At a Glance
- Tasks: Design and enhance pricing models for Structured Rates Exotic derivatives in a fast-paced environment.
- Company: Leading global investment bank with a dynamic Front Office Quantitative Analytics team.
- Benefits: Competitive daily rate of £1,500, contract flexibility, and immediate impact on projects.
- Other info: Opportunity for immediate start and excellent career growth in a busy delivery programme.
- Why this job: Join a high-performing team and make a significant technical impact on model delivery.
- Qualifications: 10+ years in Front Office Quantitative Analytics and strong Python skills required.
- Director – Rates Quant Modeller
- Contract | Inside IR35 | £1,500/day | 6–12 Months
- I'm partnering with a leading global investment bank looking to hire an experienced
- Director-level Structured Rates Quant Modeller on a contract basis to join its
Front Office Quantitative Analytics team.
This is a hands-on delivery role for someone with extensive experience designing, building and enhancing pricing models for
Structured Rates Exotics . The team is specifically looking for someone who has built, owned or made significant contributions to exotic rates pricers and production pricing libraries within a Front Office environment.
This is an opportunity to make an immediate impact, joining a busy delivery programme where you'll work closely with Trading, Quant Research, Model Validation and Technology to develop and deliver complex pricing models into production.
The Role
- Working as part of a high-performing Front Office Quant team, you will:
- Design, build and enhance pricing models for
Structured Rates Exotic derivatives .
- Develop and improve production pricing libraries.
- Work with production
- C++ pricing libraries using
Python .
- Assess pricing model assumptions, methodologies and documentation.
- Debug production code and implement model enhancements.
- Work closely with Trading, Quant Research, Model Validation and Technology throughout the model lifecycle.
- Support the delivery of pricing models through testing, documentation and governance.
Requirements
10+ years' experience in Front Office Quantitative Analytics.
Proven experience designing, building or making significant contributions to Structured Rates Exotic pricers and pricing libraries is essential.
- Strong understanding of derivative pricing, stochastic models and risk-neutral valuation.
- Strong
Python skills are required.
C++ experience is highly desirable.
- Previous Front Office Quant or Model Validation experience.
- Degree in Mathematics, Financial Mathematics, Physics or another highly quantitative discipline.
The Opportunity
This isn't simply a backfill. The team has a significant delivery pipeline and is looking for someone who can hit the ground running , relieve a bottleneck in model delivery and make an immediate technical impact.
The successful candidate will be someone who is comfortable taking ownership of complex Structured Rates pricing models, working closely with Front Office stakeholders and delivering high-quality pricing solutions in a fast-paced trading environment.
This role would suit someone available immediately, between contracts or on a short notice period.
If you'd like to hear more, please get in touch with your updated CV and current availability.
If it's not for you, I'd really appreciate you sharing it with your network. I also offer a generous referral fee for successful introductions.
Director – Structured Rates Quant (Contract) ~ £1500/day in City of London employer: Barclay Simpson
Barclay Simpson is an excellent employer, offering a dynamic work environment in the heart of London where compliance professionals can thrive. With a strong focus on employee growth and development, the company provides ample opportunities for career advancement while promoting a collaborative culture that values innovation and teamwork. The hybrid working model allows for a balanced work-life integration, making it an attractive choice for those seeking meaningful and rewarding employment in the financial sector.
StudySmarter Expert Advice🤫
We think this is how you could land Director – Structured Rates Quant (Contract) ~ £1500/day in City of London
✨Join Financial Networking Events
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We think you need these skills to ace Director – Structured Rates Quant (Contract) ~ £1500/day in City of London
Some tips for your application 🫡
Show Off Your Academic Achievements:In banking and financial services, your academic record can really make you stand out. List relevant grades, certifications, or coursework on your CV, especially if you've taken finance-related modules. This is particularly important for a temporary role where qualifications can help you shine even brighter!
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Tailor Your Cover Letter Purposefully:When writing your cover letter, focus on why you’re interested in a temporary position at Barclay Simpson. Let them know how you can quickly adapt to the team's needs and how eager you are to learn the ropes of the banking sector during this short stint. Your motivation and enthusiasm could really set you apart!
Be Prepared with References:For temporary roles, references can play a crucial role in your application. Make sure you’ve got a couple of references lined up who can vouch for your skills and work ethic. This helps to give Barclay Simpson confidence in your short-term commitment to the role.
How to prepare for a job interview at Barclay Simpson
✨Brush Up on Financial Regulations
Since this is a role in banking and financial services, be ready to discuss key regulations like MiFID, Basel III, or GDPR. These are hot topics, and your awareness of how they impact daily operations can give you a significant edge during your interview with Barclay Simpson.
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Prepare for interview questions that assess your analytical abilities. You might need to tackle hypothetical scenarios involving risk assessment or financial forecasting. Bringing examples of relevant projects or coursework can emphasise your practical understanding of these concepts.
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For a temporary role, showing that you can quickly pick up new processes and tools is crucial. Be ready to discuss previous experiences where you had to adapt to changing requirements or tight deadlines, as this will reassure Barclay Simpson that you’re a reliable team player.
✨Demonstrate a Willingness to Learn
In a temporary position, leaning into your eagerness to learn can really set you apart. Be prepared to share how you’re staying updated on industry trends or any additional training you've pursued. Employers appreciate candidates who are proactive about their development—even for short-term roles.
