Barclay Simpson is partnering with a leading global banking group to appoint a Vice President, Counterparty Credit Risk Quant in London. This hybrid role sits at the intersection of quantitative modelling, risk management and strategic decision-making, influencing risk measurement and governance across a complex trading business.
You will shape and enhance the stress testing framework, support regulatory capital initiatives and work with senior stakeholders across Risk, Treasury, Finance and
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VP Counterparty Risk Quant — Stress Testing & Capital 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.
