We're working exclusively with a world-leading, emerging markets-led financial institution who have an exciting opportunity for a VP level Quantitative Analyst (Commodities focused) to join the GFX team in Global Banking and Markets. The role is based in London with a salary range of £140k-£160k.
Role Accountabilities:
Design, develop, test, and document quantitative models
in line with the bank's standards. Provide technical solutions to support users such as Trading desks, Product Control, and Traded Risks. Analyze and resolve issues identified in existing models. Essential Skills & Experience:
Proven experience as a
Quantitative Analyst , with expertise in developing financial models. A degree in
Mathematical Finance ,
Science , or
Mathematics
from a top-tier university. In-depth knowledge of industry-standard pricing models such as
Black-Scholes ,
Bachelier ,
local and stochastic volatility models , and the
HJM framework . Strong programming skills in
C++ (Visual Studio) , including knowledge of modern C++ (C++11 or later). Solid understanding of
stochastic calculus ,
partial differential equations ,
no-arbitrage evaluation , and
numerical analysis . Familiarity with
Rates Products and Models . Knowledge of instruments used in
FICC (Fixed Income, Currencies, and Commodities)
businesses. Commodities experience is essential. Technical Skills:
Strong expertise in
C++ (C++11 or beyond) . Proficiency in
Python
and
Excel . Experience with
version control systems (Git)
and distributed software development processes. Soft Skills:
Ability to manage multiple deliverables in a
fast-paced environment . Proven problem-solving skills and attention to detail. Unfortunately, visa sponsorship will not be provided for this role. Please only apply if you have the right to work in the UK. I look forward to your application at
tg@barclaysimpson.com .
#J-18808-Ljbffr
Design, develop, test, and document quantitative models
in line with the bank's standards. Provide technical solutions to support users such as Trading desks, Product Control, and Traded Risks. Analyze and resolve issues identified in existing models. Essential Skills & Experience:
Proven experience as a
Quantitative Analyst , with expertise in developing financial models. A degree in
Mathematical Finance ,
Science , or
Mathematics
from a top-tier university. In-depth knowledge of industry-standard pricing models such as
Black-Scholes ,
Bachelier ,
local and stochastic volatility models , and the
HJM framework . Strong programming skills in
C++ (Visual Studio) , including knowledge of modern C++ (C++11 or later). Solid understanding of
stochastic calculus ,
partial differential equations ,
no-arbitrage evaluation , and
numerical analysis . Familiarity with
Rates Products and Models . Knowledge of instruments used in
FICC (Fixed Income, Currencies, and Commodities)
businesses. Commodities experience is essential. Technical Skills:
Strong expertise in
C++ (C++11 or beyond) . Proficiency in
Python
and
Excel . Experience with
version control systems (Git)
and distributed software development processes. Soft Skills:
Ability to manage multiple deliverables in a
fast-paced environment . Proven problem-solving skills and attention to detail. Unfortunately, visa sponsorship will not be provided for this role. Please only apply if you have the right to work in the UK. I look forward to your application at
tg@barclaysimpson.com .
#J-18808-Ljbffr
