Front Office Quant: Rates Leader – Associate Director

Barclay Simpson; City Of London; On-site; 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

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.