Options and Structured Rates Quant, VP

Role Overview

Join Barclays as an Options and Structured Rates Quant, VP. In this role, you will design, implement, and support advanced stochastic interest-rate models used for pricing and risk management of vanilla and exotic rate derivatives. This role partners closely with trading, structuring, and sales teams to deliver quantitative insights that directly support revenue generation and trading strategies. You will contribute to global structured rates capabilities through innovation in modeling, analytics, and implementation.

Accountabilities

• Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets.
• Working closely with sales teams to identify clients' needs and develop customised solutions.
• In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics.
• Provide front office infrastructure support though ownership and maintenance of analytical libraries.
• Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment.

Vice President Expectations

• To contribute or set strategy, drive requirements and make recommendations for change.
• Plan resources, budgets, and policies; manage and maintain policies/ processes; deliver continuous improvements.
• If managing a team, they define jobs and responsibilities, planning for the department’s future needs and operations.
• Advise key stakeholders, including functional leadership teams and senior management on functional and cross functional areas of impact and alignment.
• Manage and mitigate risks through assessment, in support of the control and governance agenda.