Quant Analyst - Rates£700-£800pd Inside IR353-4 days on siteLondon basedemagine 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 Quantitative Analyst with a strong background in Rates to join a leading financial institution. The ideal consultant will bring deep expertise in quantitative modelling, pricing, and risk management, combined with strong programming ability in Python and C++.You''ll play a key role in enhancing and extending the Quant Library, working closely with traders, quants, and risk teams to support pricing, valuation adjustments, and model validation. Main Responsibilities Develop, maintain, and extend quantitative models across the Rates business.Contribute to the Quant Library design, construction, and performance optimisation.Implement and calibrate SABR (Volatil