O pozici
Join Barclays as a Senior Quant Developer Rates/Credit/Securitise Products, 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.
- Collaboration with cross-functional teams including business aligned SM&D teams, strats, compliance, and IT to address system issues and implement solutions.
- Advise key stakeholders, including functional leadership teams and senior management on functional and cross functional areas of impact and alignment.
- Manage and mitigate risks through assessment, in support of the control and governance agenda.
- Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does.
- Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business.
- Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategies.
- Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives.
- In-depth analysis with interpretative thinking will be required to define problems and develop innovative solutions.
- Adopt and include the outcomes of extensive research in problem solving processes.
- Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives, using influencing and negotiating skills to achieve outcomes.
Koho hledáme
- To be successful as a Senior Quant Developer Rates/Credit/Securitise Products, you should have: Strong knowledge waps pricing, modelling of default and recovery.
- 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.
- Some other highly valued skills may include: C++/C# programming
- 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.
