Job: Flow Rates Quant Analyst
London, UK
Hybrid working
Long term engagement
Start Date: ASAP
Overview:
We are seeking an experienced Flow Rates Quant Analyst to join a front-office quant team, focusing on the development and implementation of pricing and risk models for flow Rates products. The ideal candidate will have strong technical expertise in C++ or C#, hands-on modelling experience, and the ability to deliver production-quality code in a complex quant library environment.
Key Responsibilities:
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- Develop, enhance, and maintain pricing models for flow Rates products (e.g., swaps, Basel swaps, AAV).
- Implement and optimize fast risk computation methods within production systems.
- Contribute to the design and maintenance of a complex C++ production quant library.
- Partner with traders, risk managers, and developers to ensure robust model deployment.
- Provide technical and quantitative expertise to support trading strategies and risk management.
Key Skills & Experience:
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- 5–7+ years of experience as a Quant Analyst/Quant Developer in Rates.
- Strong programming skills in C++ (preferred) or C#.
- Proven modelling experience in Rates products, especially swaps and flow Rates.
- Solid understanding of pricing, risk, and valuation methodologies.
- Experience delivering production-level quantitative libraries in front-office environments.
- Strong problem-solving skills and ability to work in fast-paced trading settings.
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:
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- 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.