Rates Hybrids Quantitative Analyst

Job Description

As a Barclays Quantitative Analyst (Rates Hybrids), you will be responsible for expanding the current product suite and developing new models for pricing rates/hybrid derivatives. You will frequently liaise with Rates Options trading on issues rangingfrom risk management, be involved with ad-hoc product analyses, production rollout and library release and enhance model management through automation and development of new approaches. Barclays is one of the worlds largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creatingfinancial and digital solutions that the world now takes for granted. Were committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognises and supports ways to balance your personal needs, alongside the professional needs of our business. Providing the opportunity forall our employees, globally to work flexibly empowers each of us to work in a way that suits our lives as well as enabling us to better service our customers and clients needs. Whether you have family commitments or youre a carer, or whether you need studytime or wish to pursue personal interests, our approach to working flexibly is designed to help you balance your life. If you would like some flexibility then please discuss this with the hiring manager, and your request will be reviewed subject to business needs. We are currently in the early stages of implementing a hybrid working environment, which means that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Were flexible on how thisworks and it may continue to change and evolve. Depending on your team, typically this means that colleagues spend a minimum of between 20% to 60% of their time in the office, which could be over a week, a month or a quarter. However, some colleagues may chooseto spend more time in the office over a typical period than their role type requires. We also have a flexible working process where, subject to business needs, all colleagues globally are able to request work patterns to reflect their personal circumstances Please discuss the detail of the working pattern options for the role with the hiring manager. What will you be doing Developing and maintaining an open and constructive dialogue with colleagues, model owners, validation teams and other external stakeholders Working on Model developments, reviews, implementation, maintenance and usage Documenting new models to required standards Frequently liaising with Rates Options trading on issues ranging from risk management, ad-hoc product analyses, production rollout and library release Enhancing model management through automation and development of new approaches What were looking for: Graduate or Post graduate degree or equivalent in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Econometrics) Proven numerical programming ability using C++ and Python Excellent stakeholder management skills with experience from complex projects Skills that will help you in the role: Track record of producing high quality written communication including results of research and presentations for technical and non-technical audiences Previous exposure to / understanding of rates, credit and/or FX products and models Where will you be workingIn the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as; a gym, staff restaurant and deli bar, and is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to nonewith a real buzz being created around the offices within.