full-time
Quant Analyst, Linear Rates
eXalt Fi
- Employer
- eXalt Fi
- Location
- London
- Working pattern
- on-site
About the role
Migrate and redesign the interest rate curve construction framework while maintaining consistency with existing methodologies. Price and risk linear rates products, investigate and resolve differences between legacy and target systems, and collaborate with quants, traders, and IT on a production C++ library. Candidates must have at least five years of Front Office Quant or Quant Developer experience, advanced production C++, and strong expertise in yield curve construction and calibration. They should have a proven record developing and maintaining pricing models and a rigorous approach to investigating numerical discrepancies.