I currently have two clients actively looking for senior interest rate quantitative analysts. One client is a bank based in Sydney who are looking for a Senior modelling quant to work on the rates desk who has solid experience in structuring and building exotic models, and interacting with traders. Good C++ is a must to build the models.
The other role is slightly more junior and it is working for a financial software house based in London constructing and implementing models within the rates department. Good desk experience in intrerest rates and inflation derivatives a must along with some solid OOD experience.
These roles are both live now so get in contact asap to discuss.