Work on yield curve construction, calibration, and optimisation.
  • Model and price STIR options, bond options, swaptions, caps/floors, and SABR-based volatility surfaces.
  • Collaborate directly with traders, quants, and risk teams to deliver high-impact analytics.
  • Contribute to portfolio analytics expansion and model integration.

Requirements:

• • Proven front-office quant experience (Desk Quant or Modeller).
  • Expertise in rates modelling, yield curves, and options (SABR, STIR, swaptions, caps/floors).
  • Strong programming skills in Python , C++ , and SQL .
  • Excellent mathematical and quantitative background.
  • Ability to operate in a fast-paced trading environment and work closely with stakeholders.

WHO WE ARE

Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, 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, Organizational 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 & PL has today more than 80 consultants, working for major Capital Markets institutions in London and Krakow.