
Website Barclays
Job Description:
As a Barclays Quantitative Analytics Rates AVP you will be responsible for maintaining and upgrading existing models and development of new models for the Rates and FX Flow business. You will develop tools for the rates traders and provide support for the trading desk and their controlling functions in their daily activities and processes, while also working with IT on rolling out models into strategic platforms.
Barclays is one of the world’s largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We’ve helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity.
Job Responsibilities:
- Implementing the models and methodologies in Barclays’ analytics libraries in C++ & Python
- Providing guidance to technologists integrating QA models into Barclays’ systems
- Working with traders, risk managers and technologists to design changes to trading and risk systems
- Providing quantitative analysis and guidance to traders, risk managers, sales people, controllers and other internal clients
- Assisting and guiding to the users of the quantitative models and methodologies
- Developing models and methodologies for the pricing, valuation and risk for interest rates and FX flow products
- Supporting to the rates and FX flow trading desks
Job Requirements:
- Exceptional numerical programming ability using C++ and Python is essential
- Proven track record of producing high quality written communication including results of research and presentations for technical and non-technical audiences
- Post graduate degree in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Econometrics)
- Excellent stakeholder management skills with experience from complex projects
- Previous exposure to Rates, Inflation and/or FX products and models
Job Details:
Company: Barclays
Vacancy Type: Full Time
Job Location: New York City, NY, US
Application Deadline: N/A
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