VP Rates Quantitative Analyst - Front Office

Barclays; New York (NY); Presencial; USD 150.000 - 225.000; Jornada completa

Descripción de la vacante

Barclays is seeking a Rates Quantitative Analyst - VP in New York to design, implement, and support advanced stochastic interest-rate models used for pricing and risk management of vanilla and exotic rate derivatives.

The role partners with trading, structuring and sales to deliver quantitative insights that support revenue generation and trading strategies, contributing to global structured rates capabilities through modeling, analytics and implementation.

Formación

• Stochastic rate modeling for options, exotics, and structured rates products.
• Curve construction and volatility surface calibration (SABR/ZABR) for multi-factor models.
• Strong programming in C++ and Python for quantitative finance applications.
• Numerical methods, nonlinear analytics, and production-grade library development.
• Quantitative risk management and pricing within front-office environments.

Responsabilidades

• Develop and implement quantitative models and strategies to derive insights into market trends and risk across products.
• Collaborate with sales to identify client needs and deliver customized quantitative solutions.
• Perform data analysis and statistical modeling to support pricing, risk, and strategy.
• Maintain and enhance analytical libraries used by front-office trading teams.
• Provide expert guidance on quantitative methodologies and technology to drive innovation in trading.

Conocimientos

Stochastic modeling

Curve construction

SABR/ZABR

C++

Python

Numerical methods

Risk management

Quantitative methods

Descripción del empleo

Barclays is seeking a Rates Quantitative Analyst - VP in New York to design, implement, and support advanced stochastic interest-rate models used for pricing and risk management of vanilla and exotic rate derivatives.

The role partners with trading, structuring and sales to deliver quantitative insights that support revenue generation and trading strategies, contributing to global structured rates capabilities through modeling, analytics and implementation.