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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 a fast-paced environment with opportunities for growth and collaboration.
- 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: Join before September to align with team bonus cycles and work on strategic risk platforms.
The predicted salary is between 43200 - 72000 £ 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 ahands-on, reactive rolerequiring deep understanding of derivative models, production support experience, and the ability to triage complex issues affecting pricing and risk in a fast-paced environment. This is a front office role and you\’ll 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 resolvead 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 inC++(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 inC++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 joinbefore Septemberto 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: tg@barclaysimpson.com #J-18808-Ljbffr
FO Quant Analyst (FX Options) employer: Barclay Simpson
Contact Detail:
Barclay Simpson Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land FO Quant Analyst (FX Options)
✨Tip Number 1
Familiarise yourself with the specific quantitative models used in FX options trading. Understanding these models will not only help you during interviews but also demonstrate your genuine interest and expertise in the field.
✨Tip Number 2
Network with professionals already working in the FICC Quantitative team or similar roles. Engaging with them on platforms like LinkedIn can provide insights into the company culture and expectations, which can be invaluable during your application process.
✨Tip Number 3
Brush up on your C++ coding skills, as this role requires solid programming abilities. Consider working on personal projects or contributing to open-source projects that involve quantitative finance to showcase your skills.
✨Tip Number 4
Prepare for technical interviews by practising problem-solving under pressure. Simulate real-world scenarios where you might need to troubleshoot complex issues quickly, as this is a key aspect of the role.
We think you need these skills to ace FO Quant Analyst (FX Options)
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 production support experience you have.
Craft a Strong Cover Letter: In your cover letter, explain why you're interested in the FO 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.
Showcase Technical Skills: Be explicit about your technical skills, especially in C++ and any experience with integrating quant libraries into trading platforms. If you have experience with Murex or similar systems, make sure to include that as well.
Prepare for Technical Questions: Anticipate technical questions related to derivative pricing models and be ready to discuss your approach to troubleshooting complex issues. Brush up on your knowledge of market conditions and how they affect pricing and risk.
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 or explain your approach to integrating quant libraries into trading systems.
✨Demonstrate Your Understanding of Derivative Models
Brush up on your knowledge of derivative pricing models, especially in FX and exotics. Be ready to discuss how these models behave under different market conditions and how you would troubleshoot any discrepancies.
✨Prepare for Scenario-Based Questions
Expect questions that assess your ability to handle complex issues in a fast-paced environment. Think of examples from your past experiences where you successfully diagnosed and resolved model issues.
✨Communicate Effectively with Stakeholders
Since this role involves collaboration with traders, risk managers, and IT, practice articulating your thoughts clearly. Highlight your experience working across teams and how you ensure effective communication under pressure.
