Lead Front Office Quant - C++, Java, FX, Rates, Risk Management, Numerical Optimization

A leading global bank is seeking a Senior Lead Quantitative Analyst (VP level) to join its Front Office Quantitative Analytics team. This role focuses on developing and implementing models and tools supporting pricing, trading strategies, risk management, and platform integration.

You'll work on a cross-asset, Front Office initiative to build out a next-gen quantitative risk and trading platform, closely partnering with trading desks, technology, and other quant teams.

Key Responsibilities:

• Design and implement pricing/trading models for FX and Rates derivatives

• Apply forecasting, optimization, and risk mitigation techniques

• Deliver high-performance code (primarily C++/Java) and robust documentation

• Collaborate across functions to meet business needs and model governance

• Engage in both long-term platform development and short-term tactical support

• Mentor junior team members

Qualifications:

• Significant experience in a Front Office quant role for FX derivatives

• Strong coding background in C++ and/or Java with a focus on numerical optimization

• Deep knowledge of FX markets, risk management, and model calibration

• Familiarity with Rates, hybrids, and exotics is a plus

• Advanced degree (PhD or Master's) in a quantitative field

• Practical knowledge of financial mathematics (PDEs, Monte Carlo, stochastic calculus)

• Strong communicator, comfortable on a trading floor, and collaborative by nature

This is a Full time role offering a competitive salary and hybrid working. If you are interested in finding out more please apply.

Lead Front Office Quant - C++, Java, FX, Rates, Risk Management, Numerical Optimization