At a Glance
- Tasks: Design and enhance pricing models for Structured Rates Exotic derivatives in a fast-paced trading environment.
- Company: Join a leading financial firm with a dynamic Front Office Quant team.
- Benefits: Competitive daily rate, flexible contract duration, and immediate impact on model delivery.
- Other info: Ideal for those available immediately or on short notice.
- Why this job: Make a significant technical impact while collaborating with top-tier professionals in finance.
- Qualifications: 10+ years in Front Office Quantitative Analytics and strong Python skills required.
Snr Director level – Rates Quant Modeller (Front Office)
Contract | Inside IR35 | £1,500/day | 6–12 Months (some flex on the day rate for the right candidate)
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
The team 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.
Front Office Rates Quant (Contract) ~ £1500+ p/d in City of London employer: Barclay Simpson
Join a dynamic and innovative Front Office Quant team where your expertise in designing and enhancing pricing models for Structured Rates Exotics will be highly valued. With a strong focus on collaboration and immediate impact, this role offers competitive compensation and the chance to work in a fast-paced trading environment that fosters professional growth and development. Experience a supportive work culture that encourages ownership and technical excellence while contributing to critical projects alongside industry-leading professionals.
