Quantitative Analyst
Prague
As a Barclays Quantitative Analyst, you’ll be responsible for maintaining and upgrading existing models and development of new models for the Rates and FX Flow business. Reviewing risk factor definitions, PnL explains and reconcile PVs in the context of FRTB. You will be developing tools for Rates traders and provide support for the trading desk and their controlling functions in their daily activities and processes and work with IT on rolling out models into strategic platforms.
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.
At Barclays, we offer a hybrid working experience that blends the positives of working alongside colleagues at our onsite locations, together with working from home. We have a structured approach where colleagues work at an onsite location on fixed, ‘anchor’, days of the week, for a minimum of two days a week or more, as set by the business area (or nearest equivalent if working part-time hours). Please discuss the working pattern requirements for the role you are applying for with the hiring manager. Please note that as we continue to embed our hybrid working environment, we remain in a test and learn phase, which means that working arrangements may be subject to change on reasonable notice to ensure we meet the needs of our business.
What will you be doing?
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.
At Barclays, we offer a hybrid working experience that blends the positives of working alongside colleagues at our onsite locations, together with working from home. We have a structured approach where colleagues work at an onsite location on fixed, ‘anchor’, days of the week, for a minimum of two days a week or more, as set by the business area (or nearest equivalent if working part-time hours). Please discuss the working pattern requirements for the role you are applying for with the hiring manager. Please note that as we continue to embed our hybrid working environment, we remain in a test and learn phase, which means that working arrangements may be subject to change on reasonable notice to ensure we meet the needs of our business.
What will you be doing?
- Developing and maintaining an open and constructive dialogue with colleagues, model owners, validation teams on model developments, reviews, implementation, etc
- Implementing the models and methodologies in Barclays’ analytics libraries in C++ & Python
- Being responsible for ensuring that results produced by IT/QA software for FRTB purposes meet regulatory standards
- Documenting new models to required standards
- Providing quantitative analysis and guidance to traders, risk managers, salespeople, controllers and other internal clients
- Aiding and guiding the users of the quantitative models and methodologies
- Being responsible for guiding technologists integrating QA models into Barclays’ systems
What we’re looking for:
Skills that will help you in the role:
- Bachelor’s degree in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Econometrics)
- Experience in a Quantitative role
- Significant numerical programming ability using C++ and Python
- Excellent stakeholder management skills with experience from complex projects
Skills that will help you in the role:
- Previous experience in investment banking, or in the financial industry, or knowledge of finance, investment banking
- Previous experience in a Quantitative role
Where will you be working?
Our Prague office is based in the financial center of Prague. We are part of the Operations and Technology Division, and as such, we try our best to stay at the top of our technological game. However, the technology itself is not the most important thing. What matters the most to us is the way our ingenuity can help provide better service to our customers and make life easier for our employees.
#LI-Hybrid
#software
#LI-PP12021
$ads={2}
$ads={1}