Join us as a credit desk quant at Barclays in the Quantitative analytics Credit Products team. The team plays a critical role in supporting the quantitative models and analytics essential for credit businesses across Markets, engaged in a range of products including corporate and emerging market bonds, CDS, CDS index options, and loans. Additionally, they contribute to the systematic trading business, which involves advanced quantitative strategies, such as relative value signal generation, and modelling of portfolio P&L. Ideal candidates will possess a PhD or Master's in a quantitative field, have experience in a credit or rates quant role, and be proficient in model development and implementation using C++, C#, or Python. Strong communication skills in English and a detailed understanding of vanilla credit and rates products are essential. Hands-on programming experience in Python, C# and Excel is highly desirable.
Purpose of the role
To provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimise trading and investment opportunities.
Accountabilities
- 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.
Minimum Requirements
- PhD or Master's in a quantitative field.
- Experience in a credit or rates quant role.
- Proficient in model development and implementation using C++, C#, or Python.
- Strong communication skills in English.
- Detailed understanding of vanilla credit and rates products.
- Hands-on programming experience in Python, C# and Excel.
All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.
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