Front-Office Quant: Build Rates Pricing in C++/Python

A leading hedge fund in Greater London is seeking a front-office Quantitative Analyst to build and manage rates pricing models. This hands-on modelling role involves working directly with traders and involves the development of production pricing frameworks for live trading. Candidates must have experience in pricing model development, proficient knowledge of Python and C++, and a background in rates or fixed income derivatives. The position offers highly competitive compensation and an engaging work environment. #J-18808-Ljbffr