Quant Analyst (FX Options Integration) - VP

JR United Kingdom; Slough; On-site; GBP 60,000 - 90,000; Full time

Job summary

Join a leading global investment bank as a Quant Analyst in Slough, where you'll integrate quantitative models into front-office systems. This role requires a deep understanding of derivative models, C++ coding proficiency, and a collaborative mindset to troubleshoot complex market issues. Ideal candidates will possess a PhD and experience in FX or rates trading. Don't miss the chance to contribute to a significant internal risk platform project.

Qualifications

• Strong knowledge of derivative pricing models across FX and exotics.
• Proven experience supporting front-office trading desks in FX or rates.
• Solid coding skills in C++ with experience in production support.

Responsibilities

• Develop and support quantitative models and analytical tools.
• Investigate and resolve model issues affecting pricing outputs.
• Collaborate with quant developers on core pricing libraries.

Skills

Analytical skills

C++

Quantitative analysis

Problem solving

Education

PhD in Mathematical Finance, Mathematics, Physics, Engineering or related discipline

Tools

Murex or similar risk platforms

Job description

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Quant Analyst (FX Options Integration) - VP, slough

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Client:

Barclay Simpson

Location:

slough, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

4

Posted:

16.06.2025

Expiry Date:

31.07.2025

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Job Description:

An exciting opportunity to join a Global Investment bank in London as a key member of the FICC Quantitative team.

You'll play a critical role in the development and support of mathematical models and analytical tools used by the FX trading desk.

You'll be part of a core development and support team responsible for integrating in-house quant libraries into front-office risk and trade booking systems, driving the replacement of legacy risk platforms.

This is a hands-on, reactive role requiring deep understanding of derivative models, production support experience, and the ability to triage complex issues affecting pricing and risk in a fast-paced environment.

You will work closely with traders, risk managers, and IT to ensure models behave as expected under changing market conditions.

Key Responsibilities:

• Develop and support quantitative models and analytical tools used by the FX trading desk.
• Investigate and resolve ad hoc model issues, including unexpected behaviour or discrepancies in risk and pricing outputs.
• Diagnose whether issues arise from model assumptions, coding, market conditions, or data feeds.
• Act as a key point of contact for the integration of quant models into risk reporting and trade booking systems, replacing legacy platforms.
• Collaborate with quant developers who build core pricing libraries, providing critical support and interfacing solutions.
• Develop and maintain code and tools primarily in C++ (Java experience beneficial) for integration and reporting.
• Work closely with multiple stakeholders including traders, risk, product control, and IT.
• Contribute to the proof-of-concept and delivery phases of new risk systems replacing existing third-party tools.

Required Qualifications & Skills:

• Education in Mathematical Finance, Mathematics, Physics, Engineering, or a related quantitative discipline (PhD preferred).
• Strong knowledge of derivative pricing models, ideally across FX and exotics (experience with linear products also accepted).
• Proven experience working as a Quantitative Analyst supporting front-office trading desks, ideally in FX or rates.
• Solid coding skills in C++ with experience in production support and system integration.
• Experience integrating quant libraries into trading or risk platforms (e.g., via APIs or bespoke interfaces).
• Strong analytical skills with the ability to troubleshoot complex issues under live market conditions.
• Comfortable working in a high-pressure environment requiring reactive problem solving and stakeholder communication.
• Experience with Murex or similar risk platforms is a plus but not mandatory.
• Ability to work across multiple teams and senior stakeholders effectively.

Additional Information:

• The role is within FICC and part of a team building a strategic internal risk platform, aiming to replace Murex over the next 2-3 years.
• The successful candidate will be expected to join before September to align with team bonus cycles.
• This is a critical role requiring a balance of modelling expertise and front-office support experience.

Due to the high demand of applications only those who meet the requirements for this role will be contacted at this time.

Please do reach out directly if you're open to hearing about alternative front office quant roles: [emailprotected]