At a Glance
- Tasks: Lead pricing, risk, and model development for exotic rates in a dynamic front-office role.
- Company: Join a leading Investment Banking client in London with a focus on growth and innovation.
- Benefits: Competitive salary of ~£200k plus performance bonuses and comprehensive benefits.
- Other info: Visa sponsorship may be available for standout candidates; attractive referral fees offered.
- Why this job: Make a real trading impact while working on exciting projects in a collaborative environment.
- Qualifications: 10-15 years of front-office Rates Exotics Quant experience with strong C++ and Python skills.
I’m supporting our Investment Banking client who are looking for a Director level Rates Quant to join their front-office non-linear Rates Quant team in London. Salary range: ~£200k base salary plus performance bonus and benefits. This is a Director level role, hired ahead of continued growth, with direct responsibility for pricing, risk, and model development across rates exotics, working closely with trading and sales. The team has expanded steadily and is now adding further exotics expertise to support increasing business demand. Exciting projects in the pipeline which we can discuss confidentially if you're interested.
Key highlights and requirements:
- Genuine front-office role with real trading impact
- Focus on structured & exotic rates modelling
- Senior ownership across pricing, risk, and model development
- Visa sponsorship may be supported for a standout candidate
- 10-15 years proven front-office Rates Exotics Quant experience (buy-side or sell-side)
- Strong production-level C++ and Python
- Deep expertise in IR options, exotics and structured products
- Strong numerical methods (Monte Carlo, PDEs, calibration, optimisation)
- Technically excellent, commercially aware, collaborative
- Comfortable partnering closely with trading and sales with the ability to influence
If this could be of interest — or if you know someone suitable, please apply to this advert and get in touch for a confidential conversation.
We welcome referrals and pay an attractive referral fee to anybody successful.
FO Rates Quant, Director (non-linear) in London employer: Barclay Simpson
Join a leading Investment Banking firm in London, where you will be part of a dynamic front-office non-linear Rates Quant team that values collaboration and innovation. With a competitive salary of around £200k plus performance bonuses, this role offers significant opportunities for professional growth and direct impact on trading strategies. The company fosters a culture of excellence, providing exciting projects and the chance to work closely with trading and sales teams, making it an ideal environment for experienced quants looking to advance their careers.
StudySmarter Expert Advice🤫
We think this is how you could land FO Rates Quant, Director (non-linear) in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and quant space. Attend industry events or webinars where you can meet potential employers or colleagues. Remember, it’s all about who you know!
✨Tip Number 2
Prepare for those tricky interviews! Brush up on your technical skills, especially in C++ and Python. Be ready to discuss your experience with IR options and exotics, as well as your approach to pricing and risk management.
✨Tip Number 3
Showcase your collaborative spirit! In your conversations, highlight how you've partnered with trading and sales teams in the past. Employers love candidates who can influence and work well with others.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, if you know someone who fits the bill, refer them and earn that attractive referral fee!
We think you need these skills to ace FO Rates Quant, Director (non-linear) in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to highlight your experience in front-office roles, especially in rates exotics. We want to see how your skills align with the key highlights and requirements mentioned in the job description.
Showcase Your Technical Skills:Don’t forget to emphasise your production-level C++ and Python skills. We’re looking for someone technically excellent, so make sure to include specific projects or achievements that demonstrate your expertise in numerical methods and model development.
Highlight Collaboration Experience:Since this role involves partnering closely with trading and sales, it’s crucial to showcase any past experiences where you’ve worked collaboratively. We want to see how you can influence and contribute to a team environment.
Apply Through Our Website:We encourage you to apply directly through our website for a smoother application process. It’s the best way for us to receive your application and get you into the conversation about this exciting opportunity!
How to prepare for a job interview at Barclay Simpson
✨Know Your Numbers
As a Rates Quant, you'll need to demonstrate your deep understanding of numerical methods like Monte Carlo and PDEs. Brush up on these concepts and be ready to discuss how you've applied them in real-world scenarios. This will show your technical expertise and ability to influence trading decisions.
✨Showcase Your Coding Skills
Since strong production-level C++ and Python skills are essential, prepare to discuss specific projects where you've used these languages. Consider bringing along code snippets or examples that highlight your problem-solving abilities and coding efficiency. This will help us see your technical prowess in action.
✨Understand the Business Impact
This role has a genuine front-office focus, so it's crucial to articulate how your work in pricing and risk management directly impacts trading outcomes. Be prepared to discuss past experiences where your quantitative models influenced trading strategies or improved performance. This will demonstrate your commercial awareness.
✨Collaborate and Communicate
You'll be partnering closely with trading and sales teams, so showcasing your collaborative skills is key. Think of examples where you've successfully worked with non-technical stakeholders to achieve a common goal. Highlighting your ability to communicate complex ideas simply will set you apart from other candidates.
