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Barclays Hiring for Credit Quant Analytst / Quant Developer Job at London, England Full Time
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Quantitative Analyst
London
As a Barclays Quantitative Analyst, you will be developing, maintaining and supporting pricing, risk, scenario and capital calculation libraries in C++ for the credit business. Initially the role will with focus on the quantitative analytics required by the FRTB internal model approach. You will be working as part of a global team, located on the trading floors in London, New York and Singapore.
Barclays is one of the world’s largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity – helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted.
We are currently operating in a hybrid working environment, meaning that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Please discuss the detail of the working pattern options for the role with the hiring manager.
What will you be doing?
• Implementing and delivering quantitative analytics required for the FRTB internal model for the credit trading businesses
• Implementing and delivering quantitative analytics required for the FRTB internal model for the credit trading businesses
- Implementing correct and accurate analytic models within the QA libraries
- Collaborating closely with QA colleagues, trading, risk managers and the Technology Department to ensure the successful delivery of models into our analytic systems and libraries
- Expressing complex technical issues and requirements, spotting potential problems and finding innovative ways to solve them
- Balancing tactical and strategic solutions in line with the overall needs of the bank
What we’re looking for:
• PhD or Masters in Quantitative Finance, Computer Science, Applied Mathematics, Operations Research, Statistics or similar quantitative field
• PhD or Masters in Quantitative Finance, Computer Science, Applied Mathematics, Operations Research, Statistics or similar quantitative field
- Prior experience in a quantitative analyst or developer role with a solid understanding of risk, P&L breakdown and VaR as applied to trading book
- Extensive experience of developing and maintaining quantitative libraries, shared codebases and in depth knowledge of software engineering techniques
- Understanding of credit derivatives and cash products (Credit Default Swaps (CDS), CDS Index etc) from a financial and modelling perspective with experience of coding in Python or similar
Skills that will help you in the role:
• Excellent C++, ideally post C++11
• Excellent C++, ideally post C++11
- Solid oral and written communication skills with an ability to clearly express complex technical issues and requirements
- Familiarity with continuous integration, development and deployment patterns
Where will you be working?
5 North Colonnade is home to our investment bank and is in the heart of Canary Wharf, just a short walk from our headquarters at Churchill Place. It boasts an array of onsite amenities such as dry cleaner as well as a deli and buffet style staff restaurant. The building is easily accessible by tube, docklands light railway and all major bus links. The atmosphere is second to none with a real buzz being created around the offices within.
#LI – Hybrid
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