Barclay Simpson is partnered with a leading global investment bank to hire a Director-level Structured Rates Quant Modeller for an Inside IR35 contract in London. The role focuses on hands-on pricing model design for Structured Rates Exotics, producing production-grade pricing libraries and ensuring rigorous governance.
The ideal candidate has 10+ years in Front Office Quant Analytics, strong Python, and experience with exotic rates pricers; C++ is highly desirable and quantitative academia is
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Lead Rates Quant Modeller – Exotic Pricing 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.
