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An exciting opportunity to join a Global Investment bank in London as a key member of the FICC Quant team.
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* Location: London
* Job type: Contract
* Sector: Banking
Role Overview: This is a front-office quant contract role focused on analytics integration and strategy development.
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* Job type: Permanent
A high profile investment fund is seeking an experienced investment risk professional to join its team.
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Senior Quantitative Researcher – HFT
* Location: International
* Job type: Permanent
* Sector: Asset Management & Funds
Join a globally renowned high-frequency trading firm and a highly respected, multi-strategy hedge fund.
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Exotic Equities Derivatives Quant – £1,500/day Contract, 6–12mth (Dir Level)
* Location: London
* Job type: Contract
* Sector: Banking
Our client is a Tier 1 Investment Bank seeking a Senior Director Level Quantitative Analyst with expertise in Equity validation.
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* Location: London
* Job type: Permanent
Director – Quant Developer, Cross-Asset Analytics Platform | Top Investment Bank London | Hybrid working model.
We are working exclusively with a leading emerging markets-led investment bank that has an exciting VP level opportunity for a Quantitative Analyst (focused on Commodities).
The role involves working within a team of 6, collaborating directly with traders, primarily focusing on commodities but with scope to expand into other asset classes within their Global Banking and Markets division.
Location: London, with a salary range of £140k, negotiable for the right candidate.
This position is open to candidates without prior Commodities experience but who are eager to gain exposure in this area. Essential skills include proficiency in C++, familiarity with Visual Studio (knowledge of Linux is a plus), and a flexible, adaptable approach to various topics daily.
Below is the full job description. Interested candidates are encouraged to apply. Applications close on Monday, 24th March.
Role Responsibilities:
* Design, develop, test, and document quantitative models in line with the bank’s standards.
* Provide technical solutions supporting trading desks, product control, and traded risks.
* Analyze and resolve issues in existing models.
* Proven experience as a Quantitative Analyst with expertise in financial model development.
* A degree in Mathematical Finance, Science, or Mathematics from a top-tier university.
* In-depth knowledge of industry-standard pricing models such as Black-Scholes, Bachelier, local and stochastic volatility models, and the HJM framework.
* Strong programming skills in C++ (Visual Studio), including modern C++ (C++11 or later).
* Solid understanding of stochastic calculus, partial differential equations, no-arbitrage valuation, and numerical analysis.
* Knowledge of Rates Products and Models.
* Familiarity with instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses.
* Experience with commodities is preferred.
Technical Skills:
* Expertise in C++ (C++11 or beyond).
* Proficiency in Python and Excel.
* Experience with version control systems (Git) and distributed software development processes.
Soft Skills:
* Ability to manage multiple deliverables in a fast-paced environment.
* Strong problem-solving skills and attention to detail.
Visa sponsorship will not be provided for this role. Please only apply if you have the right to work in the UK.
Interested candidates should contact tg@barclaysimpson.com.
We value diversity and encourage applicants from underrepresented groups. We welcome applications from candidates who meet most of the requirements and are willing to learn. Please inform us of any adjustments needed during the application process.
Barclay Simpson acts as an Employment Agency for permanent roles and an Employment Business for temporary/contract roles.
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