Front-Office Rates Quantitative Analyst

Barclays; New York (NY); On-site; USD 150,000 - 225,000; Full time

Job summary

Barclays in New York seeks a Rates Quantitative Analyst - VP to design, implement, and support advanced stochastic interest-rate models used for pricing and risk management of vanilla and exotic rate derivatives. This role partners with trading, structuring, and sales teams to deliver quantitative insights that support revenue generation and trading strategies.

To succeed, you will contribute to global structured rates capabilities through innovation in modeling, analytics, and implementation,

Qualifications

• Proficient in stochastic interest-rate modeling for options, exotics, and structured rates products.
• Expertise in curve construction, volatility surface calibration and modeling (SABR/ZABR), and multi-factor short-rate models for exotic products.
• Programming skills in C++ and Python for quantitative finance applications.
• Proficient in numerical methods, nonlinear analytics, and production-grade library development.
• Experience in quantitative risk management and pricing within front-office environments.
• Deep technical expertise in quantitative methods and computational problem-solving.

Responsibilities

• Develop and implement quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products.
• Collaborate with sales teams to identify client needs and develop customized solutions.
• Perform in-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics.
• Provide front office infrastructure support through ownership and maintenance of analytical libraries.
• Advise on quantitative methodologies and industry best practices to drive innovation within the trading environment.

Skills

Stochastic rate modeling

Curve construction & SABR/ZABR

C++ & Python

Numerical methods

Quant risk management

Quantitative modeling

Job description

Barclays in New York seeks a Rates Quantitative Analyst - VP to design, implement, and support advanced stochastic interest-rate models used for pricing and risk management of vanilla and exotic rate derivatives. This role partners with trading, structuring, and sales teams to deliver quantitative insights that support revenue generation and trading strategies.

To succeed, you will contribute to global structured rates capabilities through innovation in modeling, analytics, and implementation,