FO Quant Analyst - Linear Rates (C++)

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

Job summary

A leading global investment bank is seeking a high calibre Quantitative Analyst to enhance their pricing and risk models related to interest rates and FX. Looking for a candidate with strong C++ skills and relevant experience, this role offers excellent growth potential in a collaborative team environment along with a competitive salary package.

Qualifications

• Proven background as a Quantitative Analyst with strong C++ experience.
• Experience in interest rate curve modeling is essential.
• Exceptional understanding of C++ with history in a top-tier bank.

Responsibilities

• Integrate and enhance interest rates and risk models.
• Collaborate with stakeholders to develop pricing models.
• Develop technical solutions using C++.

Skills

C++

Linear Rates Modelling

Curve Building

Communication

Education

Degree/Masters in Mathematical Finance, Mathematics or Computer Science

Job description

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FO Quant Analyst - Linear Rates (C++), london

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Client:

Barclay Simpson

Location:

london, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

1

Posted:

06.06.2025

Expiry Date:

21.07.2025

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Job Description:

I'm working exclusively with a well-established, Global Investment bank who seek a high calibre Quantitative Analyst who'll be involved in the integration of the underlying mathematical models and analytical tools used by the Rates and FX desks. We are looking for someone with significant experience in curve modelling: linear swap pricing, IR curve construction, linear rates instruments.

A fantastic opportunity to work closely with the trading floor where the book of work is interesting and consistently evolving. Join a small team of genuine people who work collaboratively and enjoy what they do.

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

Responsibilities:

• Integrate and enhance interest rates, credit, pricing, and risk models.
• Collaborate proactively with stakeholders across various business functions (Risk, Finance, Trading, etc.) to develop required pricing/structuring models.
• Design, develop, test, and document model integration workflows to the bank's standards.
• Develop technical solutions using C++ and carry out interest rate curve building.
• Contribute to improving the quality of code and testing environment.

Requirements:

• Proven background as a Quantitative analyst, with Interest Rate Curve modelling and C++ experience, this is essential.
• Degree/Masters qualified, ideally in mathematical finance, mathematics or computer science.
• Exceptional understanding of C++ with a history of working within a top-tier bank or hedge fund service.
• Knowledge of standard pricing models used in the investment banking industry, with an understanding of interest rates and FX.
• Strong written and verbal communication skills with confidence in liaising with senior traders.