Credit Trading Desk Quant

New York, USA
21 May 2022
05 Jun 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
As a Credit Trading Desk Quant AVP - member of QA (Quantitative Analytics) Desk Strategy global group, you are responsible for developing, testing, implementing, and supporting all quantitative models used for valuation and risk management across all asset classes. You will work closely with their business partners to develop models and tools. You will perform analyses to help guide business decisions, manage risk, formulate and test quantitative strategies.

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?

• Providing Quantitative model development, implementation, analysis and support for flow and structured credit products
• Working closely with credit traders to price trades and help risk manage the trading books
• Developing models and tools for flow and structured credit products
• Scoping and completing projects (including where requirements are not yet fully understood or articulated clearly) with a high degree of autonomy

What we're looking for:

• PhD or Masters in Quantitative Finance, Applied Mathematics, Physics, Operations Research, Statistics, or similar quantitative field
• Experience developing models and tools for pricing, analysis, and risk management of flow or structured credit products
• Experience in a credit or rates quant role at a major investment bank
• Experience implementing models in C++/C#/Python in a shared codebase with multiple developers

Skills that will help you in the role:

• Good written and verbal communication in English
• Experience working with flow and/or structured credit traders
• Experience programming in Python/C#

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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