FO Quant Analyst - Linear Rates (C++)

JR United Kingdom; City Of London; Hybrid; GBP 140,000 - 160,000; Full time

Job summary

A leading global investment bank is seeking a high-caliber Quantitative Analyst in London. The role focuses on integrating mathematical models and developing pricing models, requiring strong experience in curve modeling and C++. Offers a competitive salary and flexible work arrangement for a balanced lifestyle.

Qualifications

• Proven experience as a Quantitative Analyst specializing in Interest Rate Curve modeling.
• Exceptional C++ skills ideally gained in top-tier banks or hedge funds.
• Strong communication skills to interface with senior traders.

Responsibilities

• Integrate and enhance interest rates, credit, pricing, and risk models.
• Collaborate with Risk, Finance, and Trading to develop pricing models.
• Design and document model integration workflows according to bank standards.

Skills

C++

Curve Modeling

Communication

Education

Degree or Master’s in Mathematical Finance, Mathematics, or Computer Science

Job description

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FO Quant Analyst - Linear Rates (C++), London (City of London)

Client:

Barclay Simpson

Location:

London (City of London), United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

2

Posted:

16.06.2025

Expiry Date:

31.07.2025

Job Description:

I'm working exclusively with a well-established, global investment bank seeking a high-caliber Quantitative Analyst to be involved in integrating mathematical models and analytical tools used by the Rates and FX desks. The ideal candidate will have significant experience in curve modelling, including linear swap pricing, IR curve construction, and linear rates instruments.

This role offers a fantastic opportunity to work closely with the trading floor in a dynamic and evolving environment. Join a small, collaborative team that values enjoyment and professionalism.

This is a senior role offering a salary of £140k - £160k plus bonus and benefits. The position is based in London with a flexible work arrangement of 2 days in the office and 3 days WFH, supporting a good work/life balance.

Responsibilities:

• Integrate and enhance interest rates, credit, pricing, and risk models.
• Collaborate proactively with stakeholders across Risk, Finance, Trading, and other functions to develop pricing and structuring models.
• Design, develop, test, and document model integration workflows according to bank standards.
• Develop technical solutions using C++ and build interest rate curves.
• Improve code quality and testing environments.

Requirements:

• Proven experience as a Quantitative Analyst with expertise in Interest Rate Curve modelling and C++.
• Degree or Master’s qualification in mathematical finance, mathematics, or computer science.
• Exceptional C++ skills with experience in top-tier banks or hedge funds.
• Knowledge of standard pricing models used in investment banking, with understanding of interest rates and FX.
• Strong communication skills, confident liaising with senior traders.