O pozici
Join Barclays as a Senior Quant Developer Equities/FX, where you'll shape the future of derivatives modelling by combining deep quantitative expertise with hands‑on Python engineering to build, validate, and scale next‑generation pricing frameworks used for trading and risk decisions
Co budeš dělat
- To design, develop, and evolve trading, risk management and other platforms that facilitate trading and regulatory objectives within the investment banking domain.
- Design, development, and maintenance of high-performance trading platforms, risk systems, and applications catering to the needs of traders and market participants.
- Collaboration with traders, strategists, and stakeholders to gather requirements and translate them into scalable and efficient technological solutions.
- Implementation of new features, enhancements, and functionalities on trading platforms to improve performance, reliability, and user experience.
- Stay updated on technological advancements, industry trends, and best practices to drive innovation and continuous improvement in trading platforms.
- Collaboration with cross-functional teams including business aligned SM&D teams, strats, compliance, and IT to address system issues and implement solutions.
Koho hledáme
- Strong knowledge of mathematical finance and derivative pricing (e.g. Volatility, Correlation Skew, Basket Options).
- Good understanding of optimization and numerical methods for the implementation of derivatives pricing models: Monte-Carlo, techniques for variance reduction in Monte-Carlo, numerical integration methods, numerical methods for partial differential equations.
- Strong Python 3+ pandas, numpy and matplotlib skills.
- PhD or master’s in computer science, Applied Mathematics, physics (or similar mathematical, scientific, or software-related field)
- Ability to work with quantitative developers, validators, and business stakeholders to translate model and governance requirements into robust engineering solutions
Benefity
- Our Work Experience is the combination of everything that's unique about us: our culture, our core values, our company meetings, our commitment to sustainability, our recognition programs, but most importantly, it's our people.
- Our employees are self-disciplined, hard working, curious, trustworthy, humble, and truthful.
- They make choices according to what is best for the team, they live for opportunities to collaborate and make a difference, and they make us the #1 Top Workplace in the area.
