Global Markets Rates Quant

jobs.barclays

London, United Kingdom
Quantitative modelling
High-performance c++ development
Linear interest-rate products
Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain

Job Summary

  • Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain.
  • Develop and implement quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management.
  • Shape the next generation of linear-rates models and the modern architecture that powers our pricing and risk platforms using high-performance C++.

Matching Summary

Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain.

Skills & Requirements

Must-have

  • quantitative modelling
  • high-performance C++ development
  • linear interest-rate products
  • analytical libraries ownership
  • quantitative methodologies expertise

Nice-to-have

  • interest-rate curve construction
  • probability and statistical modelling
  • self-sufficient and pro-active
  • creative problem solving
  • stakeholder collaboration

Key Requirements

  • Master’s degree or equivalent
  • Excellent modern C++ programming skills
  • Solid quantitative foundation
  • Understanding of core linear interest-rate products

Work Rights

Not specified

Tailored Resume

Cover Letter