Rates Quantitative Analyst VP — Front‑Office Modeling

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

Job summary

Archer, collaborating with Barclays, seeks a Rates Quantitative Analyst - VP for Barclays in New York. Design, implement, and support advanced stochastic interest-rate models for pricing and risk management of vanilla and exotic rate derivatives, partnering with trading, structuring, and sales to deliver quantitative insights.

You will contribute to global rates capabilities focusing on curve construction, volatility surface calibration (SABR/ZABR), and multi-factor short-rate models, with

Qualifications

• Stochastic interest-rate modelling for options, exotics and rates products.
• Curve construction, vol surface calibration and multi‑factor short‑rate models.
• Strong programming in C++ and Python for quant finance applications.

Responsibilities

• Develop and implement quantitative models and strategies to price and manage risk across vanilla and exotic rate products.
• Collaborate with front-office teams to translate models into business impact.
• Perform data analysis and numerical experiments to improve pricing and risk insights.
• Maintain and extend analytical libraries used in production environments.

Skills

Stochastic modeling

Curve construction

Volatility calibration

SABR/ZABR

C++

Python

Numerical methods

Risk management

Front-office

Quantitative methods

Tools

C++

Python

Job description

Archer, collaborating with Barclays, seeks a Rates Quantitative Analyst - VP for Barclays in New York. Design, implement, and support advanced stochastic interest-rate models for pricing and risk management of vanilla and exotic rate derivatives, partnering with trading, structuring, and sales to deliver quantitative insights.

You will contribute to global rates capabilities focusing on curve construction, volatility surface calibration (SABR/ZABR), and multi-factor short-rate models, with