Markets Strats - Senior Rates Pricing Quant - First Line Model Review
London
Sitting directly in 1st Line Core Strats, this role provides immediate impact on shaping and challenging non-linear Rates pricing models.
Barclay Simpson is recruiting a Senior Model Risk Analyst in London to own the end-to-end model risk management for a defined subset of models within a broader inventory. You will validate, monitor and review changes, and report findings to senior management.
You will benchmark designs, review backtesting and stress tests, and propose calibrations. Strong Python/SQL skills and the ability to communicate complex results to diverse stakeholders are essential.
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London
Sitting directly in 1st Line Core Strats, this role provides immediate impact on shaping and challenging non-linear Rates pricing models.
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