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Quantitative Developer VP

Employer
Barclays
Location
New York, USA
Salary
Competitive
Closing date
Jul 9, 2022

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
As a Barclays Quantitative Developer you will join Torus, the bank's new strategic risk engine. You will be involved in writing and supporting code in a variety of languages, such as C++. Using your technical expertise and design experience, you will collaborate with colleagues across QA and IT, using your knowledge identify and implement solutions to provide efficiency. You will be given the opportunity to develop your skills to work on key projects in the Quantitative Analytics team.

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?

• Designing, building and supporting core technological components of Torus
• Communicating code design clearly to others within the Quantitative Analytics team
• Providing support to teams in QA and IT regarding efficient development within the Torus code base
• Providing maintenance and ongoing improvement of the code base and related tooling
• Developing and supporting tools and techniques that assist with on boarding of Torus
• Being responsible for delivering Torus to IT for integration into new systems in the bank

What we're looking for:

• Bachelor's Degree in Computer Science, Maths, Physics or Engineering
• In-depth C++ knowledge
• Basic understanding of concepts such as market data, life cycling, pricing, risk, hedging, discounting, calibration, etc. and a general awareness of how they relate to each other
• Demonstrable experience in the use of software engineering techniques and design principles

Skills that will help you in the role:

• Master's Degree or PhD
• Financial model/system development experience
• Experience at bringing financial models or analytics into production
• Multi-platform development (Windows, Linux)

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.

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