VP Quant Modeler C++ (Structured Rates)
London, United Kingdom
Barclay Simpson
This position offers the opportunity to work directly with traders, quants, and risk teams, contributing to model assessment, optimization, and performance testing for exotic interest rate derivatives. You will work in a dynamic team of 13, where your contributions will directly impact trading decisions and strategies. For those … LaTeX for internal and external stakeholders. What We're Looking For: 4+ years of experience in quantitative modeling, focusing on structured rates or exotic derivatives. Strong academic background in financial mathematics, physics, or a related quantitative discipline. Deep knowledge of exotic pricing models (vanilla models are More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted: