Director – Rates Quant Modeller (Pricing Models)
Contract | Inside IR35 | £1,500/day | 6–12 Months
I’m partnering with a leading global investment bank looking to hire an experiencedDirector-level Structured Rates Quant Modelleron acontract basisto join itsFront Office Quantitative Analyticsteam.
This is ahands-on delivery rolefor someone with extensive experience designing, building and enhancing pricing models forStructured Rates Exotics. The team is specifically looking for someone who hasbuilt, owned or made significant contributions to exotic rates pricers and production pricing librarieswithin 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 forStructured Rates Exotic derivatives.
- Develop and improve production pricing libraries.
- Work with productionC++pricing libraries usingPython.
- 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’ experiencein 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.
- StrongPythonskills 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 canhit 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.
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D, level Structured Rates Quant – £1500/day 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.
