As a Barclays Quant Developer, you will have an exciting opportunity to be responsible for developing and supporting Torus, which is the strategic risk engine and interface for Quantitative Analytics. The role holder of this role will be accountable for ensuring the smooth integration and onboarding between Torus and Barclays’ IT applications. Furthermore, it will be your responsibility to support the day to day trading activities across the global markets business.
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?
• Designing, building, and helping with core technological components of Torus, the strategic risk engine and interface for QA
• Developing and maintaining tools and techniques that assist with Torus on-boarding and support
• Integrating the models used for pricing /risk /market discovery /regulatory reportingâ€¯
• Supporting the day-to-day trading activities of the Global Markets businessâ€¯
• Partnering with Front Office and Technology on the evolution of our technology stack – both the core risk systems and the desktop environment
• Working closely with our traders and helping them with their trading decisions
• Frequently interacting with the market risk and counterparty credit risk teams to make sure that all risks are captured and properly incorporated into our models and processes
What we’re looking for:
• Degree in Mathematics/Computer Science or related fieldâ€¯
• Extensive knowledge of C++ or Pythonâ€¯
• Analytical and numerical skills (e.g., statistics, probability theory, numerical methods, stochastic calculus)â€¯
• Written and verbal communicationâ€¯skills
Skills that will help you in the role:
• Experience with cross-platform /cross-technology development (Windows/Linux, Java/C++/C#/Python)
• Project management and leadership skills
Where will you be working?
Our Prague office is based in the financial centre 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.