FO Quant Analyst – Interest Rates (curve)

Our client is a well-established, Global Investment bank who seek a high calibre Quantitative Analyst who’ll be involved in the integration of the underlying mathematical models and analytical tools used by the Rates and FX desks.

A fantastic opportunity to work closely with the trading floor where the book of work is interesting and consistently evolving. Join a small team of genuine people who work collaboratively and enjoy what they do.

This is a senior role paying up to £170k base salary plus bonus and benefits. The role is London based with 2 days in the office / 3 days WFH – offering a good work/life balance.

Responsibilities:

• Integrate and enhance interest rates, credit, pricing, and risk models.
• Collaborate proactively with stakeholders across various business functions (Risk, Finance, Trading, etc.) to develop required pricing/structuring models.
• Design, develop, test, and document model integration workflows to the bank’s standards.
• Develop technical solutions using C++ and Python.
• Contribute to improving the quality of code and testing environment.

Requirements:

• Proven background as a Quantitative analyst, with Interest Rate Curve modelling and C++ experience, this is essential.
• Experience in delivering interest rate curve quantitative analytics in a C++ library is essential
• Degree/Masters qualified, ideally in mathematical finance, mathematics or computer science.
• Exceptional understanding of C++ with a history of working within a top-tier bank or hedge fund service.
• Knowledge of standard pricing models used in the investment banking industry, with an understanding of interest rates and FX
• Strong written and verbal communication skills with confidence in liaising with senior traders.

If you meet these requirements and are ready to join an extremely dynamic and agile team, apply now and contact tg@barclaysimpson.com for more details.