Senior Quant - Equity & FX Derivatives, Volatility

Barclay Simpson is seeking a Senior Quant for its London team, focusing on equity and FX derivatives. You will develop volatility models, calibrate pricing engines, and build robust pricers for vanilla and exotic products.

You'll work across barriers, autocallables, cliquets, baskets and worst-ofs, improving Greeks and risk metrics while applying Monte Carlo and PDE techniques. Strong Python/C++ skills are essential.