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Quantitative Analyst - Macro Rates

London, England

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Quantitative Analyst - Macro Rates

London, England

Apply for job

Date live: Apr. 19, 2024

Business Area: Barclays International

Area of Expertise: Investment Banking

Reference Code: 90387086

Contract: Permanent

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Quantitative Analyst, Macro Rates 
London

As a Barclays Quantitative Analyst in Macro Rates, you will be part of the Global Quantitative group (QA) responsible for the research, development and implementation of quantitative models for interest rates and FX Flow products. You will be collaborating with the trading desk to provide cutting-edge valuation and risk management solutions, and with IT to build strategic technology platforms for the bank. 

Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality, and innovation. 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?
•    Providing Macro Flow quant support for Rates and FX majors and maintaining and upgrading existing models for the Rates and FX Flow business
•    Developing tools for the traders and providing support for the trading desk and their controlling functions in their daily activities and processes
•    Working with IT on rolling out models into strategic platforms
•    Developing, improving and debugging models and methodologies for the pricing, valuation and risk for interest rates and FX flow products
•    Providing quantitative analysis and guidance to traders, risk managers, sales people, controllers and other internal clients
•    Providing assistance and guidance to the users of the quantitative models and methodologies
•    Providing guidance to technologists integrating QA models into Barclays’ systems
•    Working with traders, risk managers and technologists to design changes to trading and risk systems

What we’re looking for:
•    Post graduate degree in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Econometrics)
•    Wide numerical programming knowledge using Python or other languages
•    Excellent stakeholder management skills with experience from complex projects
•    Track record of producing high quality written communication including results of research and presentations for technical and non-technical audiences


Skills that will help you in the role:
•    Previous exposure to Rates, Inflation and/or FX products and models
•    Professional programming experience in Python and C++
•    Management experience in their previous role
•    Able to work in isolation and within a team environment, as required


Where will you be working?
In the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as; a gym, staff restaurant and deli bar, and is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to none with a real buzz being created around the offices within.








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Barclays offers a diverse, inclusive and engaged culture. A place where people can bring their whole selves to work and be respected for who they are, valued for what they do and celebrated for their contribution to our business and our community.

OWe are an equal opportunity employer and opposed to discrimination on any grounds. It is the policy of Barclays to ensure equal employment opportunity without discrimination or harassment on the basis of race, colour, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information, or any other basis protected by law.

We’re committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognises and supports ways to balance your personal needs, alongside the professional needs of our business. Providing the opportunity for all our employees, globally to work flexibly empowers each of us to work in a way that suits our lives as well as enabling us to better service our customers’ and clients’ needs. Whether you have family commitments or you’re a Carer, or whether you need study time or wish to pursue personal interests, our approach to working flexibly is designed to help you balance your life. If you would like some flexibility then please discuss this with the hiring manager.

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