Front Office Cross Markets Quant

Barclays

London, United Kingdom
Strong analytical and numerical skills
Production quality code in c++ or python
Experience with source control and ci/cd
The role involves developing quantitative models to optimize trading decisions and manage risk across various financial products

Job Summary

  • The role involves developing quantitative models to optimize trading decisions and manage risk across various financial products.
  • Candidates will work closely with sales teams and trading desks to deliver tools and analysis required for the Global Capital Markets business.
  • The position requires leveraging cutting-edge analytics libraries to help the Markets business manage Counterparty Credit Risk (CCR) RWA capital.

Matching Summary

The role involves developing quantitative models to optimize trading decisions and manage risk across various financial products.

Skills & Requirements

Must-have

  • Strong analytical and numerical skills
  • Production quality code in C++ or Python
  • Experience with source control and CI/CD

Nice-to-have

  • Expertise in CCR modelling and regulations
  • Experience with XVA analytics libraries
  • Knowledge of interest rates, FX, and inflation

Key Requirements

  • Track record of project delivery lifecycle
  • In-depth research and statistical modelling experience

Work Rights

Not specified

Tailored Resume

Cover Letter