Barclays

Investment Banking

OptionsandStructuredRatesQuant,VP

$150–150k New York, New York, United States FULL TIME
The Brief

“Options and Structured Rates Quant, VP at Barclays. Skills: Quantitative analysis, Mathematical modelling, Risk management, Pricing, Trading strategies, Interest-rate modeling, Options pricing, Exotics pricing, Structured rates pricing. Development and implementation of quantitative models and strategies. Optimize trading decisions, pricing, and risk management”

What You'll Achieve.

Derive insight into market trends and optimize trading decisions, pricing, and risk management; Derive insights into market trends, pricing, and risk dynamics; Drive innovation within the trading environment; Contribute to achieving the goals of the business; Support revenue generation and trading strategies

Industry & Context.

Investment Banking
Problems you'll solve

Creative problem-solving; Translate complex quantitative concepts into business impact; Sophisticated analytical thought; Interpretative thinking; Develop innovative solutions; Adopt and include the outcomes of extensive research in problem solving processes

What They're Looking For.

Must Have

Stochastic interest-rate modeling for options, exotics, and structured rates products, Programming skills in C++ and Python for quantitative finance applications, Numerical methods, nonlinear analytics, and production-grade library development, Quantitative risk management and pricing within front‑office environments

Nice to Have

Team management and mentoring experience, Stakeholder management and collaboration across front‑office functions, Clear written and verbal communication for technical and non-technical audiences, Thought leadership, intellectual curiosity, and creative problem-solving, Ability to translate complex quantitative concepts into business impact, Collaborative mindset and independent work style

What You'll Do.

Development and implementation of quantitative models and strategies

Optimize trading decisions

and statistical modelling

Provide front office infrastructure support through ownership and maintenance of analytical libraries

and support advanced stochastic interest-rate models

Contribute to global structured rates capabilities through innovation in modeling

How You'll Work.

Team & Collaboration

Working closely with sales teams to identify clients' needs and develop customised solutions; Collaborate with other areas of work, for business aligned support areas; Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders; Stakeholder management and collaboration across front‑office functions

Communication Scope

Clear written and verbal communication for technical and non-technical audiences

Process & Methodology

Plan resources, budgets, Manage and maintain policies, Deliver continuous improvements, Lead collaborative, multi-year assignments, Guide team members through structured assignments

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