FX/IR Quant (C++) - VP in London

FX/IR Quant (C++) - VP in London

London Full-Time 136000 - 184000 £ / year (est.) No home office possible
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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: Flexible working, competitive salary of ~£160k plus bonus, and rapid career progression.
  • Why this job: Make a real impact by collaborating with senior leadership and driving innovative solutions.
  • Qualifications: Strong C++ skills, front office quant experience, and expertise in interest rates required.
  • Other info: Dynamic team 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 are 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 in London employer: Barclay Simpson

Join a leading global investment bank in London, where you will be part of a high-performing Front Office Quant team that values collaboration and innovation. With a flexible working environment, competitive salary, and clear pathways for career advancement, this role offers the chance to work closely with senior leadership while being recognised for your contributions in a supportive culture. Embrace the opportunity to lead impactful projects and enhance your skills in a dynamic and rewarding setting.
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Contact Detail:

Barclay Simpson Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land FX/IR Quant (C++) - VP in London

✨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. Make sure they know you’re not just a number cruncher but a problem solver who can lead projects.

✨Be Ready for Technical Challenges

Brush up on your coding skills and be prepared for technical interviews. You might be asked to solve problems on the spot, so practice coding challenges related to interest rates and curve calibration to show you mean business.

✨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 in London

C++
Quantitative Finance
Interest Rate Curve Construction
Yield Curve Calibration
Stochastic Calculus
Partial Differential Equations
No-Arbitrage Valuation
Numerical Analysis
Python
Excel
Stakeholder Management
Version Control Systems (Git)
Distributed Software Development
Team Leadership
Collaboration Skills

Some tips for your application 🫡

Tailor Your CV: Make sure your CV reflects the skills and experiences that match the job description. Highlight your C++ expertise, quantitative finance background, and any relevant projects you've led. We want to see how you fit into our team!

Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about this role and how your experience aligns with our needs. Be genuine and let your personality come through – we love nice people!

Showcase Your Technical Skills: Since this role is heavily focused on C++ and quantitative modelling, make sure to include specific examples of your work in these areas. We want to see your hands-on experience and how you've tackled challenges in the past.

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 the role. Plus, it shows you’re keen on joining our awesome team!

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. Knowing how your role fits into the bigger picture will help you engage effectively with traders and senior leadership during the interview.

✨Showcase Your Collaboration Skills

Since this role involves working closely with Trading, Risk, and Finance, be ready to share examples of how you've successfully collaborated across teams in the past. Highlight your relationship-building skills and any experience you have with version control systems like Git.

✨Prepare for Technical Questions

Expect to face questions on quantitative finance concepts such as stochastic calculus and yield curve calibration. Brush up on these topics and be ready to explain them clearly, as this will demonstrate your expertise and confidence in the field.

FX/IR Quant (C++) - VP in London
Barclay Simpson
Location: London
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  • FX/IR Quant (C++) - VP in London

    London
    Full-Time
    136000 - 184000 £ / year (est.)
  • B

    Barclay Simpson

    50-100
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