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- Tasks: Join a dynamic team to develop and support FX trading models and tools.
- Company: Be part of a leading Global Investment bank in London.
- Benefits: Enjoy competitive pay, potential bonuses, and a collaborative work environment.
- Why this job: Make an impact by integrating cutting-edge quant models into trading systems.
- Qualifications: PhD in a quantitative field preferred; strong coding skills in C++ required.
- Other info: Critical role with opportunities for growth and innovation in risk management.
The predicted salary is between 72000 - 108000 £ per year.
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.
Quant Analyst (FX Options Integration) - VP employer: Barclay Simpson
Contact Detail:
Barclay Simpson Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Analyst (FX Options Integration) - VP
✨Tip Number 1
Network with professionals in the finance and quantitative analysis sectors. Attend industry conferences, webinars, or local meetups to connect with people who work in FX trading or quantitative roles. This can help you gain insights into the role and potentially get referrals.
✨Tip Number 2
Familiarise yourself with the latest trends and technologies in quantitative finance, especially those related to FX options and risk management systems. Being knowledgeable about current market conditions and technological advancements will make you stand out during discussions with potential employers.
✨Tip Number 3
Prepare for technical interviews by practising coding challenges in C++. Focus on problems that involve algorithm design and data structures, as well as specific scenarios related to quantitative finance. This will help you demonstrate your coding skills effectively.
✨Tip Number 4
Showcase your problem-solving abilities by discussing past experiences where you successfully diagnosed and resolved complex issues in a high-pressure environment. Use specific examples that highlight your analytical skills and ability to collaborate with various stakeholders.
We think you need these skills to ace Quant Analyst (FX Options Integration) - VP
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights relevant experience in quantitative analysis, particularly in FX and derivatives. Emphasise your coding skills in C++ and any experience with production support or system integration.
Craft a Strong Cover Letter: In your cover letter, explain why you are interested in the Quant Analyst role and how your background aligns with the responsibilities outlined in the job description. Mention specific projects or experiences that demonstrate your problem-solving skills in high-pressure environments.
Highlight Technical Skills: Clearly list your technical skills, especially those related to derivative pricing models and any experience with risk platforms like Murex. This will help the hiring team quickly see your qualifications for the role.
Prepare for Technical Questions: Be ready to discuss your understanding of derivative models and your experience troubleshooting complex issues. Prepare examples from your past work that showcase your analytical skills and ability to work under pressure.
How to prepare for a job interview at Barclay Simpson
✨Showcase Your Technical Skills
Be prepared to discuss your coding experience, particularly in C++. You might be asked to solve a problem on the spot, so brush up on your coding skills and be ready to demonstrate your understanding of quantitative models.
✨Understand the FX Market
Make sure you have a solid grasp of derivative pricing models, especially in FX and exotics. Familiarise yourself with current market conditions and trends, as this knowledge will help you engage in meaningful discussions during the interview.
✨Prepare for Problem-Solving Scenarios
Expect to face questions that assess your analytical skills and ability to troubleshoot complex issues. Think of examples from your past experiences where you successfully diagnosed and resolved problems under pressure.
✨Communicate Effectively with Stakeholders
Since the role involves collaboration with traders, risk managers, and IT, practice articulating your thoughts clearly. Be ready to explain technical concepts in a way that non-technical stakeholders can understand, showcasing your communication skills.
