Senior Quantitative Analyst/ Developer - Interest Rates

I am looking for a Senior Quantitative Analyst/Developer for one of our Top Tier Banking clients based in the City of London.

This is a fantastic opportunity for the right candidate to join a rapidly growing front office Quant team and to have the opportunity to leave their footprint on future business models used on a global scale.

To be successful in this role you will need a wealth of experience within; Front office Quantitative research teams, expert knowledge of Credit and/or Interest rate products i.e.(flow rates, CMS, Callable products, Bonds, Swaps, Inflation) as well as 7+ years exposure to C++.

This is a Contract opportunity offering up to £900 a day and also offering longevity in the programme of work.

Summary of requirements

  • Front to back knowledge of Credit/IR (Interest rates, Flow rates, CMS, Callable products, Bonds, Swaps, Inflation)
  • Monte-Carlo
  • Stochastic Calculus
  • Proven track record within a reputable Front office Quant team
  • C++ (11+) - 7 years minimum experience.

If you would like to find out more about this challenging but exciting project, then please don't hesitate to apply!

To find out more about Huxley, please visit

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales