Barclays
investment banking
VicePresident-RatesOptions&ExoticsDeskQuantitativeAnalyst
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“Vice President - Rates Options & Exotics Desk Quantitative Analyst at Barclays. Skills: Quantitative analysis, Mathematical modelling, Options and exotics modelling, C++, Python. Development and implementation of quantitative models and strategies. Optimize trading decisions, pricing, and risk management”
What You'll Achieve.
Optimise trading and investment opportunities; Derive insight into market trends; Optimize trading decisions, pricing, and risk management; Achieve outcomes using influencing and negotiating skills; Contribute to achieving the goals of the business
Industry & Context.
Quantitative analysis; Analytical expertise; Sophisticated analytical thought; In-depth analysis with interpretative thinking; Define problems and develop innovative solutions; Adopt and include the outcomes of extensive research in problem solving processes
Legal Right to Work
What They're Looking For.
Must Have
Master’s degree or higher in Mathematics, Statistics, Engineering, Quantitative Finance, or another quantitative field, 6+ years of experience in a top-tier global financial services firm with relevant experience in options and exotics modelling in a front office context, Have covered one or more of these areas: IR Exotics / Credit-IR Hybrids / FX-IR Hybrids / Equity-IR Hybrids, 3+ years In-depth C/C++ knowledge, 3+ years In-depth Python knowledge, Experience developing in a large, shared pricing library with multiple developers, Experience testing models, preparing technical documentation, and explaining technical concepts to non-technical users
Nice to Have
Knowledge of additional languages such as VBA, C#, Haskell, etc., Quantitative Investment Strategies on rates and rates options underlyings
What You'll Do.
Development and implementation of quantitative models and strategies
Optimize trading decisions
and statistical modelling
Provide front office infrastructure support
Develop pricing and risk management models and analytics for the Rates Options & Exotics business
Provide quantitative analysis and advice regarding the usage of our models
Develop tooling for structurers/traders to perform data analysis
and index strategy analysis
Support business (Trading desk and their control functions) in their daily activities and processes
Develop the mathematical and financial foundation for new models and methodologies
estimation and calibration procedures for the models and methodologies
Write documentation for the models and methodologies
How You'll Work.
Team & Collaboration
Working closely with sales teams; Collaborate with other areas of work; Collaborate within a team
Communication Scope
Good written and verbal communication; Explaining technical concepts to non-technical users
Process & Methodology
Plan resources, Manage budgets, Manage and maintain policies, Lead collaborative, multi-year assignments
Full Job Description
# **Job Description** **Purpose of the role** To provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimise trading and investment opportunities. **Accountabilities** * Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets. * Working closely with sales teams to identify clients' needs and develop customised solutions. * In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics. * Provide front office infrastructure support though ownership and maintenance of analytical libraries. * Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment. **Vice President Expectations** * To contribute or set strategy, drive requirements and make recommendations for change. Plan resources, budgets, and policies; manage and maintain policies/ processes; deliver continuous improvements and escalate breaches of policies/procedures.. * If managing a team, they define jobs and responsibilities, planning for the department’s future needs and operations, counselling employees on performance and contributing to employee pay decisions/changes. They may also lead a number of specialists to influence the operations of a department, in alignment with strategic as well as tactical priorities, while balancing short and long term goals and ensuring that budgets and schedules meet corporate requirements.. * If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a c
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