Barclays
Investment Banking
SeniorQuantDeveloperRates/Credit/SecuritiseProducts
“Senior Quant Developer Rates/Credit/Securitise Products at Barclays. Skills: Python, Quantitative Finance, Derivative Pricing. Design trading platforms. Develop trading platforms”
What You'll Achieve.
Achieve goals of the business; Accomplish key business objectives
Industry & Context.
Sophisticated analytical thought; Interpretative thinking; Define problems; Develop innovative solutions; Extensive research in problem solving
What They're Looking For.
Must Have
Python 3+, pandas, numpy, matplotlib, mathematical finance, derivative pricing models, Rates, Credit, optimization, numerical methods, Monte-Carlo, numerical integration, numerical methods for partial differential equations
Nice to Have
C++, C#, PhD or master’s in computer science, Applied Mathematics, physics, Local Volatility Cheyette, Libor Market Models (LMM), change of numeraire techniques, convexity adjustments, Credit Default Swaps pricing, modelling of default and recovery, variance reduction in Monte-Carlo, numerical methods for partial differential equations
What You'll Do.
Design trading platforms
Develop trading platforms
Maintain trading platforms
Maintain risk systems
Implement new features
Enhance trading platforms
How You'll Work.
Team & Collaboration
Collaborate with traders; Collaborate with strategists; Collaborate with stakeholders; Collaborate with cross-functional teams; Collaborate with business aligned SM teams; Collaborate with strats; Collaborate with compliance; Collaborate with IT; Collaborate with quantitative developers; Collaborate with validators; Collaborate with business stakeholders; Collaborate with other areas of work
Process & Methodology
Plan resources, Manage budgets, Manage policies, Lead assignments
Applying for this Senior Quant Developer Rates/Credit/Securitise Products role?
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