VP Quant Analyst (Rates or Commodities) – Global Markets
VP Quant Analyst (Rates or Commodities) – Global Markets

VP Quant Analyst (Rates or Commodities) – Global Markets

London Full-Time 140000 - 160000 £ / year (est.) No home office possible
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At a Glance

  • Tasks: Join our Global Markets team as a VP Quant Analyst, focusing on Rates and Commodities.
  • Company: Be part of a leading financial institution driving emerging markets innovation.
  • Benefits: Enjoy a competitive salary of £140k-£160k and opportunities for professional growth.
  • Why this job: Work in a dynamic environment, tackling real-world financial challenges with cutting-edge models.
  • Qualifications: Must have a degree in Mathematical Finance or related fields and proven quant analysis experience.
  • Other info: This role is based in London; visa sponsorship is not available.

The predicted salary is between 140000 - 160000 £ per year.

We're working exclusively with a world-leading, emerging markets-led financial institution who have an exciting opportunity for a VP level Quantitative Analyst to join their Global Markets FICC team. They are looking for somebody to cover Rates and/or commodities. The role is based in London with a salary range of £140k-£160k.

Role Accountabilities:

  • Design, develop, test, and document quantitative models in line with the bank's standards.
  • Provide technical solutions to support users such as Trading desks, Product Control, and Traded Risks.
  • Analyze and resolve issues identified in existing models.

Essential Skills & Experience:

  • Proven experience as a Quantitative Analyst, with expertise in developing financial models.
  • A degree in Mathematical Finance, Science, or Mathematics from a top-tier university.
  • In-depth knowledge of industry-standard pricing models such as Black-Scholes, Bachelier, local and stochastic volatility models, and the HJM framework.
  • Strong programming skills in C++ (Visual Studio), including knowledge of modern C++ (C++11 or later).
  • Solid understanding of stochastic calculus, partial differential equations, no-arbitrage evaluation, and numerical analysis.
  • Familiarity with Rates Products and Models.
  • Knowledge of instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses.
  • Commodities experience is preferred but this offers a growth area for somebody wanting to move into/learn more in this space.
  • For the Rates team, experience in this asset class is essential.

Technical Skills:

  • Strong expertise in C++ (C++11 or beyond).
  • Proficiency in Python and Excel.
  • Experience with version control systems (Git) and distributed software development processes is a plus.

Soft Skills:

  • Ability to manage multiple deliverables in a fast-paced environment.
  • Proven problem-solving skills and attention to detail.

Unfortunately, visa sponsorship will not be provided for this role. Please only apply if you have the right to work in the UK.

VP Quant Analyst (Rates or Commodities) – Global Markets employer: Barclay Simpson

Join a world-leading financial institution in London, where innovation meets opportunity. As a VP Quant Analyst, you'll thrive in a dynamic work culture that values collaboration and professional growth, offering competitive salaries and comprehensive benefits. With access to cutting-edge resources and a commitment to employee development, this role not only enhances your expertise in Rates and Commodities but also positions you at the forefront of the global markets landscape.
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Contact Detail:

Barclay Simpson Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land VP Quant Analyst (Rates or Commodities) – Global Markets

Tip Number 1

Network with professionals in the finance and quantitative analysis sectors. Attend industry conferences, webinars, or local meetups to connect with people who work in similar roles. This can help you gain insights into the company culture and potentially get a referral.

Tip Number 2

Brush up on your knowledge of industry-standard pricing models and ensure you can discuss them confidently. Being able to articulate your understanding of models like Black-Scholes and stochastic volatility during informal conversations can set you apart from other candidates.

Tip Number 3

Showcase your programming skills by working on relevant projects or contributing to open-source initiatives. Having a portfolio that demonstrates your expertise in C++ and Python can be a great conversation starter and prove your capabilities.

Tip Number 4

Prepare for potential technical interviews by practising problem-solving questions related to quantitative analysis. Familiarise yourself with common challenges faced in the role and think through how you would approach them, as this will demonstrate your analytical thinking and readiness for the position.

We think you need these skills to ace VP Quant Analyst (Rates or Commodities) – Global Markets

Quantitative Analysis
Financial Modelling
Mathematical Finance
Stochastic Calculus
Partial Differential Equations
No-Arbitrage Evaluation
Numerical Analysis
Programming in C++ (C++11 or later)
Proficiency in Python
Advanced Excel Skills
Version Control Systems (Git)
Rates Products Knowledge
FICC Instruments Knowledge
Problem-Solving Skills
Attention to Detail
Ability to Manage Multiple Deliverables

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights your experience as a Quantitative Analyst, particularly in developing financial models. Emphasise your expertise in C++ and any relevant projects that showcase your skills in Rates or Commodities.

Craft a Compelling Cover Letter: Write a cover letter that specifically addresses the role's requirements. Mention your familiarity with industry-standard pricing models and your ability to provide technical solutions to trading desks. Show enthusiasm for the opportunity to work in a fast-paced environment.

Highlight Relevant Skills: In your application, clearly outline your programming skills, especially in C++ and Python. Include any experience with version control systems like Git, as this is a plus for the role.

Proofread Your Application: Before submitting, carefully proofread your CV and cover letter for any errors. Attention to detail is crucial, especially in a quantitative role. Ensure that all information is accurate and presented professionally.

How to prepare for a job interview at Barclay Simpson

Showcase Your Technical Expertise

Be prepared to discuss your experience with quantitative models and programming languages, especially C++ and Python. Highlight specific projects where you've designed or improved financial models, as this will demonstrate your technical capabilities.

Understand the Market and Products

Familiarise yourself with the latest trends in Rates and Commodities markets. Be ready to discuss relevant instruments and pricing models, such as Black-Scholes and stochastic volatility models, to show your depth of knowledge in the field.

Demonstrate Problem-Solving Skills

Prepare examples of how you've tackled complex issues in previous roles. Discuss your approach to analysing and resolving problems in existing models, as this will illustrate your analytical thinking and attention to detail.

Communicate Effectively

Since you'll be supporting various teams like Trading desks and Product Control, practice explaining complex concepts in a clear and concise manner. Good communication skills are essential for collaborating with different stakeholders.

VP Quant Analyst (Rates or Commodities) – Global Markets
Barclay Simpson
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  • VP Quant Analyst (Rates or Commodities) – Global Markets

    London
    Full-Time
    140000 - 160000 £ / year (est.)

    Application deadline: 2027-03-20

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    Barclay Simpson

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