Front Office Rates Quant Leader — London/Paris, C++

Barclay Simpson; Greater London; Presencial; GBP 160.000 - 200.000; Jornada completa

Descripción de la vacante

Barclay Simpson in London is assisting a leading global investment bank to fill a Front Office Quant role in London. The team offers a flexible working environment with the London office and options to work in Paris.

Salary around £160k-£200k plus bonus, with a strong VP level consideration for the right candidate. The role focuses on leading models and collaborating with traders and senior teams across the bank.

Formación

• Strong front office quant background in investment banking.
• Expertise in interest rates, yield curve calibration, and no-arbitrage valuation.
• Advanced coding skills in C++11+ with Python and Excel.

Responsabilidades

• Build and enhance quantitative models using C++, focusing on interest-rate curve construction and modernization of FX/rates libraries.
• Partner with Trading, Risk, and Finance to develop pricing/structuring models and deliver robust solutions.
• Design, test, and document production-quality model workflows to enterprise standards.
• Maintain a high-quality codebase and testing framework.

Conocimientos

Front Office Quant

Interest Rates

Yield Curve Calibration

C++11+

Python

Excel

Git

Stakeholder Management

Herramientas

Git

Descripción del empleo

Barclay Simpson in London is assisting a leading global investment bank to fill a Front Office Quant role in London. The team offers a flexible working environment with the London office and options to work in Paris.

Salary around £160k-£200k plus bonus, with a strong VP level consideration for the right candidate. The role focuses on leading models and collaborating with traders and senior teams across the bank.