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
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Our team is growing, and we are hiring a Lead Rates Quant Modeller – Exotic Pricing in Greater London, England, United Kingdom.
The advertised compensation is 239.000 - 314.000.
We aim to respond to suitable candidates as soon as possible.
Full responsibilities and requirements are described in the listing above.
Learn more about the Lead Rates Quant Modeller – Exotic Pricing role in the description above.