Quantitative Analyst - Macro Rates

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As a Barclays Quantitative Analyst within Macro Rates you will be responsible for maintaining and upgrading existing models, you will also be involved in the development of new models for the Rates and FX Flow business. You will develop tools for the rates traders and provide support for the trading desk and their controlling functions in their daily activities and processes.

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?

Developing models and methodologies for the pricing, valuation and risk for interest rates and FX flow products

Providing support, the rates and FX flow trading desks

Implementing the models and methodologies in Barclays' analytics libraries in C++ and Python

Working with IT on rolling out models into strategic platforms

Providing quantitative analysis and guidance to traders, risk managers, sales people, controllers and other internal clients

Working with traders, risk managers and technologists to design changes to trading and risk systems

What we're looking for:

Post graduate degree in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Econometrics)

Excellent numerical programming ability using C++ and Python

Good stakeholder management skills with experience from complex projects

Track record of producing high quality written communication including results of research and presentations for technical and non-technical audiences

Skills that will help you in the role:

Previous exposure to Rates, Inflation and/or FX products and models

A keen eye for detail

Self-starter: motivated and disciplined

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.