VP-SVP, Front Office Rates Quant Analyst (LIBOR Decommission / Reform)

Ref: LIBQ-1211​
£££ Highly Competitive Salary Package
Leading Global Investment Bank
Interest Rate Benchmark Reform / Decommission

Our client, a leading Investment Bank, seeks to hire an experienced quant analyst in London to lead the benchmark rate reforming in the front office quant team. Ideally looking for modelling quants with a background Flow Rates (Curves), XVA, or two or more asset classes. You will work on new model development, as well as solving several open questions in the quant world.


  • Lead the benchmark rate reforming in the front office quant team, supporting management.
  • Develop valuation models in the front office for new products, including without limitation, products with fall back libor.
  • Increase modelling quants capacity for new business requests
  • System integration of the valuation model


  • 5+ years in a front office modelling quant analytics role (two or more asset classes)
  • Masters of PhD educated in a relevant quantitative field
  • Unknown valuation problem solving skills (e.g. value structured products with fall back libor etc)
  • Solid testing skill for valuation model accuracy
  • Ability to coordinate system integration of a valuation model
  • Solid programming skills in C++, C# or Python
  • Strong communication skills


  • Front office XVA quant experience with multi asset modelling.
  • Front office flow rate quant experience with curve building
  • Experience in two or more asset classes
  • Regulation knowledge