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Lead Quant Researcher – Global Markets
Join a growing Quant Research team in London – driving advanced pricing, volatility, and risk models that power a leading provider of exchanges, clearing houses, and financial market infrastructure across global markets.
Here, your research won’t stay on paper. You’ll be designing and implementing cutting-edge models, and translating them into production-grade C++ code used every day in markets from equities to commodities.
It’s high-impact work at scale, with a global reach.
You’ll collaborate with teams across business lines, mentor colleagues, and help shape the future of quantitative finance.
What we’re looking for:
- MSc/PhD in Maths, Stats, CS or similar
- Deep knowledge of stochastic calculus & probability theory
- Strong C++ (with Python a plus)
- Experience in options pricing, ML or data analytics? Even better.
If you want to work on high-impact quant modelling at scale – and see your code drive real-world markets – please get in touch to discuss further.
tg@barclaysimpson.com
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
