At a Glance
- Tasks: Develop and calibrate volatility models for equity and FX derivatives.
- Company: Join Barclay Simpson, a leading firm in the finance sector.
- Benefits: Competitive salary, flexible working hours, and opportunities for professional growth.
- Other info: Dynamic team environment with excellent career advancement potential.
- Why this job: Make an impact in the finance world with cutting-edge quantitative techniques.
- Qualifications: Strong Python/C++ skills and experience in quantitative finance.
The predicted salary is between 66150 - 80850 £ per year.
Barclay Simpson is seeking a Senior Quant for its London team, focusing on equity and FX derivatives.
You will develop volatility models, calibrate pricing engines, and build robust pricers for vanilla and exotic products.
You’ll work across barriers, autocallables, cliquets, baskets and worst-ofs, improving Greeks and risk metrics while applying Monte Carlo and PDE techniques.
Strong Python/C++ skills are essential.
Senior Quant – Equity & FX Derivatives, Volatility in 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.
