Vice President - Rates Options & Hybrids Desk Quantitative Analyst

BARCLAYS BANK PLC

Singapore
Not specified
Master's degree in quantitative field
6+ years front office experience
3+ years c/c++ programming
Barclays Bank PLC is seeking a Vice President for its Rates Options & Hybrids Desk to provide quantitative and analytical expertise that supports trading strategies and risk management. The ideal candidate will have a strong background in quantitative finance, programming skills in C++ and Python, and experience in options and exotics modeling

Job Summary

  • The role involves developing pricing and risk management models for the Rates Options & Exotics business within Barclays' Quantitative Analytics Libraries.
  • Candidates must possess deep expertise in IR Exotics, Credit-IR Hybrids, FX-IR Hybrids, or Equity-IR Hybrids with a strong background in front-office trading.
  • The position requires collaborating with IT to roll out models into strategic platforms and providing technical guidance to traders and structurers.

Matching Summary

Match Score: 85

Barclays Bank PLC is seeking a Vice President for its Rates Options & Hybrids Desk to provide quantitative and analytical expertise that supports trading strategies and risk management. The ideal candidate will have a strong background in quantitative finance, programming skills in C++ and Python, and experience in options and exotics modeling.

Skills & Requirements

Must-have

  • Master's degree in quantitative field
  • 6+ years front office experience
  • 3+ years C/C++ programming
  • 3+ years Python programming
  • Options and exotics modelling expertise

Nice-to-have

  • Knowledge of VBA, C#, or Haskell
  • Experience with large shared pricing libraries
  • Strong written and verbal communication skills
  • Ability to work independently in fast-paced environment

Key Requirements

  • Master's degree or higher in Mathematics, Statistics, Engineering, or Quantitative Finance
  • 6+ years experience in top-tier global financial services firm
  • 3+ years in-depth C/C++ knowledge
  • 3+ years in-depth Python knowledge
  • Legal Right to Work declaration required

Work Rights

Must declare visa status; Legal Right to Work required

Sponsorship: available

Tailored Resume

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