Quantitative Analyst - Delta 1

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As a Barclays Quantitative Analyst you will have Equities quant experience with focus on supporting the Delta1 business. You will design, develop and maintain our pricing/ risk/ market discovery models and infrastructure components. Your role will involve modelling support, market data calibration and desk support. You will also be involved in supporting other businesses (Vol & Exo desks, convertible bond desk).

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.

What will you be doing?

Designing, developing and maintaining our pricing/ risk/ market discovery models and infrastructure components

Liaising with Front Office and Technology to deploy our library /tools to production

Working with Model Validation teams in order to produce high quality documentation as required by our regulators

Working with IT teams in order to support the production and be able to rollout in a timely fashion our new models or fixes

Working with Trading teams to help them with their trading decisions and to provide them with the necessary tools 

What we're looking for:

Previous Delta1 experience

Solid skills in C++ or Python

Excellent analytical and numerical skills

Good written and verbal communication

Skills that will help you in the role:

Familiarity and practical experience with Itiviti or similar

Familiarity with vol equity models

Experience with cross-platform / cross-technology development (Windows/ Linux, Java/ C++/ C#)

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.