Front Office Quant – Rates (Associate Director)

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

Job summary

A leading global investment bank in London is hiring for a Front Office Quant role. The position focuses on building and enhancing quantitative models using advanced C++, emphasizing interest rate curve construction and collaboration with Trading and Risk teams. Ideal candidates have a robust background in quantitative finance, excellent coding skills, and the ability to thrive in a fast-paced environment. The role offers a competitive salary of £140k - £160k plus bonuses in a flexible working environment.

Qualifications

• Strong front office quant background with expertise in interest rates and yield curve calibration.
• Solid background in quantitative finance concepts.
• Advanced coding skills in C++11+ and knowledge of Python and Excel.

Responsibilities

• Build and enhance quantitative models using C++.
• Partner with Trading, Risk, and Finance.
• Design, test, and document production-quality model workflows.

Skills

C++

Stochastic calculus

Yield curve calibration

Python

Excel

Version control systems (Git)

Team collaboration

Job description

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. [e-mail]