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VP Front Office – Interest Rates Curve Construction
Join a high-performing Front Office Quant team within a leading global investment bank, where you’ll work at the intersection of finance, advanced mathematics, and software engineering to support pricing, risk, and model integration across FX, Rates, Credit, and Equities.
The role offers a flexible working environment with up to 3 days in the London office.
Salary range is £140k – £170k base + bonus.
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.
- Extensive experience of leading teams, open-minded and team-oriented, with the ability to thrive in fast-paced environments and manage multiple priorities simultaneously
- While this role may not include formal management responsibilities, we’re looking for someone who takes initiative, owns their deliverables, and collaborates effectively across teams
Please get in touch if you meet the above and are interested 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.
