Director – Hybrid & Cross-Asset Quant
- Hiring Organisation
- Barclay Simpson
- Location
- City of London, London, United Kingdom
improvement of pricing models across a global Front Office platform . Rather than focusing on a single asset class, you'll work across Rates, FX, Equity, Credit and Hybrid Derivatives , partnering with specialist quant teams to drive pricing model quality, governance and consistency. A key part of the role … automation capabilities. We're looking for candidates with experience in: Front Office Quantitative Analytics. Pricing model development, model validation, review or governance. Rates, FX, Equity, Credit or Hybrid Derivatives. Hybrid or cross-asset pricing models. Strong understanding of pricing models, calibration and model methodologies across multiple asset classes. Experience reviewing ...