Quantitative Developer
London
As a Barclays Quantitative Developer, you will be a part of the QA Markets Strategic Projects team, involved in model and product on-boarding, integration of Torus into bank’s IT applications and end-of-day, intraday and pricing systems, replacing the existing legacy valuation engines across asset classes and portfolio use cases, developing and supporting Flix, an in-house, AWS-based framework for the delivery of QA tooling to end users. Within this role, you will also support, mentor, and lead more junior members of the team.
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.
At Barclays, we offer a hybrid working experience that blends the positives of working alongside colleagues at our onsite locations, together with working from home. We have a structured approach where colleagues work at an onsite location on fixed, ‘anchor’, days of the week, for a minimum of two days a week or more, as set by the business area (or nearest equivalent if working part-time hours). Please discuss the working pattern requirements for the role you are applying for with the hiring manager. Please note that as we continue to embed our hybrid working environment, we remain in a test and learn phase, which means that working arrangements may be subject to change on reasonable notice to ensure we meet the needs of our business.
What will you be doing?- Designing, building, and assisting with core technological components of Torus, the strategic risk engine and interface for QA
- Developing and maintaining tools and techniques that assist with Torus on-boarding and support
- Integrating the models used for pricing/risk/market discovery/regulatory reporting
- Assisting in the day-to-day trading activities of the Global Markets business
- Partnering with Front Office and Technology on the evolution of our technology stack 
- Engaging with stakeholders through project life-cycle
- Designing, building, and supporting Flix - an in-house, QA-owned framework for the delivery of QA tooling to end users
- Contributing to documentation, presentation, and training in QA
What we’re looking for:- Degree in Mathematics/Computer Science or related field 
- Very good skills in C++ and/or Python and previous experience with cross-platform/cross-technology development (Windows/Linux, Java/C++/C#/Python)
- Excellent analytical and numerical skills (e.g., statistics, probability theory, numerical methods, stochastic calculus) 
- Knowledge of creating and hosting web applications based on common frameworks (typically Jupyter Notebook, Dask, etc.)
Skills that will help you in the role:- Proficiency in Docker container technology
- Experience working with cloud, preferably AWS
- Project management and leadership skills
- Exceptional analytical and numerical skills (e.g., statistics, probability theory, numerical methods, stochastic calculus)
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.
#LI-Hybrid