Front Office Quant/Dev, e-Rates, Java, London

Ref: FOQAR-2309
Up to £130k base + Front Office Bonus
Top-tier Investment Bank
e-FIC, eRates Trading, Java dev

The Front Office Quant Research Team at this top-tier bank are looking for a highly talented e-Rates Quant, to develop Interest Rate models for e-Trading & e-Market Making in London or New York. You'll need great knowledge of Liner Interest Rate products & maths (in particular Euro Swaps, etc.) together with C# or Java.


  • Develop & implement Interest Rate curve models for e-Trading
  • Support traders across eRates Trading
  • Implement models into the global library / FO booking system
  • Ensure compliance with regulatory & compliance requirements


  • 3 to 7 years' experience with interest rate linear instruments modeling (Swaps, Listed Rates Derivatives, Caps/Floors, XCCY swaps, Bonds, etc.)
  • Good experience of Algo trading
  • Programming in Java or C#, familiarity with Python, etc.
  • Comfortable with large scale libraries & data.
  • Experience gained in Front Office Quant Research gained in a global banking group
  • Masters in a quantitative field (Maths, Statistics, Physics, Engineering)