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Options and Structured Rates Quant

United States, New York 150000.00 - 225000.00 USD / Year · Job Posted May 05, 2026
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Job Description

Join Barclays as an Options and Structured Rates Quant, VP. At Barclays, our vision is clear –to redefine the future of banking and help craft innovative solutions. In this role, you will design, implement, and support advanced stochastic interest-rate models used for pricing and risk management of vanilla and exotic rate derivatives. This role partners closely with trading, structuring, and sales teams to deliver quantitative insights that directly support revenue generation and trading strategies. You will contribute to global structured rates capabilities through innovation in modeling, analytics, and implementation.

Job Responsibility

  • Design, implement, and support advanced stochastic interest-rate models used for pricing and risk management of vanilla and exotic rate derivatives
  • Partner closely with trading, structuring, and sales teams to deliver quantitative insights that directly support revenue generation and trading strategies
  • Contribute to global structured rates capabilities through innovation in modeling, analytics, and implementation
  • 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

Requirements

  • 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
  • Team management and mentoring experience is a plus

Nice to have

  • 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 we offer

  • Wellness center with modern amenities including fitness centres offering a variety of classes and services
  • Health center providing primary and urgent care, wellness exams, health coaching, and vaccinations
  • Sophisticated dining options including a colleague restaurant and a private executive dining room

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