Skip to main content

This job has expired

You will need to login before you can apply for a job.

Quantitative Analyst

Employer
Barclays
Location
London, United Kingdom
Salary
Competitive
Closing date
Jun 30, 2022

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
As a Barclays Quantitative Analyst/Developer-Counterparty Risk, this is an exciting opportunity where you will be responsible for analytics for computing counterparty credit risk (CCR) for the bank's derivatives portfolio across the entire bank. This role requiring excellent derivatives pricing and programming skills and you will contribute to the development of pricing models used in the Counterparty Credit Risk (CCR) Monte Carlo simulation across multiple asset classes. This is a great opportunity to join the knowledge 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 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.

We are currently operating in a hybrid working environment, meaning that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Please discuss the detail of the working pattern options for the role with the hiring manager.

What will you be doing?
• Working on model development for monte carlo simulation for counterparty risk as and when required
• You will be ensuring improvements to existing CCR models and methodologies accordingly
• Working on model documentation and testing as and when required
• Developing quantitative library functionality for counterparty risk on a regular basis

What we're looking for:
• Educated to PhD or Master's degree in a Computer Science, Mathematics, Physics or other scientific discipline with excellent analytical and numerical skills
• C++ experience with strong algorithmic design and reasoning skills
• Experience with Monte Carlo simulation and relevant modelling and statistical knowledge
• Understanding of Regulatory requirements for Counterparty Credit Risk estimation: CRD IV, Basel III, SA-CCR and Knowledge of derivatives pricing

Skills that will help you in the role:
• Exceptional knowledge of at least one of the following; Interest Rates, FX, Credit, Equities, Commodities
• Proactive and being able to think outside the box

Where will you be working?
5 North Colonnade is home to our investment bank and is in the heart of Canary Wharf, just a short walk from our headquarters at Churchill Place. It boasts an array of onsite amenities such as dry cleaner as well as a deli and buffet style staff restaurant. The building is easily accessible by tube, docklands light railway and all major bus links. The atmosphere is second to none with a real buzz being created around the offices within.

#GF2021

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.

Create alert