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Options and Structured Rates Quant

senior · Investment Banking

Job Description

Purpose of the role

To provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimise trading and investment opportunities. 

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 and escalate breaches of policies/procedures..
• If managing a team, they define jobs and responsibilities, planning for the department’s future needs and operations, counselling employees on performance and contributing to employee pay decisions/changes. They may also lead a number of specialists to influence the operations of a department, in alignment with strategic as well as tactical priorities, while balancing short and long term goals and ensuring that budgets and schedules meet corporate requirements..
• If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others..
• OR for an individual contributor, they will be a subject matter expert within own discipline and will guide technical direction. They will lead collaborative, multi-year assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will train, guide and coach less experienced specialists and provide information affecting long term profits, organisational risks and strategic decisions..
• 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.
• Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does.
• Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business.
• Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategies.
• Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives. In-depth analysis with interpretative thinking will be required to define problems and develop innovative solutions.
• Adopt and include the outcomes of extensive research in problem solving processes.
• Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives, using influencing and negotiating skills to achieve outcomes.

All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.

Join us at Barclays as an Options and Structured Rates Quant. Your role will focus on developing and implementing stochastic models of interest rates, alongside the numerical frameworks and business-facing interfaces used for pricing and risk management of both European and exotic interest rate options, as well as structured rates products. This involves building and maintaining nonlinear rates analytical libraries, supporting the production stack, and enhancing system interfaces. A key aspect of your position is close collaboration with revenue-generating desks, including trading, structuring, and sales, providing quantitative and analytical expertise to inform trading strategies, risk management, and decision-making within an investment banking environment. You will apply advanced quantitative analysis, mathematical modelling, and technology to optimize trading and investment opportunities while also supporting front office infrastructure through robust analytical tools. Additionally, you will contribute to the global structured rates capability by driving innovation in modelling, implementation, and best practices, as well as offering thought leadership on quantitative methodologies, emerging technologies, and industry developments.

To be successful as an Options and Structured Rates Quant you should have:

• Previous proven experience in a Quant role within rate options, exotics, structured products
• MSc or PhD in a relevant STEM subject
• Thought leadership, creative problem solving, rigorous thinking
• Algorithmic mindset, computational expertise, system awareness, proficiency with C++ and Python 

Other skills of value include:

• Effective stakeholder management skills with experience working on complex projects
• Track record of producing high quality written communication including results of research and presentations for technical and non-technical audiences
• Experience in Teaching, publishing or keynote may be beneficial 
• Collaborative approach to delivery

You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills.

This role is located in London.