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Date live: Dec. 12, 2024

Business Area: Cross Markets

Area of Expertise: Markets

Reference Code: JR-0000029049

Contract: Permanent

Embark your journey as a Quantitative analyst here at Barclays. Are you passionate about quantitative analytics and ready to make an impact in the fast-paced world of credit markets? Our QA Credit Products team is at the forefront of developing and implementing advanced models and analytics that power trading, risk management, and quantitative strategies across a diverse range of credit products. From corporate bonds to CLOs, CDS clearing to structured notes, and beyond, we support the credit business globally with cutting-edge tools for valuation, risk assessment, and portfolio optimization. Our global team collaborates closely with traders, risk managers, and technologists in London, New York, and Singapore to deliver top-tier quantitative solutions.

Key responsibilities:

  • Design, develop, and maintain pricing, risk, and scenario analytics in C++.
  • Work closely with stakeholders to deliver robust and accurate models for trading and risk management.
  • Collaborate across teams to integrate solutions into our global platforms.
  • Tackle complex challenges with innovative thinking while balancing immediate needs with long-term strategy.

To be successful as a Quant Analyst, you should have experience with:

  • Strong mathematics with some understanding of financial mathematics (e.g. pricing of options).
  • Excellent C++ and python.
  • Experience of developing and maintaining quantitative libraries.
  • Experience of developing in a shared codebase with multiple developers.

You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills.

This role is based in Prague.

Purpose of the role

To provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimise trading and investment opportunities. 

Accountabilities

  • Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets.
  • Working closely with sales teams to identify clients' needs and develop customised solutions.
  • In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics.
  • Provide front office infrastructure support though ownership and maintenance of analytical libraries.
  • Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment.

Assistant Vice President Expectations

  • To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/ business divisions.
  • Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes.
  • If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others.
  • OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.
  • Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
  • Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
  • Take ownership for managing risk and strengthening controls in relation to the work done.
  • Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
  • Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
  • Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
  • Communicate complex information. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.
  • Influence or convince stakeholders to achieve outcomes.

All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.

More about working at Barclays