Bonhill Partners are currently supporting an Investment Bank in their search for a Quantitative Analyst to join their Front Office team focusing on Interest Rates.

You will be responsible for supporting the Rates business, adding to the Interest Rates Flow library as well as designing and implementing models across Rates. 

If you feel you meet the following criteria for the role, please apply:

Strong C++ or C# programming
Curve construction/bootstrapping & volatility modelling
Knowledge of Interest Rates (Flow or Structured)
Model implementation experience 
Experience building out analytical models

This will be a 6 months rolling contract, inside IR35. 

Up to £900/day! 

Hybrid working - 3 days in the office