Find a job 
Featured Companies 
Featured Universities 
For Companies At a Glance
- Tasks: Build and enhance quantitative models using C++ for interest rate curve construction.
- Company: Join a leading global investment bank with a high-performing Front Office Quant team.
- Benefits: Competitive salary of £160k-£200k plus bonus, flexible working environment.
- Why this job: Make a real impact by collaborating with traders and senior leadership on innovative projects.
- Qualifications: Strong front office quant background and advanced C++ coding skills required.
- Other info: Dynamic team culture with opportunities for recognition and career growth.
The predicted salary is between 160000 - 200000 £ 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 in the London office. Salary ~£160k-£200k + bonus. A strong VP will also be considered for the role if they meet the requirements. This is a front office role and we’re 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 globally and help get everybody working with the same library. 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 modeling. Strong C++ and stakeholder management is non-negotiable. The role offers collaboration and huge exposure to Senior Leadership across the bank. 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.
FO Rates Quant – VP & Director Level employer: Barclay Simpson
Contact Detail:
Barclay Simpson Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land FO Rates Quant – VP & Director Level
✨Tip Number 1
Network like a pro! Reach out to your connections in the investment banking world, especially those in quant roles. A friendly chat can lead to insider info about job openings that aren't even advertised yet.
✨Tip Number 2
Show off your skills! If you’ve got a portfolio of projects or models you've worked on, bring them to the table during interviews. It’s a great way to demonstrate your hands-on experience and coding prowess in C++.
✨Tip Number 3
Prepare for technical interviews by brushing up on your quantitative finance knowledge. Be ready to discuss curve calibration and pricing models in detail. We want to see your thought process and problem-solving skills in action!
✨Tip Number 4
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 connect directly with us.
We think you need these skills to ace FO Rates Quant – VP & Director Level
Some tips for your application 🫡
Tailor Your CV: Make sure your CV reflects the skills and experiences that match the job description. Highlight your front office quant background, especially your expertise in interest rates and C++. We want to see how you can bring value to our team!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're the perfect fit for this role. Mention your experience with model implementation and stakeholder management, and show us your passion for quantitative finance.
Showcase Your Technical Skills: Since this role requires advanced coding skills, make sure to highlight your proficiency in C++ and any experience with Python or Excel. If you've worked on projects involving curve calibration or pricing models, let us know!
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensure it gets the attention it deserves. Plus, we love seeing candidates who take the initiative!
How to prepare for a job interview at Barclay Simpson
✨Know Your Models Inside Out
Make sure you can discuss your experience with quantitative models in detail. Be prepared to explain how you've implemented them in a front office library, especially focusing on interest rate curve construction and FX rates. This will show your hands-on experience and technical expertise.
✨Brush Up on C++ and Coding Skills
Since strong coding skills in C++ are non-negotiable, practice coding problems related to quantitative finance. Be ready to demonstrate your knowledge of C++11+ and any experience with Python or Excel during the interview. You might even be asked to solve a coding challenge on the spot!
✨Showcase Your Stakeholder Management Experience
This role requires collaboration with Trading, Risk, and Finance teams. Prepare examples of how you've successfully built relationships and communicated effectively with stakeholders in previous roles. Highlight any projects where you led cross-team initiatives.
✨Demonstrate Leadership Potential
Even if the role doesn't have formal management responsibilities, they’re looking for someone who takes initiative. Share instances where you've led projects or taken ownership of deliverables. Emphasise your ability to thrive in fast-paced environments and manage multiple priorities.
