As a Barclays Quant Analyst in the QA - Structured Products and Strategies team you will help to define a strategy for the cross-asset Quantitative Indices and Strategies (QIS) production platform in collaboration with the business and IT. You will also define and own the implementation of the sub systems of the platform to support the built-up of the new QIS 2.0 platform. It's an exciting time to be joining the team.
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?
• Helping define the strategic QIS platform to facilitate idea generation and the creation of end of day reports
• Designing and implementing sub systems of the QIS platform
• Refactoring and expanding the existing Python and C++ analytics library to integrate into the QIS platform
• Owning the implementation of strategy for both the production system and the analytics library What we're looking for:
• Masters or PhD in Mathematics/ Computer Science or related field; or equivalent
• Theoretical knowledge of financial engineering/ structuring and financial product development
• Excellent Python and C++ programming skills (ideally experience in a C++ shared library and the ability to program numerical algorithms)
• Innovative - ability, courage and desire to suggest and develop novel approaches Skills that will help you in the role:
• Cross-Asset knowledge (Equity, Credit, Rate & Commodity assets)
• Experience in Front Office & Derivatives modelling
• Previous experience in the quantitative investment & strategies or structured products area
• Experience with Python libraries for numerical analysis (Panda, NumPy, etc.) 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.