This list contains only the countries for which job offers have been published in the selected language (e.g., in the French version, only job offers written in French are displayed, and in the English version, only those in English).
Join Barclays as a Quant, Macro Rates Flow VP. At Barclays, our vision is clear –to redefine the future of banking and help craft innovative solutions. In this role, you will support pricing, risk, and analytics across USD and LatAM rates and FX-linked linear products. You will design and implement robust models and tools to enhance flow trading, hedging, and risk management in fast-moving markets. Lastly, you will work closely with trading, sales, and technology teams to convert market insight into robust, scalable quantitative solutions.
Job Responsibility:
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:
Quantitative modeling experience for linear rates products (curves, swaps, futures, basis, inflation)
Python and C++ for research, prototyping, and production deployment
Market data handling, time-series analysis, and statistical inference
Risk analytics, P&L attribution, and scenario/stress analysis
System design awareness: latency, data pipelines, and model validation
Nice to have:
Clear written and verbal communication for technical and non-technical stakeholders
Stakeholder management and cross-functional collaboration
Results-driven mindset with pragmatic prioritization
Creative problem solving with rigorous attention to detail
Ownership mentality and ability to support multi-faceted initiatives end-to-end