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    QA Equity and Hybrids Products Quantitative Analyst - London, United Kingdom - Barclays

    Barclays
    Barclays London, United Kingdom

    2 weeks ago

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    Description

    Quantitative Analyst
    London

    As a Barclays Quantitative Analyst, you will be part of the Global Quantitative Analytics group responsible for research, development, and implementation of quantitative models for the equity derivatives business. You will be working in the Business that covers equity flow products, equity structured and hybrid products, quantitative index, and strategies business. The team works closely with the trading desk to provide cutting-edge valuation and risk management solutions, and with IT to build strategic technology platforms for the bank.

    Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality, and innovation. We offer careers that provide endless opportunity – helping millions of individuals and businesses thrive and creating financial and digital solutions that the world now takes for granted.

    At Barclays, we offer a hybrid working experience that blends the positives of working alongside colleagues at our onsite locations, together with working from home. We have a structured approach where colleagues work at an onsite location on fixed, 'anchor', days of the week, for a minimum of two days a week or more, as set by the business area (or nearest equivalent if working part-time hours). Please discuss the working pattern requirements for the role you are applying for with the hiring manager. Please note that as we continue to embed our hybrid working environment, we remain in a test and learn phase, which means that working arrangements may be subject to change on reasonable notice to ensure we meet the needs of our business.

    What will you be doing?

    • Researching, Implementing, Prototyping and Documenting of pricing models across various asset classes (Commodities in priority)

    • Liaising with Front Office and Technology, to deploy new and strategic pricing risk library to production

    • Providing Equities desks with pricing tools and liaising with IT to ensure a comprehensive understanding of the tools going into production

    • Designing, developing, and maintaining new models and infrastructure components

    • Defining models and numerical methods to be studied in order to improve pricing and hedging solutions

    • Ensuring consistency with all developments made by other QA Markets and Central Teams and supporting IT integration into the strategic platform

    • Analysing and designing models and developing and implementing these models in the existing C++ cross-asset library

    • Developing and supporting the quantitative research framework using C++, Python and other in-house domain specific languages

    What we're looking for:

    • Masters or PhD in Mathematics/Computer Science or related field

    • Mathematically minded (knowledge of financial mathematic, ability to program numerical algorithms in C++): Doctorate, DEA or equivalent degree

    • Experience in Front Office and Derivatives modelling and possess innovation ideas, ability, and desire to suggest and develop novel approaches

    • C++ programming skills (ideally worked in a C++ shared library) with Python skills enabling ability to explain complex ideas in a coherent manner to Sales and Trading

    Skills that will help you in the role:

    • Experience with Python libraries for numerical analysis (Panda, NumPy etc)

    • Previous practical knowledge of vol fitting challenges (American options for Single stocks, parametrisation challenges)

    • Familiarity with Equities Light Exotics (volswaps, dispersion trades etc)

    • Experience with statistics and machine learning techniques

    Where will you be working?
    In 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 none with a real buzz being created around the offices within.

    #LI-Hybrid #J-18808-Ljbffr
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