Front Office Pricing Quant - Rates Modelling - Quanteam

About the role

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.

Responsibilities

• Develop, implement, and maintain pricing models for rates products (e.g., swaps, swaptions, futures, structured rates)
• Work closely with traders and structurers to provide real-time pricing and risk analytics
• Calibrate models using market data and ensure alignment with market conventions
• Contribute to the enhancement of pricing libraries and analytics infrastructure in Python and C++
• Perform testing, validation, and documentation of models in line with internal governance and regulatory standards
• Key Requirements:
• Proven experience as a Quantitative Analyst within a front office or desk-aligned environment
• Deep understanding of interest rate products and pricing methodologies
• Strong proficiency in Python and C++ for quantitative development
• Solid background in mathematics, quantitative finance, or physics
• Familiarity with model calibration, curve construction, and market data handling
• Effective communication skills and ability to collaborate with traders, technologists, and risk teams
• If you're a technically strong quant with a passion for rates modelling and front office impact, we'd love to hear from you.

Additional Information

Job: Front Office Pricing Quant - Rates Modelling Location: London Hybrid working - travel to office is required Full time contract - long term engagement Inside IR35 - up to £900 umbrella daily Role Overview: We are seeking a Pricing Quant Analyst with strong experience in interest rate products, pricing model development, and programming in Python and C++. This role sits within the front office quant team, supporting traders and structurers through the design and implementation of robust pricing and risk models for a wide range of rate derivatives.

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