In Barclays Technology, we build solutions that make life simple for our customers. Solutions that are global, agile and smart. As a part of our team, you'll recode and reimagine, learn and adapt. Rewire what the world needs, and look ahead. This is where you can be at your best. Where you can redefine the future of finance.
Jan. 14, 2022
COO & Functions
Prague, Czech Republic
As a Barclays Quant Analyst, you will have the opportunity to develop pricing, valuation, and risk management models and analytics for the Non Linear Rates and FX Flow business in the strategic analytics library. As part of the QA Macro Products Develop team you will be developing the desk delivery tools and analytics used by Macro trading desks to perform custom analysis. Driving the design and implementation of the new Omega analytics library for the Macro business and the tools used by other Macro quants.
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.
This opportunity is open to flexible working arrangements. Such as working from home, flexible or compressed hours, and part-time options. If you have a need for flexibility, please apply and discuss this with us during the hiring process.
What will you be doing?
• Developing functionalities in the Omega C++ library to price and risk Macro products: trade conversion, vanilla pricers, PDE and MC implementation, static data, risk metrics
• You will be developing a Python pricing framework for the Macro models used by both the Macro quants and traders
• Supporting the Macro trading desks to perform bespoke analysis
• Interacting primarily with other Macro quants or quants from other areas, IT, and Macro traders
• Ensuring that all activities and duties are carried out in full compliance with regulatory requirements
• You will be responsible for ensuring compliance with the Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards
What we’re looking for:
• Post graduate degree in a technical discipline (STEM). Ideally with a background in computer science and/or financial engineering
• In-depth C and/or C++ knowledge
• Keen and able to learn quickly with proven ability to adapt to change and work in a fast changing environment
• Proven track record of developing pricing and risk analytics
Skills that will help you in the role:
• Previous experience on Macro products (flow and vanilla options, Fixed Income, FX or Inflation), and developing in a shared codebase with multiple developers is desired
• Good written and verbal communication in English
• Ability to work independently and collaboratively within a team
• Ability to explain technical concepts to non-technical users
Where will you be working?
Our Prague office is 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.
What you get in return
However high you rise at Barclays, we believe all our employees should receive a competitive package of core benefits flexible to you and your family’s needs. At Barclays, you’ll support our customers and clients, and we’ll support you with rewards that will genuinely make a difference.
To be successful in Barclays Technology, there are a few things we look for. Creativity, curiosity, and an excitement of what we can offer, and what you can do here.
We are continually investing in the technology powering our business. This means rebuilding and reinventing our systems to make them fit for a world-class future. It means developing systems that help us support and protect the global economy. It means anticipating the future and taking Barclays forward as a technology-led business. We are building a team of the most perceptive and talented tech analysts, engineers and developers fluent in the most current languages to deliver all of this, and more.
Where do you want to take your tech career?
Financial services is going through a massive transformation, and here at Barclays we’re leading the way. People are our greatest asset. And that’s why we give our colleagues the opportunity and space to explore their ideas, and innovate on a global scale.
Find out more about what our leaders think the Barclays workforce of the future will look like.
I find that the work/life balance in my current role allows me to be more productive and flexible, to ensure my personal and professional ‘lives’ have the attention they need.
Head of Client Management Application Support – Whippany, New Jersey
Barclays technology has a crucial role to play and I have relished the opportunity to be involved in game-changing tech programmes.
Business Banking and BFA Chief Information Officer – Radbroke, Knutsford
The great thing about Barclays is that I get to work on great technological pieces, while seeing the effect they have on this important business.
Electronic Trading Technology – Prague, Czech Republic
Barclays’ strong values of Service and Excellence are very much evident in the work we do. Our exciting tech solutions have improved customer and colleague experiences, and added huge value to the bank.
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More about working at Barclays
We deploy finance responsibly to support people and businesses, acting with empathy and integrity, championing innovation and sustainability, for the common good and the long term.
Respect: We harness the power of diversity and inclusion in our business, trust those we work with, and value everyone's contribution.
Integrity: We operate with honesty, transparency and fairness in all we do.
Service: We act with empathy and humility, putting the people and businesses we serve at the centre of what we do.
Excellence: We champion innovation, and use our energy, expertise and resources to make a positive difference.
Stewardship: We prize sustainability, and are passionate about leaving things better than we found them.
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.
We 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.