D, level Structured Rates Quant – £1500/day

Barclay Simpson; Greater London; On-site; GBP 239,000 - 314,000; Full time

Job summary

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

Qualifications

• 10+ years of experience in Front Office Quantitative Analytics.
• Proven experience designing/building/major contributions to Structured Rates Exotic pricers and pricing libraries in a Front Office setting.
• Strong Python skills are required.
• C++ experience is highly desirable.
• Previous Front Office Quant or Model Validation experience.
• Degree in Mathematics, Financial Mathematics, Physics or another highly quantitative discipline.

Responsibilities

• Design, build and enhance pricing models for Structured Rates Exotic derivatives.
• Develop and improve production pricing libraries.
• Work with production C++ pricing libraries using Python.
• Assess pricing model assumptions, methodologies and documentation.
• Debug production code and implement model enhancements.
• Collaborate with Trading, Quant Research, Model Validation and Technology throughout the model lifecycle.

Skills

Python programming

Front Office Quant analytics

Stochastic modelling

C++ programming

Education

Quantitative degree (Math/Financial Math/Physics)

Tools

Python

C++

Job description

Director – Rates Quant Modeller (Pricing Models)

Contract | Inside IR35 | £1,500/day | 6–12 Months

I’m partnering with a leading global investment bank looking to hire an experiencedDirector-level Structured Rates Quant Modelleron acontract basisto join itsFront Office Quantitative Analyticsteam.

This is ahands-on delivery rolefor someone with extensive experience designing, building and enhancing pricing models forStructured Rates Exotics. The team is specifically looking for someone who hasbuilt, owned or made significant contributions to exotic rates pricers and production pricing librarieswithin a Front Office environment.

This is an opportunity to make an immediate impact, joining a busy delivery programme where you’ll work closely with Trading, Quant Research, Model Validation and Technology to develop and deliver complex pricing models into production.

The Role

Working as part of a high-performing Front Office Quant team, you will:

• Design, build and enhance pricing models forStructured Rates Exotic derivatives.
• Develop and improve production pricing libraries.
• Work with productionC++pricing libraries usingPython.
• Assess pricing model assumptions, methodologies and documentation.
• Debug production code and implement model enhancements.
• Work closely with Trading, Quant Research, Model Validation and Technology throughout the model lifecycle.
• Support the delivery of pricing models through testing, documentation and governance.

Requirements

• 10+ years’ experiencein Front Office Quantitative Analytics.
• Proven experience designing, building or making significant contributions to Structured Rates Exotic pricers and pricing libraries is essential.
• Strong understanding of derivative pricing, stochastic models and risk-neutral valuation.
• StrongPythonskills are required.
• C++experience is highly desirable.
• Previous Front Office Quant or Model Validation experience.
• Degree in Mathematics, Financial Mathematics, Physics or another highly quantitative discipline.

The Opportunity

This isn’t simply a backfill. The team has a significant delivery pipeline and is looking for someone who canhit the ground running, relieve a bottleneck in model delivery and make an immediate technical impact.

The successful candidate will be someone who is comfortable taking ownership of complex Structured Rates pricing models, working closely with Front Office stakeholders and delivering high-quality pricing solutions in a fast-paced trading environment.

This role would suit someone available immediately, between contracts or on a short notice period.