Front Office Quant – Rates (Associate Director)

Barclay Simpson; City Of London; Hybrid; GBP 140,000 - 160,000; Full time

Job summary

A leading investment bank is seeking an AVP – Python Quant Developer for its London-based Financial Risk team. The ideal candidate will have a strong background in quantitative finance and coding skills, particularly in C++ and Python. The role requires building quantitative models and collaborating with various teams to deliver robust solutions. The position offers a flexible working environment with competitive salary of £140k – £160k base plus bonus.

Qualifications

• Strong front office quant background, expertise in interest rates and yield curve calibration.
• Solid background in quantitative finance: stochastic calculus, partial differential equations.
• Advanced coding skills in C++11+, with working knowledge of Python and Excel.

Responsibilities

• Build and enhance quantitative models using C++, focusing on interest rate curve construction.
• Partner closely with Trading, Risk, and Finance to develop the required models for pricing.
• Design, test, and document production-quality model workflows to enterprise standards.

Job description

Sorry, applications for this particular Job have now closed.

• Location: Paris
• Job type: Permanent
• Sector: Banking

Join a well known Investment Bank in theResearch and Development (R&D) team in Paris.They...

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AVP – Python Quant Developer – Risk

• Location: London
• Job type: Permanent

About the team You’ll join a small, London based Financial Risk team that designs, develops and d...

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.

The role offers a flexible working environment with up to 3 days in the London office.

Salary range is £140k – £160k base + bonus.

What you’ll do:

• Build and enhance quantitative models usingC++, with a focus oninterest rate curve constructionand themodernization of FX and rates libraries
• Partner closely withTrading, Risk, and Financeto develop the required models forpricing/structuringand 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 ininterest 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 inC++11+, with working knowledge ofPythonandExcel
• 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.

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We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.

Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.