At a Glance
- Tasks: Develop and enhance pricing models for Structured Rates products using Python and C++.
- Company: Join a leading global investment bank with a dynamic London team.
- Benefits: Competitive daily rate of £1,500 and a contract lasting 6-12 months.
- Other info: Collaborate with top professionals in a fast-paced environment.
- Why this job: Make a significant impact in a high-profile role within the finance sector.
- Qualifications: 10+ years in quantitative modelling with strong Rates pricing model experience.
The predicted salary is between 60000 - 80000 £ per year.
- Director – Rates Quant Modeller
- Contract | Inside IR35 | £1,500/day | 6–12 Months
- A leading global investment bank is looking for an experienced
Rates Quant Modeller to join its London team on a high-profile contract.
This is a hands-on modelling role focused on the development, testing and governance of pricing models for
Structured Rates products. You'll work closely with Front Office Quants, Technology and Model Validation teams across the full model lifecycle.
The Role
- Develop and enhance pricing models for Rates products.
- Design and analyse model performance tests.
- Work with production C++ libraries using Python.
- Produce high-quality technical documentation.
- Collaborate with Quants, Traders, Validation and Technology teams.
Requirements
- 10+ years' experience in quantitative modelling.
- Strong Rates pricing model experience.
- Essential experience with
Rates Exotics .
- Strong understanding of derivative pricing and risk-neutral modelling.
- Python skills required; C++ experience highly desirable.
- Previous Front Office or Model Validation experience.
Regret no visa sponsorship for this role.
Apply to this advert and send CV to
D-level, Rates Quant Modeller ~ £1500p/d in 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.
