Lead Rates Quant Modeller - Exotic Pricing

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