At a Glance
- Tasks: Develop and enhance complex equity pricing models while influencing model standards.
- Company: Join a leading Tier 1 Investment Bank in London with a dynamic team.
- Benefits: Competitive salary of £180k-£200k plus bonus, with potential visa sponsorship.
- Other info: Opportunity for strategic influence and career growth at Director level.
- Why this job: Make a significant impact on exotic derivatives and shape modelling frameworks.
- Qualifications: PhD or Master’s in Financial Mathematics, Mathematics, or Physics; advanced Python skills required.
The predicted salary is between 180000 - 200000 € per year.
A leading Tier 1 Investment Bank is seeking a Director-level Equities Exotics Modelling Quant to join its Equity & Hybrids team in London. Salary range £180k-£200k base plus bonus.
This is a highly technical and hands-on role focused on complex and exotic equity pricing models (Local Vol, Stochastic Local Volatility, Local Correlation, Cliquets and cross-asset hybrids). 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.
- Perform detailed technical reviews of complex equity and hybrid derivatives models
- Assess model assumptions, limitations and associated risk impacts
- Specify, build and run analytical tests (primarily in Python; C++ exposure beneficial)
- Produce high-quality documentation aligned to internal governance standards
- Strengthen model testing coverage and promote automation where possible
PhD or Master’s degree in Financial Mathematics, Mathematics or Physics. Significant experience developing and/or implementing Equity Derivatives models (hybrids advantageous; other asset classes considered). Advanced Python skills; C++ beneficial.
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. Note- visa sponsorship may be arranged for the right candidate.
Equity Exotics Quant Analyst, Director in City of London employer: Barclay Simpson
As a leading Tier 1 Investment Bank, we pride ourselves on fostering a dynamic and inclusive work culture that encourages innovation and collaboration. Our London office offers exceptional employee growth opportunities, competitive salaries, and a comprehensive benefits package, including performance bonuses and potential visa sponsorship for the right candidates. Join us to be at the forefront of equity derivatives modelling, where your expertise will directly influence our strategic direction and model governance.
StudySmarter Expert Advice🤫
We think this is how you could land Equity Exotics Quant Analyst, Director in City of London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance world, especially those in quant roles. A friendly chat can lead to insider info about job openings or even referrals that could give you a leg up.
✨Tip Number 2
Show off your skills! Prepare a portfolio of your past projects or models you've worked on. When you get the chance to meet potential employers, having tangible examples of your work can really set you apart from the crowd.
✨Tip Number 3
Stay updated with industry trends! Follow relevant news and developments in equity derivatives and quantitative finance. This knowledge will not only help you in interviews but also show your passion for the field.
✨Tip Number 4
Apply through our website! We’ve got some fantastic opportunities waiting for you. By applying directly, you’ll ensure your application gets the attention it deserves, and who knows, you might just land that dream role!
We think you need these skills to ace Equity Exotics Quant Analyst, Director in City of London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to highlight your experience with equity derivatives and quantitative modelling. We want to see how your skills align with the specific requirements of the role, so don’t be shy about showcasing your technical expertise!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you’re the perfect fit for this Director-level position. We love seeing candidates who can articulate their passion for complex pricing models and their strategic vision for model governance.
Showcase Your Technical Skills:Since this role is highly technical, make sure to highlight your advanced Python skills and any C++ experience. We’re looking for someone who can hit the ground running, so demonstrate your proficiency in building and testing models clearly.
Apply Through Our Website:We encourage you to apply through our website for a smoother application process. It’s the best way for us to keep track of your application and ensure it gets the attention it deserves. Plus, it shows you’re keen on joining our team!
How to prepare for a job interview at Barclay Simpson
✨Know Your Models Inside Out
Make sure you have a deep understanding of the complex equity pricing models mentioned in the job description. Be prepared to discuss Local Vol, Stochastic Local Volatility, and other exotic derivatives in detail. Brush up on your technical knowledge so you can confidently explain your thought process and decision-making.
✨Showcase Your Technical Skills
Since this role requires advanced Python skills, be ready to demonstrate your coding abilities. You might be asked to solve a problem or write a small piece of code during the interview. Practise common coding challenges related to financial modelling to ensure you're sharp and ready to impress.
✨Prepare for Model Review Scenarios
Expect questions that challenge your ability to review and assess model assumptions and limitations. Think of examples from your past experience where you've successfully identified risks or improved a model. This will show your analytical skills and your capability to influence model standards.
✨Align with Governance Practices
Familiarise yourself with internal governance standards and testing frameworks. Be prepared to discuss how you would strengthen model testing coverage and promote automation. Showing that you understand the importance of governance in model development will set you apart as a candidate who can contribute strategically.
