Quant Strategist, Credit Trading – Global Markets

Barclay Simpson; London; Hybrid; GBP 140,000 - 180,000; Full time

Job summary

A leading global investment bank in London is looking for a VP level Quantitative Strategist to enhance their credit market strategies. This role involves developing analytical tools, conducting risk assessments, and providing insights to traders. Ideal candidates will have advanced academic qualifications and substantial experience in quantitative modeling and derivatives pricing.

Qualifications

• Deep understanding of credit markets and derivatives pricing.
• Experience with large dataset analysis and quantitative modeling.
• Advanced degree (PhD/Master’s) or equivalent experience.

Responsibilities

• Develop and maintain Python desk tools and C++ analytics libraries.
• Conduct market risk stress testing and analyze key risk drivers.
• Design and implement pricing models and hedging strategies.
• Support traders and risk functions with data-driven insights.

Skills

Quantitative modeling

Data analysis

Python

C++

Market risk stress testing

Credit markets

Derivatives pricing

Education

PhD/Master’s degree

Job description

Sorry, applications for this particular job have now closed.

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Our client is a tier 1 investment bank in London who are looking for a highly analytical problem solver with front office expertise in quantitative modeling and financial markets.

The role is VP level and with a base salary range of £140k – £180k (maybe some flex to increase – depending on experience.)

Join a global team of Quantitative Strategists and work directly with traders in credit markets (EM, bonds, derivatives, structured products).

Please find key elements of the role below and get in touch today to discuss the role in full detail.

Please only apply if you meet the requirements below – we will have other roles should this not be quite right.

Key Responsibilities:

Develop and maintain Python desk tools and C++ analytics libraries

Conduct market risk stress testing and analyze key risk drivers

Design and implement pricing models and hedging strategies

Support traders and risk functions with data-driven insights

What We’re Looking For:

Deep understanding of credit markets and derivatives pricing

Experience with large dataset analysis and quantitative modeling

Advanced degree (PhD/Master’s) or equivalent experience

I look forward to hearing from you.

[e-mail]

We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.

Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.