
Website Barclays
Job Description:
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.
Job Responsibilities:
- 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
- Helping define the strategic QIS platform to facilitate idea generation and the creation of end of day reports
Job Requirements:
- Innovative – ability, courage and desire to suggest and develop novel approaches
- Experience in Front Office & Derivatives modelling
- Excellent Python and C++ programming skills (ideally experience in a C++ shared library and the ability to program numerical algorithms)
- Experience with Python libraries for numerical analysis (Panda, NumPy, etc.)
- Theoretical knowledge of financial engineering/ structuring and financial product development
- Cross-Asset knowledge (Equity, Credit, Rate & Commodity assets)
- Masters or PhD in Mathematics/ Computer Science or related field; or equivalent
- Previous experience in the quantitative investment & strategies or structured products area
Job Details:
Company: Barclays
Vacancy Type: Full Time
Job Location: London, England, UK
Application Deadline: N/A
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