Global Markets Rates Quant

Barclays

London, England, United Kingdom
Quantitative modelling expertise
High-performance c++ development
Experience with linear interest-rate products
The role involves developing and implementing quantitative models to optimize trading decisions and risk management

Job Summary

  • The role involves developing and implementing quantitative models to optimize trading decisions and risk management.
  • Candidates will contribute to the modernization of analytics and ensure the accuracy and reliability of tools used in trading.
  • Successful candidates will work in a collaborative environment that values innovation and excellence.

Matching Summary

The role involves developing and implementing quantitative models to optimize trading decisions and risk management.

Skills & Requirements

Must-have

  • Quantitative modelling expertise
  • High-performance C++ development
  • Experience with linear interest-rate products

Nice-to-have

  • Knowledge of interest-rate curve construction
  • Proactive and self-sufficient
  • Ability to collaborate with teams

Key Requirements

  • Master’s degree in Financial/Applied Mathematics
  • Excellent modern C++ programming skills
  • Experience in statistical modelling

Work Rights

Not specified

Tailored Resume

Cover Letter