Front Office Rates Quant (VP), London, Dubai, Singapore & Paris

Ref: FORQ-0112
Total to £250k (Base to £200k) + Benefits + 30 days holiday
Leading Global Investment Bank
Interest Rate products, Flow & Exotic, Inflation Swaps, C++

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 Interest Rate Products trading.  Based in London, Dubai or Singapore, you will work with highly talented Quants and gain deep exposure to the asset class in a friendly and collaborative environment.


  • Develop and maintain models for the pricing and risk management of rates products
  • Work with traders, structurers and other modellers to execute product development plans
  • Improve and maintain existing analytics
  • Assessment of models published in industry or academic literature
  • Provide day-to-day support to the trading business


  • 4-8 years of experience in developing or validating Interest Rate derivatives in an international bank
  • Excellent knowledge of numerical methods, stochastic calculus, and probability theory
  • C++ programming
  • Knowledge of financial market rates products, swaps, market conventions, etc.
  • Excellent oral & written skills in English
  • PhD or Masters in a quantitative discipline