Senior Quant – Equity & FX Derivatives, Volatility

Barclay Simpson; Greater London; On-site; GBP 162,000 - 198,000; Full time

Job summary

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.

Qualifications

• 5+ years of derivatives quant experience.
• Equity Derivatives / Equity Volatility experience.
• FX Options/Derivatives experience welcomed.
• Strong volatility modelling, calibration and pricing.
• MSc or PhD in a quantitative field.

Responsibilities

• Develop and enhance volatility smiles, surfaces and calibration models.
• Build and improve vanilla and exotic derivatives pricers.
• Work across barriers, autocallables, cliquets, baskets and worst-ofs.
• Improve pricing accuracy, Greeks and risk calculations.
• Apply numerical methods including Monte Carlo and PDEs.
• Investigate and solve complex pricing and modelling problems.
• Develop production-quality solutions using Python and C++.
• Opportunity to explore AI/ML techniques within pricing and risk analytics.

Skills

Derivatives quant experience

Equity Derivatives / Equity Volatility

FX Options/Derivatives

Volatility modelling

Python and C++

Education

MSc or PhD in quantitative discipline

Tools

Python

C++

Job description

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.