Accessibility
Home
Jobs
Upload CV
Find Talent
Careers
Credit Derivatives Quant – Pricing Models VP
Join a premier investment bank that sits at the forefront of quantitative finance. We’re looking for a highly skilled Credit Derivatives Quant to design and implement cutting-edge pricing models for complex credit products.
This is your opportunity to work in a world-class quant team, where deep product knowledge meets elite technical expertise.
What you’ll do:
-
Develop and implement credit derivatives pricing models from the ground up
-
Contribute to the design and enhancement of model libraries in C++
-
Collaborate with trading, risk, and technology teams on real-time pricing and analytics
-
Push the limits of quantitative finance with robust mathematical modeling
You should bring:
-
Expert-level C++ programming skills
-
Strong experience building pricing models for credit derivatives (CDS, CDOs, structured products, etc.)
-
A deep understanding of derivatives mathematics and financial theory
-
Proven ability to write high-performance, production-grade software
What sets this role apart?
-
Work on high-impact quant initiatives with global exposure
-
Be part of an elite quant group within a leading investment bank
-
Enjoy competitive compensation, cutting-edge tech stack, and a collaborative culture
📍Location: London
📧 Apply today or reach out to explore this opportunity further.
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
