Senior Quant: Rates, Inflation & Credit Pricing & Risk

Jobtailor seeks a Lead Quant to design, develop and enhance Pricing & Risk models for interest rate, credit, or inflation derivatives. You will define modelling frameworks, calibrate methods, and assess model risk while partnering with London Trading and Structuring desks.

You will drive model governance, production deployment, and cross-team collaboration with Quant Dev and Engineering, mentoring juniors and shaping the XVA framework, in a dynamic Global Markets setting.