Senior Rates Quant - First Line Model Review (Hybrid)

Barclays is seeking a Senior Rates Pricing Quant for the First Line Model Review in London. The role sits in 1st Line Core Strats, focusing on shaping non-linear rates pricing models, technical reviews, Python benchmarking, and LaTeX documentation ahead of 2nd line validation.

You will review model docs, test pricing libraries, assess calibration and sensitivities, and help ensure robust documentation for submission to validators.