FO Rates Quant – VP & Director Level

Overview

Join a high-performing Front Office Quant team within a leading global investment bank in London. The role offers a flexible working environment in the London office.

Salary ~£160k-£200k + bonus. (slightly negotiable)

A strong VP will also be considered for the role if they meet the requirements. (salary will be discussed depending on experience)

This is a front office role and we’re looking for a strong leader with the mindset and confidence to work with the business and the traders. An opportunity to take the lead and work with the other teams globally and help get everybody working with the same library.

An opportunity to join a team of really nice people. If you come in and work hard – you’ll be quickly recognised.

The ideal candidate will come from investment banking and have first hand experience implementing models in a front office library. This role is also very operational and hands-on with execution and 1st line modeling. Strong C++ and Stakeholder management is non negotiable. The role offers collaboration and huge exposure to Senior Leadership across the bank.

The team covers flow rates but works closely with the other teams for structured rates so somebody with an exotics rates back ground will be added value. Distinct experience covering curve calibration and classical pricing quant experience is also required.

Additional info below and happy to arrange a call to discuss the role in more detail. Due to the high volume of applications, only those who meet the requirements will be contacted at this time.

What you’ll do

• Build and enhance quantitative models using C++, with a focus on interest rate curve construction and the modernization of FX and rates libraries
• Partner closely with Trading, Risk, and Finance to develop the required models for pricing/structuring and deliver robust technical solutions
• Design, test, and document production-quality model workflows to enterprise standards
• Improve and maintain a high-quality codebase and testing framework

What we’re looking for

• Strong front office quant background, with expertise in interest rates and yield curve calibration
• Solid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis, with knowledge of the main instruments used in FICC business
• Advanced coding skills in C++11+, with working knowledge of Python and Excel
• A strong relationship builder with experience with version control systems (such as Git) and distributed software development process.
• While this role may not include formal management responsibilities, we’re looking for someone who takes initiative, owns their deliverables, and collaborates effectively across teams.
• Preffered – some experience of leading teams/leading projects – open-minded and team-oriented, with the ability to thrive in fast-paced environments and manage multiple priorities simultaneously.

Please get in touch if you meet the above and are interested to discuss further.

tg@barclaysimpson.com

Barclay Simpson, recognised specialists in Quant jobs and recruitment.