Quant, Macro Rates Flow VP

Barclays•New York, NY

22h•$150,000 - $225,000•Onsite

About The Position

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. Join Barclays as a Quant, Macro Rates Flow VP. At Barclays, our vision is clear –to redefine the future of banking and help craft innovative solutions. In this role, you will support pricing, risk, and analytics across US and LatAM rates and FX-linked linear products. You will design and implement robust models and tools to enhance flow trading, hedging, and risk management in fast-moving markets. Lastly, you will work closely with trading, sales, and technology teams to convert market insight into robust, scalable quantitative solutions.

Requirements

Quantitative modeling experience for linear rates products (curves, swaps, futures, basis, inflation)
Python and C++ for research, prototyping, and production deployment
Market data handling, time-series analysis, and statistical inference
Risk analytics, P&L attribution, and scenario/stress analysis
System design awareness: latency, data pipelines, and model validation

Nice To Haves

Clear written and verbal communication for technical and non-technical stakeholders
Stakeholder management and cross-functional collaboration
Results-driven mindset with pragmatic prioritization
Creative problem solving with rigorous attention to detail
Ownership mentality and ability to support multi-faceted initiatives end-to-end

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.
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.
Define jobs and responsibilities, planning for the department’s future needs and operations, counselling employees on performance and contributing to employee pay decisions/changes.
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.
Demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard.
Be a subject matter expert within own discipline and will guide technical direction.
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.
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.
Demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right.
Demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.