Interest Rates Quant Analytics and Development


Interest Rates Quant Analytics and Development

Job Title: Interest Rates Quant Analytics and Development
Contract Type: Permanent
Location: London
Salary: £60000 - £85000
Start Date: ASAP
Reference: PW432676t
Contact Name: Phillip Wood
Contact Email:
Job Published: January 27, 2017 16:19

Job Description

A world leading Financial Services Group seeks to hire an experienced Rates Quant in their London team. You will focus on quantitative development and support of Interest Rate product pricing/analysis and support structured pricing tools. In this quant analyst / developer role you will work closely with traders on day-to-day queries and provide analysis and solutions for new requirements. 


  • Working closely with traders on day-to-day pricing and risk queries.
  • Develop, maintain and upgrade the Front Office Rates Toolkit suite of applications for users.
  • Test new developments, routines and process prior to production roll-out.
  • Work with clients to better understand the development requirements and develop their understanding in use of existing tools.
  • Release updates to pricing tools within the front office framework.
  • Application development (spreadsheet and C#) related to pricing of trades, risk management, data processing, internal & external publishing.
  • Maintain pricing tool integrity and consistency with other internal systems.
  • Assist with the planning, testing and rollout of trading and risk applications that utilise outputs from the front office toolkit.
  • First-line support for a vendor supplied rates trading application.


  • 3+ years in a quant role, supporting Fixed Income Trading & Sales
  • Excellent knowledge of Interest Rate flow products (emphasis on G4)
  • Minimum of Masters educated in a quantitative field (Maths, Physics, Engineering, Comp Sci…)
  • C# development experience, including release & change controls; Solid Excel & VBA skills
  • Ability to communicate clearly with traders and sales when under pressure
  • Advantageous: Design & development of enterprise level applications; dealing with Market Data feeds

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