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A leading financial services firm in London seeks a Quant Research professional to design and implement advanced pricing and risk models. The ideal candidate will have an MSc/PhD in a quantitative field and strong skills in C++. This role offers the chance to influence real-world markets and collaborate with diverse teams to shape the future of quantitative finance. If you're passionate about high-impact work at scale, get in touch.
Join a growing Quant Research team in London – driving advanced pricing, volatility, and risk models that power a leading provider of exchanges, clearing houses, and financial market infrastructure across global markets.
Here, your research won’t stay on paper. You’ll be designing and implementing cutting-edge models, and translating them into production-grade C++ code used every day in markets from equities to commodities.
It’s high-impact work at scale, with a global reach.
You’ll collaborate with teams across business lines, mentor colleagues, and help shape the future of quantitative finance.
What we’re looking for:
If you want to work on high-impact quant modelling at scale – and see your code drive real-world markets – please get in touch to discuss further.
tg@barclaysimpson.com