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Date live: Aug. 08, 2023

Business Area: Barclays International

Area of Expertise: Risk and Quantitative Analytics

Reference Code: 90347626

Contract: Permanent

Quant Analyst 

As a Barclays Quant Analyst , you’ll be accountable for the quantitative models and analytics used in the credit businesses across Markets and Banking. For this role, you’ll also be involved in various products & activities, including corporate & emerging market bonds, single-name, and index CDS, leveraged loans, hybrid capital securities, credit options, CLOs, Index tranche CDOs, CLNs, structured notes, bond financing, repos, total return swaps, CDS clearing, syndicate loan commitments, banking book loans, and quantitative strategies.

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?
•    Implementing and delivering of pricing, risk, and scenario analytics for the credit trading businesses
•    Correcting and accurate implementing of analytic models within the QA libraries
•    Working closely with QA colleagues, trading, risk managers, the Technology Department and ensuring the successfully delivery of models into our analytic systems and libraries 
•    Interacting with other QA, risk, and technology teams
•    Expressing complex technical issues and requirements, and work constructively with all stakeholders
•    Finding potential problems and find innovative ways to solve them
•    Balancing tactical and strategic solutions in line with the overall needs of the bank

What we’re looking for:
•    Good understanding of basic financial mathematics (e.g., pricing of options)
•    Excellent C++ ideally post C++11
•    Extensive experience of developing and maintaining quantitative libraries
•    Experience developing in a shared codebase with multiple developers

Skills that will help you in the role:
•    Understanding of credit derivative & cash products (Credit Default Swaps (CDS), CDS Index, corporate bonds, etc.), from a financial perspective and from a modelling perspective
•    Familiarity with continuous integration, development, and deployment patterns
•    Experience of coding in python or similar

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.

#LI-Hybrid #software 

# LI-JG1

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