At a Glance
- Tasks: Lead pricing, risk, and model development for exotic rates in a dynamic front-office environment.
- 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 team.
- 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 Slough employer: Barclay Simpson
As a leading Investment Banking firm in London, we pride ourselves on fostering a dynamic and collaborative work culture that empowers our employees to excel. With competitive salaries, performance bonuses, and a commitment to professional growth, we offer unparalleled opportunities for advancement in the fast-paced world of rates quant finance. Join us to be part of exciting projects that have a real impact on trading and sales, while working alongside some of the brightest minds in the industry.
StudySmarter Expert Advice🤫
We think this is how you could land FO Rates Quant, Director (non-linear) in Slough
✨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, and be ready to discuss your experience with IR options and exotics. Practice common quant interview questions to boost your confidence.
✨Tip Number 3
Showcase your projects! If you've worked on any exciting pricing or model development projects, make sure to highlight them in conversations. This is your chance to demonstrate your expertise and how you can add value to the team.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, we’re always looking for standout candidates like you, so take that leap and submit your application today!
We think you need these skills to ace FO Rates Quant, Director (non-linear) in Slough
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the role of a Rates Quant. Highlight your experience in pricing, risk, and model development, especially with exotics. We want to see how your skills align with the exciting projects we have in the pipeline!
Showcase Your Technical Skills:Don’t forget to emphasise your proficiency in C++ and Python. Include specific examples of how you've used these languages in your previous roles, particularly in relation to IR options and structured products. We love seeing technical excellence!
Demonstrate Collaboration:Since this role involves partnering closely with trading and sales, make sure to highlight any collaborative projects you've worked on. We’re looking for someone who can influence and work well within a team, so share those experiences!
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 don’t miss out on any important updates. Plus, we’re excited to see what you bring to the table!
How to prepare for a job interview at Barclay Simpson
✨Know Your Numbers
Make sure you brush up on your numerical methods, especially Monte Carlo simulations and PDEs. Be ready to discuss how you've applied these techniques in real-world scenarios, as this will show your technical expertise and problem-solving skills.
✨Showcase Your Coding Skills
Since strong production-level C++ and Python skills are a must, prepare to demonstrate your coding abilities. You might be asked to solve a problem on the spot, so practice coding challenges related to rates exotics and structured products beforehand.
✨Understand the Trading Environment
This is a front-office role, so it's crucial to understand how your work impacts trading and sales. Familiarise yourself with current market trends and be prepared to discuss how your quantitative models can influence trading strategies.
✨Be Collaborative
Highlight your experience working closely with trading and sales teams. Share examples of how you've influenced decisions or improved processes through collaboration, as this will demonstrate your ability to work effectively in a team-oriented environment.
