Barclay Simpson
Director – Hybrid Derivatives Quant Modeller
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I'm partnering with a leading Front Office Quantitative Analytics team on a Director-level opportunity focused on Hybrid Derivatives.
About the Role
This is a strategic technical leadership role centred on Hybrid Derivatives and hybrid pricing models, including products where payoffs depend on multiple asset classes (for example Rates/FX, Rates/Equity and Rates/Inflation), as well as pricing models where the payoff relates to a single asset class but the model incorporates multiple asset classes.
Working closely with Front Office Quants, Trading, Quant Development and Model Validation, you'll be responsible for:
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- Driving pricing model quality, governance and consistency.
- Reviewing and challenging existing modelling approaches.
- Providing technical leadership across pricing model development and implementation.
- Influencing senior Front Office stakeholders across multiple trading desks.
- Helping shape the future direction of the pricing model framework.
This isn't a traditional people management role. It's about technical leadership, influence and becoming the recognised technical authority for Hybrid Derivatives.
Requirements
We're looking for candidates with experience in:
- Front Office Quantitative Analytics.
- Pricing model development and ownership.
- Rates, FX, Equity, Hybrid Derivatives or other cross-asset products.
- Hybrid derivatives and/or pricing models incorporating multiple asset classes.
- Structured or exotic derivatives.
- Strong stakeholder management with the confidence to challenge and influence Front Office stakeholders.
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Python is preferred, although candidates with a strong modelling background in another language will also be considered. C++ is beneficial but not essential.
If you'd like to hear more, please get in touch for a confidential discussion.
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