I’m supporting our Investment Banking client who are looking for a Director level Rates Quant to join their front-office non-linear Rates Quant team in London. (I am also supporting them on a Linear/Flow Rates D, level Quant hire - please get in touch if that's more suited)
Salary range: ~£200k base salary plus performance bonus and benefits.
This a D, level role, hired ahead of continued growth, with direct responsibility for pricing, risk, and model development across rates exotics, working closely with trading and sales. The team has expanded steadily and is now adding further exotics expertise to support increasing business demand. Exciting projects in the pipeline which we can discuss confidentially if you're interested.
Key highlights and requirements:
* Genuine front-office role with real trading impact
* Focus on structured & exotic rates modelling
* Senior ownership across pricing, risk, and model development
* Visa sponsorhip may be supported for a standout candidate.
* 10-15yrs Proven front-office Rates Exotics Quant experience (buy-side or buy-side)
* Strong production-level C++ and Python
* Deep expertise in IR options, exotics and structured products
* Strong numerical methods (Monte Carlo, PDEs, calibration, optimisation)
* Technically excellent, commercially aware, collaborative
* Comfortable partnering closely with trading and sales with the ability to influence
If this could be of interest — or if you know someone suitable, please apply to this advert and get in touch for a confidential conversation. (We welcome referals and pay an attractive referal fee to anybody successful).
tg@barclaysimpson.com