Barclays Jobs Near Me – Quant Developer

About the job

Banking Book Capital – Quant Developer

As a Barclays Banking Book Capital – Quant Developer you will develop, maintain and support pricing, risk, scenario and capital calculation libraries and tools in C++/python for the loan portfolio management business. You will work as part of a team that works closely with the businesses to satisfy their risk management, valuation and quantitative strategy needs.

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.

We are currently operating in a hybrid working environment, meaning that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Please discuss the detail of the working pattern options for the role with the hiring manager.

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, and your request will be reviewed subject to business needs.

We are currently in the early stages of implementing a hybrid working environment, which means that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. We’re flexible on how this works and it may continue to change and evolve. Depending on your team, typically this means that colleagues spend a minimum of between 20% to 60% of their time in the office, which could be over a week, a month or a quarter. However, some colleagues may choose to spend more time in the office over a typical period than their role type requires. We also have a flexible working process where, subject to business needs, all colleagues globally are able to request work patterns to reflect their personal circumstances

Please discuss the detail of the working pattern options for the role with the hiring manager.

What will you be doing?

• Correct and accurate implementation of analytic models within the QA libraries
• Working closely with QA colleagues, portfolio managers, risk managers and technology to ensure the successful delivery of models into our analytic systems and libraries
• Develop and support portfolio analysis tools, including our tools for economic capital calculation, CDO loan selection and loan fair value
• Support annual model reviews and analytical requests from the business and regulators
• Balance tactical and strategic solutions in line with the overall needs of the bank

What We’re Looking For

• In-depth C++ and python knowledge
• Experience of developing and maintaining quantitative libraries
• Experience developing in a shared codebase with multiple developers
• In-depth knowledge of software engineering techniques

Skills That Will Help You In The Role

• PhD or Masters in Quantitative Finance, Computer Science, Applied Mathematics, Operations Research, Statistics, or similar quantitative field
• Previous experience in a quantitative analyst or developer role
• Excellent oral and written communication skills

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.