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Join Barclays as a Quantitative Analytics Liquid Financing VP, where you will be focusing on Risk and Margin methodologies. The Prime Risk team, which sets and monitors client margin and risk, is the main stakeholder. Beyond responding to day-to-day business inquiries, your responsibilities will include the maintenance and development of margin methodologies for a range of financial products and models/analytics to monitor existing client exposure.
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:
Familiarity with either Equity or Fixed Income Products
Extensive working knowledge of Python and familiarity with object-oriented programming
Excellent verbal and written communication skills with the ability to explain complicated concepts in a simple, non-technical way
Nice to have:
Working knowledge of intraday patterns and order books
Familiarity with the Delta 1 Business
Knowledge of financial products relevant to the prime business, e.g. repo, margin loans, and futures. Knowledge of margin methodologies a plus
Experience with cross-platform / cross-technology development (Windows/Linux), CI/CD, and workflow automation (AWS, Kubernetes)
Experience with data visualization tools, interface and libraries (e.g. Jupyter, Dash, Rest API)