Rates Hybrids Quantitative Analyst - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

1 week ago

Posted by:

Tom O´Connor

beBee Recruiter

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 world's 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.

We're 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 you're 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.

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, adhoc product analyses, production rollout and library release
Enhancing model management through automation and development of new approaches

What we're 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 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 nonewith a real buzz being created around the offices within.