VP Rates Quantitative Analyst - Front Office Pricing & Risk

2764 Barclays Capital Inc.; City of Niagara Falls (NY); On-site; USD 150,000 - 225,000; Full time

Job summary

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.

You will work closely with trading, structuring and sales teams to deliver quantitative insights that support revenue generation and trading strategies, contributing to global structured rates capabilities through modeling, analytics and implementation.

Qualifications

• Experience with stochastic rate models used for pricing and risk management.
• Strong programming ability in C++ and Python for quant finance applications.
• Experience in front-office risk, pricing, and analytics in rates markets.

Responsibilities

• Develop and implement quantitative models for rates products to support pricing and risk management.
• Partner with trading, structuring and sales to deliver quantitative insights and solutions.
• Maintain and enhance analytical libraries and infrastructure used by front-office teams.

Skills

Stochastic modeling

Curve construction

Programming in C++

Programming in Python

Quant risk management

Front-office analytics

Tools

C++

Python

Job description

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.

You will work closely with trading, structuring and sales teams to deliver quantitative insights that support revenue generation and trading strategies, contributing to global structured rates capabilities through modeling, analytics and implementation.