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- Tasks: Build and enhance quantitative models using C++ for FX and interest rate libraries.
- 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 by collaborating with senior leadership and driving innovative solutions.
- Qualifications: Strong front office quant background with expertise in C++ and quantitative finance.
- Other info: Dynamic team environment with opportunities for leadership and professional growth.
The predicted salary is between 96000 - 120000 £ 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.
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 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.
FX/IR Quant (C++) - VP 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
✨Network Like a Pro
Get out there and connect with people in the industry! Attend meetups, webinars, or even casual coffee chats. The more you engage with others, the better your chances of landing that dream role.
✨Show Off Your Skills
When you get the chance to chat with potential employers, don’t hold back! Share your experiences with C++ and quantitative models. Let them know how you can add value to their team right from the get-go.
✨Be Ready for Technical Questions
Brush up on your technical knowledge, especially around interest rates and curve calibration. You might face some tricky questions, so being prepared will help you stand out as a strong candidate.
✨Apply Through Our Website
Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. 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
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 Technical Skills: Don’t forget to highlight your coding prowess, especially in C++. If you've worked on curve calibration or model implementation, make sure to include those details. We love seeing solid technical skills in action!
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 ensures you’re considered for this exciting opportunity. Let’s get started on this journey together!
How to prepare for a job interview at Barclay Simpson
✨Know Your Models Inside Out
Make sure you can discuss the quantitative models you've implemented in detail. Be prepared to explain your thought process behind curve calibration and pricing strategies, as this will show your depth of knowledge and hands-on experience.
✨Showcase Your C++ Skills
Since strong C++ skills are non-negotiable, brush up on your coding abilities. Be ready to discuss specific projects where you've used C++11+ and how you've improved code quality or efficiency in previous roles.
✨Demonstrate Stakeholder Management
Prepare examples of how you've successfully collaborated with trading, risk, and finance teams. Highlight your ability to build relationships and communicate complex ideas clearly, as this is crucial for the role.
✨Be Ready for Technical Questions
Expect technical questions related to stochastic calculus, partial differential equations, and numerical analysis. Practise explaining these concepts in a straightforward manner, as it will help you stand out as a strong candidate.