Markets Strats - Senior Rates Pricing Quant - First Line Model Review
- Hiring Organisation
- Barclays
- Location
- london (city of london), south east england, united kingdom
Title: Senior Rates Pricing Quant – First Line Model Review Location: London (Hybrid: 3 days/week in-office) Contract Duration: 6-month Role Summary Sitting directly in 1st Line Core Strats, this role provides immediate impact on shaping and challenging non-linear Rates pricing models. The successful candidate will … senior quantitative modeller, conducting technical reviews, developing benchmark test suites in Python, and refining model documentation in LaTeX prior to formal 2nd line validation submission. Responsibilities We are seeking a modeller rather than a software developer. The successful candidate should be able to: Review and challenge model ...