About

Quant Analyst - Rates £800-£900pd Inside IR35 3-4 days on site London based emagine is a high-end professional services consultancy and solutions firm specialising in providing business and technology services to the financial services sector, we power progress, solve challenges and deliver real results through tailored high-end consulting services and solutions. We have created a culture of openness and integrity by building genuine and strong relationships and partnerships, enabling us to be uncompromising in our dedication in delivering the optimal service for our clients. Our commitment is not just towards our clients but we aim to foster a positive and equitable working environment with our consultants and colleagues which stems from our core values: Confident, Dedicated, Responsible, Genuine. We’re hiring a highly skilled Rates Quantitative Analyst to join a leading front-office desk within a financial institution.The ideal consultant will have deep expertise in interest-rate products, curve construction, pricing, and risk, paired with strong programming ability in Python and C++. You’ll work directly with traders and front-office quants to enhance pricing capabilities, optimise models, and extend the Rates Quant Library underpinning the desk’s daily decision-making. Main Responsibilities Develop, enhance, and maintain quantitative models across the Rates business, supporting trading, structuring, and risk. Own and extend critical components of the Rates Quant Library, improving design, performance, and scalability. Implement and calibrate SABR and volatility models, curve frameworks, and other front-office pricing components. Partner closely with traders and front-office quants to deliver real-time, production-grade pricing and risk tools.<