Front Office Rates Inflation Quant (VP), London

London or Singapore
Ref: QINF-0705
To £200K Total, London
Leading Global Investment Bank
Inflation Swaps, CPI/FPI, Inflation Flow Products, Curve Building for Inflation, good C++, etc.

Our client, a leading Investment Bank, with operations in all the most dynamic markets and a good reputation for state of the art technology, now seeks to hire an experienced Quant Analyst to cover Flow Inflation products including curve building for inflation swaps products, IBOR.  Based in the vibrant City of London, this is an excellent opportunity to work with highly talented quants and traders.


  • Work with traders, structurers and modelers to execute product development plans
  • Develop and maintain models for the pricing and risk management of rates products
  • Curve building for Inflation, bootstrapping and testing
  • Improve and maintain existing analytics
  • Research alternative models / techniques and assess models published in industry or academic literature
  • Provide day-to-day support to the business


  • 5 years of experience in developing/validating inflation pricing/risk in an international bank
  • Excellent knowledge of numerical methods, stochastic calculus, and probability theory
  • C++ programming
  • Knowledge of financial market products, inflation swaps, market conventions, etc.
  • Excellent oral & written skills in English
  • PhD or Masters in a quantitative discipline