Quantitative Rates Lead

A financial firm is looking for a Quantitative Rates Lead to join their team in London.

Compensation: $220-250k

Responsibilities

• Lead the design and implementation of sophisticated pricing and risk models for a broad spectrum of interest rate products
• Own the global yield curve architecture, ensuring robust, arbitrage-free bootstrapping, interpolation, discounting, and forward rate extraction methodologies
• Maintain and modernize production-grade quantitative libraries, ensuring high-performance execution, scalability, and seamless deployment into trading systems
• Provide strategic direction to a team of quants, championing modeling innovation while ensuring strict technical accuracy and alignment with market dynamics
• Act as a trusted advisor to trading and sales desks, translating complex market structures into actionable, high-quality analytics and risk tools

Qualifications

• A Master’s or PhD in a highly quantitative field (Mathematics, Physics, Financial Engineering, or equivalent)
• Proven track record in a senior or lead Quantitative Research role specializing in interest rate products within a major financial institution
• Expertise in interest rate modeling, curve mechanics, and stochastic calculus
• Strong proficiency in production-level coding within complex analytics libraries
• Ability to manage quantitative projects, mentor junior talent, and influence front-office stakeholders

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