Vice President - Rates Options & Exotics Desk Quantitative Analyst

Join us as key member of the Barclays QA team to develop pricing and risk management models and analytics for the Rates Options & Exotics business and provide quantitative analysis and advice regarding the usage of our models. Work with IT on rolling out our pricing and risk management models into strategic platforms. Develop tooling for structurers/traders to perform data analysis, back testing, relative value, and index strategy analysis. Support business (Trading desk and their control functions) in their daily activities and processes, develop the mathematical and financial foundation for new models and methodologies in C++ and Python in Barclays' Quantitative Analytics Libraries. You will also develop tests, estimation and calibration procedures for the models and methodologies and write documentation for the models and methodologies including the estimation and calibration procedures. You will require good written and verbal communication coupled with the ability to adapt to change, work in a fast-paced environment, work independently and collaboratively within a team.