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Front Office Quant Modeller – Rates & Exotics
Another exciting hybrid quant role within Structured Rates at a leading investment bank. This position offers the opportunity to work directly with traders, quants, and risk teams, contributing to model assessment, optimization, and performance testing for exotic interest rate derivatives.
Ideally a candidate already at VP level however keen to speak with strong AVP’s with solid communication skills – looking to fast track to VP level.
£110k – £165k base (depending on level)
Position:
Be the bridge between Traders and Quant Developers. In this hands-on role, you’ll explain complex models, respond quickly to business queries, and own model documentation and adjustments. You will act as the critical link between Quant Developers, Model Validation, and Traders, ensuring models are well-documented, understood, and effectively implemented across the business.
Key Responsibilities:
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Serve as the primary point of contact for Traders, explaining complex model mechanics clearly and responding rapidly to non-quant stakeholders.
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Prepare and maintain comprehensive model documentation to support front office activities.
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Collaborate with Quant Developers and Model Validation to rebuild, adjust, and advise on models as needed.
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Contribute to new product development, including planning, testing, and implementing model adjustments.
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Take ownership of models from development through to production.
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Focus initially on Rates, with exposure to other products over time.
Requirements:
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Strong front office experience in exotic rates products – non-negotiable.
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Proficient in Python; knowledge of C++ is a plus.
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Deep understanding of model mechanics and quantitative methods.
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Excellent communication skills; able to quickly explain and discuss model details with Traders and other non-quant stakeholders.
Why This Role:
This is a unique opportunity to work at the forefront of front office modeling, ensuring smooth interaction between Traders, Quant Developers, and Model Validation while shaping the implementation of cutting-edge products.
Please get in touch – 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.
