Director – Structured Rates Quant (Contract) ~ £1500/day
- Hiring Organisation
- Barclay Simpson
- Location
- City of London, London, United Kingdom
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 … 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 ...