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Quant Analyst

Prague, Czechia

Barclays Technology

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.

Key information

Date live Jan. 14, 2022

Business Area COO & Functions

Area of Expertise Technology

Contract Permanent

Reference Code 90301659

Job description

Quant Analyst 
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.







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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.

Competitive holiday allowance

Competitive pay

Life assurance

Income protection

Private medical care

Flexible working

Pension contribution

Voluntary benefits

Success profile

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.

Qualities we look for: communicator, relationship builder, self-starter, detail-oriented, patient, helpful

Our technology

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.

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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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