Director – Hybrid & Cross-Asset Quant in London

Director – Hybrid & Cross-Asset Quant in London

London Full-Time 54000 - 66000 Β£ / year (est.) Home office (partial)
Barclay Simpson

At a Glance

  • Tasks: Lead the review and improvement of pricing models across multiple asset classes.
  • Company: Join a leading investment bank with a global presence.
  • Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
  • Other info: Highly visible technical leadership role with excellent career advancement potential.
  • Why this job: Shape the future of pricing models and influence key stakeholders in finance.
  • Qualifications: Experience in quantitative analytics and strong understanding of pricing models.

The predicted salary is between 54000 - 66000 Β£ per year.

I'm partnering with a leading investment bank on a Director-level opportunity within its Front Office Quantitative Analytics function.

This is a strategic technical leadership role focused on leading the review, challenge and continuous improvement of pricing models across a global Front Office platform.

Rather than focusing on a single asset class, you'll work across Rates, FX, Equity, Credit and Hybrid Derivatives, partnering with specialist quant teams to drive pricing model quality, governance and consistency.

A key part of the role is acting as the technical lead for Hybrid Derivatives and cross-asset pricing models, including products where payoffs depend on multiple asset classes, as well as pricing models that incorporate multiple asset classes.

The Role

Working closely with Front Office Quantitative Analytics, Trading, Quant Development, Model Validation, Risk, Finance, Technology and Control functions, you will:

  • Lead the Front Office Model Review capability across multiple asset classes.
  • Provide independent challenge by reviewing pricing models and modelling approaches across the Front Office.
  • Act as the technical lead for Hybrid pricing and adjustment models.
  • Drive pricing model quality, governance and consistency throughout the model lifecycle.
  • Review, challenge and enhance pricing methodologies and calibration approaches, helping shape the evolution of the firm's pricing framework.
  • Oversee model submissions, functional testing and governance reviews across multiple asset classes.
  • Develop and enhance model review methodologies, standards and best practices.
  • Partner with specialist quant teams to improve pricing models, implementation and technical solutions.
  • Drive automation and tooling to improve model review and testing processes.
  • Influence senior Front Office stakeholders and help shape the future direction of pricing models across the business.

While this isn't a pure model development role, you'll remain close to the technical detail.

The emphasis is on applying strong quantitative judgement to review existing models, challenge assumptions, improve methodologies and calibration, and influence the design and evolution of pricing models across multiple asset classes.

Although this isn't a traditional people management role initially, it is a highly visible technical leadership position for someone with the credibility to become a recognised authority across the Front Office quantitative environment.

You'll lead model review across asset classes, influence pricing model quality and help shape future methodologies, standards and automation capabilities.

We're looking for candidates with experience in

  • Front Office Quantitative Analytics.
  • Pricing model development, model validation, review or governance.
  • Rates, FX, Equity, Credit or Hybrid Derivatives.
  • Hybrid or cross-asset pricing models.
  • Strong understanding of pricing models, calibration and model methodologies across multiple asset classes.
  • Experience reviewing, challenging or testing pricing models.
  • Python is preferred, although strong modelling experience in another language will also be considered. C++ is beneficial but not essential.

Exposure to areas such as model testing frameworks, valuation adjustments (FVA/PVA), automation, AI-enabled tooling or governance frameworks would be advantageous but isn't essential.

This is a unique opportunity to influence how pricing models are reviewed, governed and evolved across a global Front Office platform, working alongside senior quantitative teams across multiple asset classes and helping shape the future direction of pricing model quality, quantitative governance, methodology and technical standards.

Get in touch to discuss further - tg@barclaysimpson. com

Director – Hybrid & Cross-Asset Quant 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.

Barclay Simpson

Contact Details:

Barclay Simpson Recruitment Team

StudySmarter Expert Advice🀫

We think this is how you could land Director – Hybrid & Cross-Asset Quant in London

✨Get Involved in Finance Communities

Join investment and asset management forums or local finance meetups. Engaging with professionals in these circles can not only help you learn the ropes but also put you in touch with potential employers like Barclay Simpson, who often scout for talent at such events.

✨Utilise Networking Platforms

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✨Engage with Recruitment Events

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We think you need these skills to ace Director – Hybrid & Cross-Asset Quant in London

Quantitative Analytics
Pricing Model Development
Model Validation
Model Review
Governance Frameworks
Hybrid Derivatives
Cross-Asset Pricing Models

Some tips for your application 🫑

Highlight Your Analytical Skills:In asset management, it's all about the numbers! Make sure your CV showcases your analytical skills, particularly any experience with financial modelling or quantitative analysis. Employers like Barclay Simpson want to see how you can dissect data and turn it into actionable insights, so don't hold back on your achievements!

Show Off Your Relevant Qualifications:Having the right qualifications can be a game changer in investment roles. If you've got a degree in finance, economics, or a related field, flaunt it! Also, if you have any certifications like CFA or CAIA, mention those too. It’ll help demonstrate your commitment and expertise in the field to Barclay Simpson.

Tailor Your Cover Letter to Reflect Passion for Investment:Your cover letter is your chance to express your enthusiasm for the investment world. Share why you're drawn to asset management and your understanding of market trends. The hiring team at Barclay Simpson will be keen to see that passion and how you keep up with industry news and developments.

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How to prepare for a job interview at Barclay Simpson

✨Brush Up on Financial Modelling

For a role in investment asset management, being well-versed in financial modelling is crucial. Make sure you can articulate your experience with tools like Excel or any specialised software you've used. Maybe even prepare a couple of examples of financial models you've built or analysed.

✨Know Your Investment Strategies

Expect questions around different investment strategies and how you would apply them in various market scenarios. Get ready to discuss current market trends and how they impact portfolio management. This shows you're not just about the theory but also keeping an eye on real-world applications.

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Since this is a full-time role, companies like Barclay Simpson want to see your analytical thinking in action. Prepare to solve case studies or tackle some numerical puzzles during the interview. Practicing these types of questions will boost your confidence and show off your skills.

✨Discuss Your Long-Term Career Goals

As you’re applying for a full-time position, the interviewers will be interested in your commitment to the field. Be ready to discuss how this role fits into your long-term career plans in asset management. This shows you're not just looking for any job, but you’re genuinely interested in growing withBarclay Simpson.