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Credit Desk Quant

Employer
Barclays
Location
New York, USA
Salary
Competitive
Closing date
Jun 4, 2022

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
As a Barclays Credit Desk Quant Vice President you will be responsible for quantitative model development, implementation, analysis and support for flow and structured credit products. You will also provide expert quantitative analysis and work with the technology teams to develop and improve the trading and risk management platforms.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We've helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity.

What will you be doing?

• Working closely with structured credit traders to price trades & help risk manage the trading books
• Evaluating the full economics of the trades including funding and capital costs
• Developing new models & supporting existing models for structured credit products
• Delivering models in collaboration with quantitative developers and technologists
• Scoping and completing modelling projects - including where requirements are not yet fully understood or articulated clearly with a high degree of autonomy

What we're looking for:

• Experience developing models and tools for pricing, analysis, and risk management of flow or structured credit products
• Good written and verbal communication in English
• Experience implementing models in C++ in a shared codebase with multiple developers
• At least three years' experience in a credit or rates quant role at a major investment bank

Skills that will help you in the role:

• Experience working with flow and/ or structured credit traders
• Experience programming in Python

Where will you be working?

You will be working at our Americas Headquarters at 745 Seventh Avenue. This 37-story office tower is located in Times Square in the heart of Manhattan and features a cafeteria, fitness center and state-of-the-art LED signage on the facade of the building.

LI - RM2021

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