Front Office Cross Markets Quant

Barclays

London, United Kingdom
Not specified; not specified; not specified
Strong analytical and numerical skills
Production quality code in c++ or python
Experience with source control and ci/cd
The role involves developing and implementing quantitative models to support trading strategies and risk management across various financial products

Job Summary

  • The role involves developing and implementing quantitative models to support trading strategies and risk management across various financial products.
  • Candidates will leverage cutting-edge analytics libraries to help the Markets business manage Counterparty Credit Risk (CCR) RWA capital.
  • The team works closely with trading desks in London and Prague to deliver sophisticated tools and analysis for cross-asset portfolios.

Matching Summary

The role involves developing and implementing quantitative models to support trading strategies and risk management across various financial products.

Salary

Not specified; Not specified; Not specified

Skills & Requirements

Must-have

  • Strong analytical and numerical skills
  • Production quality code in C++ or Python
  • Experience with source control and CI/CD
  • Full project lifecycle delivery track record

Nice-to-have

  • Expertise in CCR modelling and regulations
  • Experience with XVA/CCR interest rates FX inflation equity
  • Ability to work on high-dimensionality portfolio problems

Key Requirements

  • Track record of project delivery encompassing design to documentation
  • Proficiency in unit and regression testing methodologies

Work Rights

Not specified

Tailored Resume

Cover Letter