At a Glance
- Tasks: Lead the development of complex equity derivatives models and influence strategic governance.
- Company: Join a leading Tier 1 Investment Bank in London.
- Benefits: Competitive salary, mentorship opportunities, and potential visa sponsorship.
- Other info: Dynamic role with exceptional career growth and influence in the finance sector.
- Why this job: Make a significant impact in model development and governance at a global scale.
- Qualifications: PhD or Master’s in Financial Mathematics, with strong Python skills.
The predicted salary is between 99000 - 121000 £ per year.
Equities & Hybrids Quant Modeller – Director
Location: London (On-site)A leading Tier 1 Investment Bank is seeking a Director-level Equities Quant to join its Equity & Hybrids team in London.
This is a highly visible role at the intersection of model development, governance and strategic oversight.
You will provide senior technical leadership across complex equity derivatives models, ensuring robustness, transparency and strong model control standards.
The Role You will work closely with Front Office quant teams developing and enhancing pricing and risk models across Equity and Hybrid products, particularly exotic derivatives.
Acting as a senior technical authority, you will review and challenge model assumptions, guide enhancements, and help shape the overall modelling framework.
This role goes beyond pure model review — you will influence model standards, testing frameworks and governance practices across the function.
Key Responsibilities Perform detailed technical reviews of complex equity and hybrid derivatives models Assess model assumptions, limitations and associated risk impacts Develop alternative models or benchmarking approaches where appropriate Specify, build and run analytical tests (primarily in Python; C++ exposure beneficial)Analyse results and clearly articulate findings to senior stakeholders Produce high-quality documentation aligned to internal governance standards Strengthen model testing coverage and promote automation where possible Partner with traders, strategists, developers and validation teams across the model lifecycle Contribute to broader strategic initiatives relating to model standards and controls Provide mentorship and technical guidance to less experienced quants Candidate Profile Ph D or Master’s degree in Financial Mathematics, Mathematics or Physics Significant experience developing and/or implementing Equity Derivatives models (hybrids advantageous)Strong knowledge of exotic derivatives modelling (equity preferred; other asset classes considered)Advanced Python skills; C++ beneficial Experience interacting with validation and control functions Exceptional attention to detail and high professional standards Strong communication skills with the ability to influence senior stakeholders This is an opportunity to operate at Director level within a leading global investment bank, combining deep quantitative expertise with strategic influence across Front Office model development and governance.
For a confidential discussion, please get in touch.
Note- visa sponsorship may be arranged for the right candidate.
FO Equities Quant Modeller – Director Job in London employer: Barclay Simpson Corporate Governance Recruitment
As a leading Tier 1 Investment Bank located in the heart of London, we pride ourselves on fostering a dynamic and inclusive work culture that encourages innovation and collaboration. Our employees benefit from exceptional growth opportunities, mentorship from industry leaders, and the chance to influence key strategic initiatives within the Equities & Hybrids team. Join us to be part of a prestigious institution where your expertise will be valued and your contributions will shape the future of equity derivatives modelling.
Contact Details:
Barclay Simpson Corporate Governance Recruitment Recruitment Team
