Options and Structured Rates Quant, VP

Barclays • New York, NY

1d • Onsite

About The Position

The purpose of the role is 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. 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 modelling, analytics, and implementation. At Barclays, our vision is clear – to redefine the future of banking and help craft innovative solutions. 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.

Requirements

• Stochastic interest-rate modeling for options, exotics, and structured rates products
• Programming skills 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

Nice To Haves

• Team management and mentoring experience is a plus
• Stakeholder management and collaboration across front‑office functions
• Clear written and verbal communication for technical and non-technical audiences
• Thought leadership, intellectual curiosity, and creative problem-solving
• Ability to translate complex quantitative concepts into business impact
• Collaborative mindset and independent work style
• Risk and controls
• Change and transformation
• Business acumen
• Strategic thinking
• Digital and technology
• Job-specific technical skills

Responsibilities

• 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.
• 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.
• Design, implement, and support advanced stochastic interest-rate models used for pricing and risk management of vanilla and exotic rate derivatives.
• Partner closely with trading, structuring, and sales teams to deliver quantitative insights that directly support revenue generation and trading strategies.
• Contribute to global structured rates capabilities through innovation in modeling, analytics, and implementation.

Benefits

• The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: No Education Listed