Fixed Income Quantitative Analyst (1 Year FTC – with opportunity to move to fully perm)
London | Hybrid (3 days in office)
Competitive Salary + Bonus
I’m working with a leading financial markets technology firm that’s looking to hire a Quantitative Analyst to join its growing Fixed Income team.
This is an opportunity to work on the build-out of new interest rate swaps capabilities while contributing to pricing models, quantitative research and market data products used across electronic fixed income trading.
What you’ll be doing
- Developing pricing models for Interest Rate Swaps
- Building and validating swap curves and pricing engines
- Testing and benchmarking quantitative models against market standards
- Enhancing fixed income analytics and market data products
- Working closely with Product, Engineering and Quant Research teams
- Researching market microstructure, liquidity dynamics and electronic trading behaviour
What they’re looking for
- 1–3 years’ experience in a Quantitative Analyst or Quant Research role
- Experience developing pricing models within Fixed Income
- Strong understanding of probability, statistics and time‑series analysis
- Experience working with large datasets (SQL/NoSQL)
- Master’s degree (or equivalent) in Mathematics, Statistics, Engineering, Computer Science or another quantitative discipline
- Genuine interest in Fixed Income markets and electronic trading
Nice to have
- Interest Rate Swaps pricing experience
- Fixed Income curve construction and bootstrapping
- C++ experience
- Machine Learning exposure
- Understanding of market microstructure or execution analytics
This is a fantastic opportunity to join a highly collaborative quantitative team where you’ll have real ownership, work on complex pricing problems and contribute directly to products used by major participants across the Fixed Income market.
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