Rates Quantitative Analyst -VP

Barclays•New York, NY

1d•$150,000 - $225,000

About The Position

Barclays is hiring a Rates Quantitative Analyst at the Vice President level to provide quantitative and analytical expertise supporting trading strategies, risk management, and decision-making in investment banking. The role designs, implements, and supports advanced stochastic interest-rate models used to price and manage risk for vanilla and exotic rate derivatives. It partners with trading, structuring, and sales teams to provide quantitative insights that support revenue generation and trading strategies, and contributes to global structured rates capabilities through innovation in modeling, analytics, and implementation. The position develops quantitative models and strategies, researches and analyzes market trends, pricing, and risk dynamics, and supports front-office infrastructure through ownership and maintenance of analytical libraries. It also provides expertise on quantitative methodologies, technology, and industry best practices. Vice President responsibilities include contributing to strategy and change, advising senior stakeholders, managing risk and controls, collaborating across business areas, and delivering innovative solutions based on extensive research. The role may involve either people leadership or acting as a subject-matter expert guiding technical direction, depending on assigned leadership responsibilities. The role is located in New York, NY. Base salary is $150,000 to $225,000; this range excludes other compensation and benefits.

Requirements

Expertise in stochastic interest-rate modeling for options, exotics, and structured rates products.
Expertise in curve construction and volatility surface calibration and modeling, such as SABR/ZABR.
Expertise in multi-factor short-rate models for exotic products.
Programming skills in C++ and Python for quantitative finance applications.
Knowledge of numerical methods, nonlinear analytics, and production-grade library development.
Experience with quantitative risk management and pricing in front-office environments.
Deep technical expertise in quantitative methods, mathematical modeling, and computational problem-solving.

Nice To Haves

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.
Exposure to the municipal derivatives market.
Relevant experience in US rates markets, including swaps, swaptions, caps/floors, and CMS products.
Knowledge of BMA/SIFMA indices and Total Return Swaps.

Responsibilities

Develop and implement quantitative models and strategies to inform market trends and optimize trading decisions, pricing, and risk management across financial products and markets.
Work with sales teams to identify client needs and develop customized solutions.
Conduct research, data analysis, and statistical modeling to derive insights into market trends, pricing, and risk dynamics.
Own and maintain analytical libraries that support front-office infrastructure.
Apply expertise in quantitative methodologies, technological advancements, and industry best practices to encourage innovation in trading.
Design, implement, and support advanced stochastic interest-rate models for pricing and risk management of vanilla and exotic rate derivatives.
Partner with trading, structuring, and sales teams to deliver quantitative insights that support revenue generation and trading strategies.
Contribute to global structured rates capabilities through innovation in modeling, analytics, and implementation.
Contribute to strategy, requirements, recommendations for change, resource planning, and continuous improvement.
Advise stakeholders, including functional leadership teams and senior management, on functional and cross-functional impacts and alignment.
Assess and mitigate risks, support control and governance objectives, and strengthen controls related to the team's work.
Collaborate across business areas to stay aligned with business activity and strategies.
Develop innovative solutions through sophisticated analysis, interpretive thinking, and extensive research.
Build and maintain trusted relationships with internal and external stakeholders, using influencing and negotiating skills to accomplish business objectives.
Where applicable, define team responsibilities, plan for future departmental needs, coach employees, and contribute to performance and pay decisions; or, as an individual contributor, guide technical direction, lead collaborative assignments, and coach less experienced specialists.