At a Glance
- Tasks: Build and enhance quantitative models using C++ for FX and interest rates.
- Company: Join a leading global investment bank with a high-performing Front Office Quant team.
- Benefits: Competitive salary of ~£160k plus bonus, flexible working, and rapid career progression.
- Why this job: Make a real impact in finance while collaborating with senior leadership and talented teams.
- Qualifications: Strong front office quant background with expertise in C++ and quantitative finance.
- Other info: Dynamic environment with opportunities for leadership and professional growth.
The predicted salary is between 136000 - 184000 £ per year.
Join a high-performing Front Office Quant team within a leading global investment bank in London. The role offers a flexible working environment with up to 3 days in the London office. Salary ~£160k base + bonus (slightly negotiable). This is a VP / AD level role that offers collaboration and huge exposure to Senior Leadership across the bank. This is a front office role and we are looking for a strong leader with the mindset and confidence to work with the business and the traders.
An opportunity to take the lead and work with the other teams and help get everybody working with the same library. If you come in and work hard, you will be recognised and quickly promoted. The ideal candidate will come from investment banking and have first-hand experience implementing models in a front office library. This role is also very operational and hands-on with execution and 1st line modelling. Strong C++ and stakeholder management is non-negotiable. The team covers flow rates but works closely with the other teams for structured rates, so somebody with an exotics rates background will be added value. Distinct experience covering curve calibration and classical pricing quant experience is also required.
What you’ll do:
- Build and enhance quantitative models using C++, with a focus on interest rate curve construction and the modernization of FX and rates libraries.
- Partner closely with Trading, Risk, and Finance to develop the required models for pricing/structuring and deliver robust technical solutions.
- Design, test, and document production-quality model workflows to enterprise standards.
- Improve and maintain a high-quality codebase and testing framework.
What we’re looking for:
- Strong front office quant background, with expertise in interest rates and yield curve calibration.
- Solid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis, with knowledge of the main instruments used in FICC business.
- Advanced coding skills in C++11+, with working knowledge of Python and Excel.
- A strong relationship builder with experience with version control systems (such as Git) and distributed software development process.
- While this role may not include formal management responsibilities, we’re looking for someone who takes initiative, owns their deliverables, and collaborates effectively across teams.
- Preferred - some experience of leading teams/leading projects - open-minded and team-oriented, with the ability to thrive in fast-paced environments and manage multiple priorities simultaneously.
Please get in touch if you meet the above and are interested to discuss further.
Role details:
- Seniority level: Mid-Senior level
- Employment type: Full-time
- Job function: Finance and Analyst
- Industries: Investment Banking
FX/IR Quant (C++) - VP in England employer: Barclay Simpson
Contact Detail:
Barclay Simpson Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land FX/IR Quant (C++) - VP in England
✨Network Like a Pro
Get out there and connect with people in the industry! Attend meetups, webinars, or even just grab a coffee with someone who works in investment banking. Building relationships can open doors that applications alone can't.
✨Show Off Your Skills
When you get the chance to chat with potential employers, don’t hold back on showcasing your C++ expertise and quant experience. Bring examples of your work or projects that highlight your skills in curve calibration and model implementation.
✨Be Ready for Technical Questions
Brush up on your quantitative finance knowledge and be prepared to tackle technical questions during interviews. They might ask about stochastic calculus or numerical analysis, so make sure you're ready to impress!
✨Apply Through Our Website
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who take the initiative to reach out directly.
We think you need these skills to ace FX/IR Quant (C++) - VP in England
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the FX/IR Quant role. Highlight your experience with C++ and any relevant quantitative finance skills. We want to see how your background aligns with what we're looking for!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're the perfect fit for our team. Mention your hands-on experience in front office roles and how you can contribute to our collaborative environment.
Showcase Your Projects: If you've worked on any relevant projects, make sure to include them in your application. We love seeing practical examples of your work, especially those involving model implementation and curve calibration.
Apply Through Our Website: Don't forget to apply through our website! It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, we’re excited to see what you bring to the table!
How to prepare for a job interview at Barclay Simpson
✨Know Your C++ Inside Out
Make sure you brush up on your C++ skills, especially the features from C++11 and beyond. Be prepared to discuss your past projects where you've implemented models using C++, as this will show your hands-on experience and technical prowess.
✨Understand the Business Context
Familiarise yourself with the investment banking landscape, particularly in FX and interest rates. Being able to speak knowledgeably about curve calibration and pricing models will demonstrate your understanding of the role and how it fits within the broader business.
✨Showcase Your Collaboration Skills
Since this role involves working closely with Trading, Risk, and Finance teams, be ready to share examples of how you've successfully collaborated across departments in the past. Highlight your stakeholder management experience and how you’ve built relationships to achieve common goals.
✨Prepare for Technical Questions
Expect to face technical questions related to quantitative finance concepts like stochastic calculus and numerical analysis. Brush up on these topics and be ready to solve problems on the spot, as this will showcase your analytical thinking and problem-solving abilities.