Director, Nonlinear Rates Qa Americas Lead

jobs.barclays

United States
Base: $220,000 - $300,000; bonus/equity: not speci...
5+ years rate options experience
G10 rates options expertise
Pricing model development skills
The role leads nonlinear rates quantitative analytics efforts in the US to optimize trading strategies and risk management within investment banking

Job Summary

  • The role leads nonlinear rates quantitative analytics efforts in the US to optimize trading strategies and risk management within investment banking.
  • Candidates must possess recognized expertise in G10 rates options, exotics, and structured products with a proven track record in model calibration and implementation.
  • This position requires managing front office infrastructure through ownership of analytical libraries while driving innovation and collaborating with senior stakeholders.

Matching Summary

The role leads nonlinear rates quantitative analytics efforts in the US to optimize trading strategies and risk management within investment banking.

Salary

Base: $220,000 - $300,000; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • 5+ years rate options experience
  • G10 rates options expertise
  • Pricing model development skills
  • C++ and Python proficiency
  • Exotic structured products knowledge

Nice-to-have

  • Thought leadership capabilities
  • Algorithmic mindset approach
  • Collaborative stakeholder engagement
  • Innovation and automation drive

Key Requirements

  • Master or PhD in STEM from leading institution
  • Minimum 5 years global institutional experience
  • Legal Right to Work in the US required

Work Rights

Must have Legal Right to Work in the US

Sponsorship: available

Tailored Resume

Cover Letter