Front Office Modelling Quant

Posted by
Omair Langah

Recruitment & Resource Partner

Job: Front Office Modelling Quant
Location: Canada Square, Canary Wharf, London
Hybrid working – travel to office is required
Full Time Contract – long term engagement
Start Date: March/ April 2025
Role Overview:
We are seeking a Front Office Modelling Quant to develop and enhance pricing and risk models for trading desks. The ideal candidate will have strong expertise in mathematical modelling, derivatives pricing, and quantitative finance, with experience working in a front-office environment.
Key Responsibilities:

Develop and implement pricing models for derivatives and structured products across asset classes.
Enhance and optimize risk management models for real-time trading decisions.
Collaborate with traders, structurers, and risk managers to refine and validate models.
Work with numerical techniques, Monte Carlo simulations, and PDE solvers to improve model accuracy.
Ensure compliance with regulatory requirements and internal risk frameworks.

Key Requirements:

3+ years of experience in quantitative modelling within a front-office trading environment.
Strong programming skills in Python, C++, or Java.
Expertise in stochastic calculus, financial mathematics, and derivatives pricing.
Experience with numerical methods, Monte Carlo simulations, and PDEs.
Advanced degree (Master’s/PhD) in quantitative finance, mathematics, physics, or a related field.

Preferred Qualifications:

Experience with XVA modelling or risk sensitivities.
Knowledge of machine learning applications in quantitative finance.

WHO WE ARE
Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, Brussels, New York and North Africa.
Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.
The firm mainly takes part in:

Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement.
IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Software (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.

As part of Quanteam Group, Quanteam UK & PL has today more than 80 consultants, working for major Capital Markets institutions in London and Krakow.

ABOUT COMPANY

Quanteam UK

London, United Kingdom
Capital Markets

Quanteam Group is a Consultancy firm specialised in the Financial Markets industry. Since 2007, our 800 consultants provide major clients (Corporate ...