Senior Quant Developer Rates/Credit/Securitise ProductsVerified as a real position

Who we’re looking for

• Extensive knowledge of mathematical finance and derivative pricing models, ideally with applications in model development in Rates or Credit and industry standards model e.g. Local Volatility Cheyette, Libor Market Models (LMM), change of numeraire techniques with application to convexity adjustments, Credit Default Swaps 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.
• Proficiency with 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

What you’ll do

• 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.

About the position

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.

Benefits

• Barclays employees are also eligible for a suite of competitive country-specific benefits.
• This position is eligible for an incentive award.
• 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.