FO Rates Quant – VP & Director Level in London

FO Rates Quant – VP & Director Level in London

London Full-Time 160000 - 200000 £ / year (est.) Hybrid
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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 options.
  • Other info: Dynamic environment with opportunities for quick recognition and career growth.
  • Why this job: Lead innovative projects and collaborate globally while making a real impact.
  • Qualifications: Strong front office quant background with expertise in interest rates and advanced C++ skills.

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. Options also to work in the Paris office - mention this location when applying. Salary ~£160k-£200k + bonus. (slightly negotiable)

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.

FO Rates Quant – VP & Director Level in London employer: Barclay Simpson

Join a dynamic and innovative Front Office Quant team where your expertise in designing and enhancing pricing models for Structured Rates Exotics will be highly valued. With a strong focus on collaboration and immediate impact, this role offers competitive compensation and the chance to work in a fast-paced trading environment that fosters professional growth and development. Experience a supportive work culture that encourages ownership and technical excellence while contributing to critical projects alongside industry-leading professionals.

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Contact Details:

Barclay Simpson Recruitment Team

StudySmarter Expert Advice🤫

We think this is how you could land FO Rates Quant – VP & Director Level in London

✨Tap into Campus Networks

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✨Get Certified

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We think you need these skills to ace FO Rates Quant – VP & Director Level in London

C++
Stakeholder Management
Quantitative Finance
Interest Rate Curve Construction
FX and Rates Libraries Modernization
Stochastic Calculus
Partial Differential Equations

Some tips for your application 🫡

Show Off Your Numbers!:In the banking and financial services world, quantifiable achievements are key. Make sure your CV highlights your grades in relevant subjects, any financial certifications you hold, and specific projects where you've delivered measurable results. Employers love to see how your skills translate into real-world success.

Tailor Your Cover Letter to the Role:When applying for a full-time position, your cover letter should make a direct connection between your experience and the job description. Don't just state your enthusiasm for finance—dive into how your background in banking or financial analysis sets you apart. Let your passion shine through while being specific about what you can bring to Barclay Simpson.

Include Relevant Financial Software Experience:If you've worked with financial modelling tools or software like Excel, SAP, or specific analytical tools during your studies or internships, bring that up! Highlighting your proficiency can really make your application pop and show you're ready to hit the ground running in a full-time role.

Research and Reflect:Before hitting that 'apply' button on Barclay Simpson's website, do a little digging. Look up their recent projects, values, and culture. Reflecting their ethos in your application can make a huge difference and show you’re genuinely interested in being part of the team!

How to prepare for a job interview at Barclay Simpson

✨Brush Up on Financial Analysis Skills

Make sure you're well-versed in financial concepts and analytical techniques relevant to banking and financial services. Get comfortable with tools like Excel for modelling or financial forecasting, as technical questions in this area are common during interviews with Barclay Simpson.

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✨Show Your Passion for Finance

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✨Network with Industry Professionals

Before your interview, reach out to current or former Barclay Simpson employees on platforms like LinkedIn. They'll offer unique insights into the company's culture and the interview process, which can give us a delightful edge in showcasing a good fit for the team.