Front Office Quant - London, United Kingdom - Barclay Simpson

Description

Job Description

We have another exciting opportunity for a Front Office Quant to work at one of the biggest global banks and support the Trading team in improving/creating a new pricing algorithm and new e-trading platform.

This role offers global experience plus Front Office exposure while working closely with the Trading teams and provide your input, advice and solutions. Asset Class for this role is Credit and Rates.

Location and salary:-

The role is London based with 3 days in the office / 2 days WFH.

Salary on offer is up to £135k with some flexibility for the right candidate.

Candidates already at this level will still be considered.

Visa sponsorship can be an option for candidates who tick all the boxes.

Responsibilities and skill set required:-

Main purpose is to support the trading desk in devising the e-trading platform.

Must understand what the platforms look like and liaise / support the traders. Self-sufficient.

Must understand and be able to design model calibration eg. curve models, curve bootstrapping. Strong C++

Will deal with the analysis and development of pricing models.

Skillset:-

Essential C++ (including multithreading), Python and good communication skills

5+ years Trading desk quant experience / developing pricing models.

Asset Class:- Credit experience is preferred but will look at wider asset classes:- IR, equities, FX, Rates etc.

Please get in touch for a confidential discussion about the role -