Barclay Simpson
Director – Cross-Asset Quant | Pricing Model Quality
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I'm partnering with a leading investment bank on a Director-level opportunity within its Front Office Quantitative Analytics function.
This is a strategic technical leadership role focused on reviewing, challenging, and improving pricing models across a global Front Office platform. Rather than owning a single asset class, you'll work across Rates, FX, Equity, Credit, and Hybrid Derivatives, partnering with specialist quant teams to drive pricing model quality, governance, and consistency.
The Role
Working closely with Front Office Quantitative Analytics, Trading, Quant Development, Model Validation, Technology, and Market Risk, you will:
- Review and challenge pricing models and modelling approaches across multiple asset classes.
- Drive pricing model quality, governance, and consistency across the global pricing model framework.
- Review, challenge, and enhance pricing methodologies and calibration approaches, contributing to the evolution of the firm's pricing framework.
- Partner with specialist quant teams to improve model implementation, robustness, and technical solutions.
- Provide technical leadership across the global pricing model framework.
- Influence senior Front Office stakeholders and help shape the future direction of pricing models across the business.
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While this isn't a pure model development role, you'll remain close to the technical detail. The emphasis is on applying strong quantitative judgement to review existing models, challenge assumptions, improve methodologies, and influence the design and evolution of pricing models across multiple asset classes.
This is not a traditional people management role. Instead, it's an opportunity for someone with the technical credibility to become a recognised authority across the Front Office quantitative environment, with the scope to help build the capability over time.
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Requirements
We're looking for candidates with experience in:
- Front Office Quantitative Analytics.
- Pricing model development, ownership, review, or governance.
- Rates, FX, Equity, Credit, or Hybrid Derivatives.
- Cross-asset pricing models or hybrid modelling.
- Strong stakeholder management with the confidence to challenge and influence senior Front Office stakeholders.
- Python is preferred, although strong modelling experience in another language will also be considered. C++ is beneficial but not essential.
This is a unique opportunity to influence how pricing models are reviewed, governed, and evolved across a global Front Office platform, working alongside senior quantitative teams across multiple asset classes and helping shape the future direction of the firm's pricing model framework.
If you'd like to hear more, I'd be happy to arrange a confidential discussion.
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