£1,500/Day - FO Quant Modeller (Director) - Exotic Equity Derivatives, 6-12mths
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£1,500/Day - FO Quant Modeller (Director) - Exotic Equity Derivatives, 6-12mths

£1,500/Day - FO Quant Modeller (Director) - Exotic Equity Derivatives, 6-12mths

London Temporary No home office possible
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At a Glance

  • Tasks: Join the Quant Analytics team to validate and document new equity models.
  • Company: Work with a prestigious Tier 1 Investment Bank in London.
  • Benefits: Earn £1,500 per day with potential contract extension into 2026.
  • Why this job: Be part of a dynamic team shaping innovative financial models in a fast-paced environment.
  • Qualifications: Must have experience with exotic equity derivatives and strong communication skills.
  • Other info: Immediate start required; UK right to work is essential.

Our client is a Tier 1 Investment Bank who urgently need a Senior Director Level, Equity validation/documentation/modelling quant contractor - daily rate circa £1500, inside IR35.

The context is that the Equity / Hybrids FO quants are pushing a raft of new models towards the validation team. The contractor will join the Quant Analytics team who helps shape these new models and associated submissions. At the moment the volume of submissions is beyond the team’s capacity which is why they urgently need a Temp.

This is a front office role sitting in the Equity/Hybrids team.

  • Location: London
  • Rate: £1,500 per day (Inside IR35)
  • Contract: 6 months (extension likely into 2026)
  • Urgent hire: Start ASAP!

The need is for an experienced Equity modeller, (not a programmer) who:

  • understands the model details, assumptions/limitations and how they are quantified.
  • has experience with exotic equity derivatives models and who has developed alternative models or benchmarks.

Somebody who can:

  • Perform a model review, guide the FO quants.
  • Specify, write (python notebooks), run, analyse and document tests.
  • Write high-quality documentation.
  • Understand the angle of, and interact with, the model validation team.

If you’re a strong communicator, available immediately and have deep expertise in the requirements above, please get in touch to discuss further.

Please note that you will need to have the RTW in the UK to be considered.

£1,500/Day - FO Quant Modeller (Director) - Exotic Equity Derivatives, 6-12mths employer: Barclay Simpson

As a Tier 1 Investment Bank located in the heart of London, we pride ourselves on fostering a dynamic and inclusive work culture that values innovation and collaboration. Our employees benefit from competitive daily rates, exceptional growth opportunities, and the chance to work alongside industry leaders on cutting-edge projects in exotic equity derivatives. Join us to not only advance your career but also to contribute to impactful financial solutions in a fast-paced environment.
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Contact Detail:

Barclay Simpson Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land £1,500/Day - FO Quant Modeller (Director) - Exotic Equity Derivatives, 6-12mths

Tip Number 1

Network with professionals in the finance and quant modelling sectors. Attend industry events or webinars where you can meet people who work at Tier 1 Investment Banks. This could lead to referrals or insider information about the role.

Tip Number 2

Brush up on your knowledge of exotic equity derivatives models. Make sure you can discuss specific models you've worked on and their assumptions, limitations, and quantification methods during interviews.

Tip Number 3

Prepare to demonstrate your communication skills. Since the role requires interaction with both front office quants and the model validation team, practice explaining complex concepts in a clear and concise manner.

Tip Number 4

Be ready to discuss your experience with Python notebooks. Highlight any relevant projects where you've specified, written, run, and documented tests, as this will be crucial for the role.

We think you need these skills to ace £1,500/Day - FO Quant Modeller (Director) - Exotic Equity Derivatives, 6-12mths

Equity Derivatives Modelling
Model Validation
Documentation Skills
Quantitative Analysis
Python Programming (Not for development, but for analysis and documentation)
Understanding of Model Assumptions and Limitations
Experience with Exotic Equity Derivatives
Benchmark Development
Communication Skills
Analytical Skills
Ability to Guide Front Office Quants
Test Specification and Execution
High-Quality Documentation Writing
Collaboration with Validation Teams

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights your experience with exotic equity derivatives models and any relevant quant modelling work. Use specific examples that demonstrate your understanding of model details, assumptions, and limitations.

Craft a Strong Cover Letter: In your cover letter, emphasise your communication skills and your ability to guide front office quants. Mention your experience in performing model reviews and writing high-quality documentation, as these are key aspects of the role.

Showcase Relevant Skills: Clearly outline your proficiency in Python, especially in writing notebooks for testing and analysis. Include any specific projects or achievements that showcase your ability to run and document tests effectively.

Highlight Immediate Availability: Since this is an urgent hire, make sure to mention your availability to start immediately. This can set you apart from other candidates who may not be able to start as quickly.

How to prepare for a job interview at Barclay Simpson

Showcase Your Expertise

Make sure to highlight your experience with exotic equity derivatives models during the interview. Be prepared to discuss specific models you've worked on, including their assumptions and limitations, as this will demonstrate your deep understanding of the subject matter.

Prepare for Technical Questions

Expect technical questions related to model validation and documentation. Brush up on your knowledge of Python notebooks and be ready to explain how you would perform model reviews and guide front office quants effectively.

Communicate Clearly

As a strong communicator, it's essential to convey complex ideas simply. Practice explaining your past projects and experiences in a way that is easy to understand, as this will be crucial when interacting with the model validation team.

Demonstrate Your Availability

Since this is an urgent hire, make it clear that you are available to start immediately. Discuss your readiness to jump into the role and contribute to the Quant Analytics team right away, which can set you apart from other candidates.

£1,500/Day - FO Quant Modeller (Director) - Exotic Equity Derivatives, 6-12mths
Barclay Simpson
Apply now
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