Job Description

We are seeking a Quantitative Analyst specializing in Interest Rates (IR) and Foreign Exchange (FX) to join our Market Engineering team. This group serves as the backbone for global trading, sales, and risk management across key financial hubs including London, New York, Hong Kong, and Singapore. The team is responsible for the complete lifecycle of exotic models—from theoretical development and pricing tool architecture to full-scale system integration. These high-performance models power front-office applications on trader desktops, distributed compute grids, and cloud fabrics.

Core Responsibilities

Deliver expert quantitative assistance to a global user base utilizing our internal pricing libraries.
Architect and refine advanced mathematical models while upgrading existing valuation engines.
Engineer innovative financial products and complex payoff structures to meet evolving market needs.
Modernize and optimize client-facing tools, specifically focusing on the rationalization of legacy Excel frameworks and the development of next-generation analytical platforms.

Key Requirements

Professional Experience: A minimum of 2 years in a dedicated quantitative analyst role.
Domain Expertise: Proven track record addressing quantitative hurdles in structured products, with a heavy preference for IR and FX asset classes.
Technical Mastery: Superior development skills in C++ or C#, specifically in the implementation and operational support of official books-and-records models.
Front-Office Acumen: Practical experience supporting trading desks and responding to high-pressure business requests in real-time.

Job Data Table

Category	Details
Company Name	Quanteam UK
Location	London, United Kingdom
Locality	City of London (Financial District)
Country	United Kingdom
City	London
Region	Europe
Job Type	Full-time
Salaries	£36,000 – £60,000 a year
Experience Level	Mid-Senior level (>2y experience)
Travel	Minimal
Language	English
Benefits	Private medical, Pension, Hybrid work, Cycle to work, Perks at work

Skills & Competency Table

Key Skill	Level
C++ / C# Development	Expert
Interest Rate (IR) Modeling	Expert
FX Structured Products	Expert
Exotic Model Integration	Advanced
Pricing Library Support	Advanced
Financial Engineering	Advanced

Salaries Pay Calculator Table

Annual Salary	Bonus (Est.)	Total Compensation	Notes
£36,000	£4,000	£40,000	Entry-point for the 2y experience bracket.
£48,000	£8,000	£56,000	Mid-point for established UK consultants.
£60,000	£12,000+	£72,000+	Maximum base for senior-tier AVP equivalents.

Job Summary

This London-based role at Quanteam involves developing and integrating exotic models for IR and FX trading desks. You will provide quantitative support for internal pricing libraries, engineer new products, and modernize trader tools using C++ or C#. It requires 2+ years of experience in structured products and a strong developer background.

5 FAQs

What is the hybrid work policy? The role requires 3 days per week on-site in the London office.
Which programming languages are used? High proficiency in C++ or C# is mandatory for official model implementation.
Which asset classes are prioritized? While supporting all asset classes, the primary focus is on Interest Rates and Foreign Exchange.
Who are the primary stakeholders? You will work closely with traders, sales teams, and risk departments globally.
What is the team’s global reach? The Market Engineering team supports offices in London, New York, Hong Kong, and Singapore.

Expert Analysis

In 2026, the demand for IR and FX Quants is driven by the need for more granular Libor-replacement transitions and the rise of automated FX hedging. Quanteam’s focus on “Excel rationalization” indicates a strategic shift towards Cloud-native microservices for pricing. Success here requires moving beyond simple Black-Scholes towards Stochastic Local Volatility (SLV) models.

Location & Logistics Guide

The position is located in the City of London , the world’s most concentrated market for IR and FX derivatives. Commuting is optimized via the Elizabeth Line and major Underground hubs like Liverpool Street or Bank. The hybrid model offers a balance between high-intensity trading floor presence and remote focus time. Wikipedia URL:https://en.wikipedia.org/wiki/London

Career Path

A Quantitative Analyst at Quanteam typically progresses to Senior Consultant , Expert Consultant , or Practice Manager . Given the consultancy model, you can transition into Quant Developer roles at top-tier banks or move towards Risk Management Leadership and FinTech Innovation within the broader Quanteam Group.

To apply for this job please visit talents.studysmarter.co.uk.