Front Office Quant

Description:

Barclay Simpson is seeking a Front Office Quant to join a high-performing team at a prestigious global investment bank. This role operates at the critical junction of finance, advanced quantitative modeling, and high-performance computing. You will be instrumental in supporting the pricing, risk assessment, and model integration functions across asset classes including FX, Rates, Credit, and Equities.

As part of the front office quant analytics group, you will work closely with traders and risk managers to build and optimize pricing and risk models. You will lead efforts to modernize FX and interest rate libraries and develop cutting-edge analytics solutions that meet enterprise-grade standards. This position offers a hybrid working model, allowing flexibility with a few days each week spent at the firm’s London office.

Key Responsibilities:

• Build and enhance quantitative models, particularly for interest rate curve construction

• Develop robust pricing and structuring models in C++

• Collaborate with traders, risk managers, and finance teams to align modeling solutions with front-office requirements

• Design, test, and document scalable model workflows

• Maintain and improve production-level codebases and testing frameworks

• Contribute to the modernization and development of FX and rates libraries

• Participate in cross-team collaboration and ensure consistent delivery of high-impact solutions

Ideal Candidate Profile:

• Technically strong and academically grounded in quantitative finance

• Excellent programming skills in modern C++ (11+)

• Practical knowledge of Python scripting and Excel-based analysis

• Strong interpersonal skills and team spirit

• Capable of handling fast-paced, high-pressure environments with multiple priorities

• Comfortable taking initiative and ownership of deliverables