Barclay Simpson
D-level, Rates Quant Modeller ~ £1500p/d
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Director – Rates Quant Modeller
Contract | Inside IR35 | £1,500/day | 6–12 Months
A leading global investment bank is looking for an experienced Rates Quant Modeller to join its London team on a high-profile contract.
This is a hands-on modelling role focused on the development, testing and governance of pricing models for Structured Rates products. You'll work closely with Front Office Quants, Technology and Model Validation teams across the full model lifecycle.
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The Role
- Develop and enhance pricing models for Rates products.
- Design and analyse model performance tests.
- Work with production C++ libraries using Python.
- Produce high-quality technical documentation.
- Collaborate with Quants, Traders, Validation and Technology teams.
Requirements
- 10+ years' experience in quantitative modelling.
- Strong Rates pricing model experience.
- Essential experience with Rates Exotics.
- Strong understanding of derivative pricing and risk-neutral modelling.
- Python skills required; C++ experience highly desirable.
- Previous Front Office or Model Validation experience.
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Apply to this advert and send CV to tg@barclaysimpson.com
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