Director-Grade Structured Rates Quant Modeller – Front Office

Barclay Simpson is partnering with a leading global investment bank to hire an experienced Director-level Structured Rates Quant Modeller on a contract basis to join its Front Office Quantitative Analytics team.

This hands-on delivery role requires designing and enhancing pricing models for Structured Rates Exotics, building production pricing libraries in C++ with Python, and collaborating with Trading, Model Validation and Technology to productionize pricing solutions.

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