FO Quant (Commodities) – Global Markets

Barclay Simpson; London; On-site; GBP 140,000 - 180,000; Full time

Job summary

A leading global investment bank in London is seeking a Senior Quantitative Analyst to enhance their Commodities team. The successful candidate will design and implement quantitative models while collaborating with traders. Candidates should possess strong programming skills in C++, with an educational background in Mathematical Finance or a related field. The role offers a competitive salary of £140,000 with room for negotiation based on experience.

Qualifications

• Experience as a Quantitative Analyst with expertise in financial models.
• Strong programming skills in C++ (C++11 or later).
• In-depth knowledge of pricing models and stochastic calculus.

Responsibilities

• Design, develop, test, and document quantitative models.
• Provide technical solutions supporting trading desks.
• Analyze and resolve issues in existing models.

Skills

C++

Python

Financial model development

Problem-solving

Attention to detail

Education

Degree in Mathematical Finance, Science, or Mathematics

Tools

Visual Studio

Excel

Git

Job description

Sorry, applications for this particular Job have now closed.

An exciting opportunity to join a Global Investment bank in London as a key member of the FICC Quant team.

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• Job type: Contract
• Sector: Banking

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• Location: London
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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 [e-mail].

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.