Director, Hybrid Pricing & Quant Modelling

Barclay Simpson; Greater London; On-site; GBP 190,000 - 230,000; Full time

Job summary

Barclay Simpson partners with a leading investment bank to appoint a Director-level expert for its Front Office Quantitative Analytics function. The role centers on strategic technical leadership, reviewing pricing models across a global Front Office platform and driving governance and consistency across Rates, FX, Equity, Credit and Hybrid Derivatives.

You will act as the technical lead for Hybrid Derivatives and cross-asset pricing, shaping methodologies and calibration while collaborating

Qualifications

• Experience in Front Office Quantitative Analytics.
• Pricing model review, governance or validation experience.
• Strong understanding of pricing models across multiple asset classes.

Responsibilities

• Lead Front Office Model Review across multiple asset classes.
• Provide independent challenge by reviewing pricing models and methodologies.
• Act as technical lead for Hybrid pricing and adjustment models.
• Drive pricing model quality, governance and consistency throughout the model lifecycle.
• Develop and enhance model review methodologies, standards and best practices.

Skills

Front Office Quantitative Analytics

Pricing model review

Model governance

Cross-asset pricing

Python

C++

Tools

Python

C++

Job description

Barclay Simpson partners with a leading investment bank to appoint a Director-level expert for its Front Office Quantitative Analytics function. The role centers on strategic technical leadership, reviewing pricing models across a global Front Office platform and driving governance and consistency across Rates, FX, Equity, Credit and Hybrid Derivatives.

You will act as the technical lead for Hybrid Derivatives and cross-asset pricing, shaping methodologies and calibration while collaborating