Rates Hybrids Quantitative Analyst

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 ranging from 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 creating financial and digital solutions that the world now takes for granted.

Hybrid Working
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?
• 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, ad-hoc 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?
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.