Join a high-performing Front Office Quant team within a leading global investment bank, where you'll work at the intersection of finance, advanced mathematics, and software engineering to support pricing, risk, and model integration across FX, Rates, Credit, and Equities.
The role offers a flexible working environment with up to 3 days in the London office.
Salary range is £140k - £170k base + bonus.
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
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