Director – Structured Rates Quant (Contract) ~ £1500/day

Director – Rates Quant Modeller

Contract | Inside IR35 | £1,500/day | 6–12 Months

Below covers everything you need to know about what this opportunity entails, as well as what is expected from applicants.

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

This is a hands-on delivery role for someone with extensive experience designing, building and enhancing pricing models for Structured Rates Exotics. The team is specifically looking for someone who has built, owned or made significant contributions to exotic rates pricers and production pricing libraries within a Front Office environment.

This is an opportunity to make an immediate impact, joining a busy delivery programme where you'll work closely with Trading, Quant Research, Model Validation and Technology to develop and deliver complex pricing models into production.

The Role

Working as part of a high-performing Front Office Quant team, you will:

• Design, build and enhance pricing models for Structured Rates Exotic derivatives.
• Develop and improve production pricing libraries.
• Work with production C++ pricing libraries using Python.
• Assess pricing model assumptions, methodologies and documentation.
• Debug production code and implement model enhancements.
• Work closely with Trading, Quant Research, Model Validation and Technology throughout the model lifecycle.
• Support the delivery of pricing models through testing, documentation and governance.

Requirements

• 10+ years' experience in Front Office Quantitative Analytics.
• Proven experience designing, building or making significant contributions to Structured Rates Exotic pricers and pricing libraries is essential.
• Strong understanding of derivative pricing, stochastic models and risk-neutral valuation.
• Strong Python skills are required.
• C++ experience is highly desirable.
• Previous Front Office Quant or Model Validation experience.
• Degree in Mathematics, Financial Mathematics, Physics or another highly quantitative discipline.

The Opportunity

This isn't simply a backfill. The team has a significant delivery pipeline and is looking for someone who can hit the ground running, relieve a bottleneck in model delivery and make an immediate technical impact.

The successful candidate will be someone who is comfortable taking ownership of complex Structured Rates pricing models, working closely with Front Office stakeholders and delivering high-quality pricing solutions in a fast-paced trading environment.

This role would suit someone available immediately, between contracts or on a short notice period.

If you'd like to hear more, please get in touch with your updated CV and current availability.

If it's not for you, I'd really appreciate you sharing it with your network. xwzovoh I also offer a generous referral fee for successful introductions.