Pricing Quant Analyst
💼 Contract: Full-time contract, long-term
💷 Rate: Up to £1,000/day (Inside IR35)
🏦 Client: Tier 1 Hedge Fund (NDA signed - client name confidential)
Overview
A Tier 1 hedge fund is seeking an experienced Pricing Quant Analyst to join their front office-aligned quant team. The role focuses on the development and enhancement of pricing models for interest rate derivatives, working closely with trading and structuring teams.
Key Responsibilities
- Build and maintain pricing models for interest rate products (e.g. swaps, swaptions, futures).
- Deliver real-time pricing and risk analytics to support trading activity.
- Calibrate models using market data and ensure alignment with market standards.
- Contribute to the development of quant libraries in Python and C++.
- Ensure models comply with internal governance and regulatory requirements.
Candidate Profile
- Proven experience as a front office Quant Analyst.
- Strong understanding of interest rate derivatives and pricing methodologies.
- Advanced programming skills in Python and C++.
- Academic background in mathematics, quantitative finance, or physics.
- Familiarity with model calibration, curve construction, and market data handling.
- Excellent communication skills and ability to work collaboratively with traders, technologists, and risk teams.
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