Join a high-performing Front Office Quant team within a leading global investment bank, where you'll work at the intersection of finance, advanced mathematics, and software engineering to support pricing, risk, and model integration across FX, Rates, Credit, and Equities. The role offers a flexible working environment with up to 3 days in the London office. Salary range is £140k - £160k base + bonus. What you’ll do:

• Build and enhance quantitative models usingC++, with a focus oninterest rate curve constructionand themodernization of FX and rates libraries
• Partner closely withTrading, Risk, and Financeto develop the required models forpricing/structuringand deliver robust technical solutions
• Design, test, and document production-quality model workflows to enterprise standards
• Improve and maintain a high-quality codebase and testing framework

• Strong front office quant background, with expertise ininterest rates and yield curve calibration
• Solid background in quantitative finance:stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis, with knowledge of the main instruments used in FICC business
• Advanced coding skills inC++11+, with working knowledge ofPythonandExcel
• A strong relationship builder with experience with version control systems (such as Git) and distributed software development process.
• Extensive experience of leading teams, open-minded and team-oriented, with the ability to thrive in fast-paced environments and manage multiple priorities simultaneously
• While this role may not include formal management responsibilities, we’re looking for someone who takes initiative, owns their deliverables, and collaborates effectively across teams