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.
An interesting role that will suit somebody with quite distinct experience covering curve calibration and classical pricing quant experience.
The role offers a flexible working environment with up to 3 days in the London office.
Salary range is £140k - £170k base + bonus.
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.
* Extensive experience of leading teams, open-minded and team-oriented, with the ability to thrive in fast-paced environments and manage multiple priorities simultaneously
* 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
Please get in touch if you meet the above and are interested to discuss further.
tg@barclaysimpson.com