Front Office Quant Modeller - Rates & Exotics

Barclay Simpson

  • London
  • £110,000-165,000 per year
  • Permanent
  • Full-time
  • 14 hours ago
  • Apply easily
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:Serve as the primary point of contact for Traders, explaining complex model mechanics clearly and responding rapidly to non-quant stakeholders.Prepare and maintain comprehensive model documentation to support front office activities.Collaborate with Quant Developers and Model Validation to rebuild, adjust, and advise on models as needed.Contribute to new product development, including planning, testing, and implementing model adjustments.Take ownership of models from development through to production.Focus initially on Rates, with exposure to other products over time.Requirements:Strong front office experience in exotic rates products - non-negotiable.Proficient in Python; knowledge of C++ is a plus.Deep understanding of model mechanics and quantitative methods.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

Barclay Simpson