SMaD Rates Quant Developer
New York

As a Barclays Statistical Modelling and Development (SMaD) Rates Quant Developer (QD), you’ll design and develop reusable frameworks to underpin our market analytics, execution strategies and models, pricing, hedging, pre/post trade analytics. In this role, you’ll be involved in the full lifecycle from requirements gathering to optimisation, monitoring and second line support. Our purpose is to create best in class business logic used in the underlying electronic liquidity offering for clients along with any associated analytics.

Salary / Rate Minimum: 155,000 Salary / Rate Maximum: 250,000

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

Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality, and innovation. We've helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity.

Colleagues who have applied for 'onsite' roles are expected to work four or five days a week at the selected workplace, contingent upon their specific role and business area requirements. If you're applying for a position, please discuss the working pattern specifics with the hiring manager. It's important to note that we are constantly adapting our working environment, and as a result, working arrangements can be adjusted with reasonable notice to align with our business needs.

What will you be doing?

• Providing best in class service to Barclays clients by proactively identifying and resolving problems and issues
• Designing frameworks and functionality for development of trading algorithms
• accounting for the implementation, testing, and productionisation
• Being responsible for the system tuning and optimisation
• Analyzing and improving algorithm performance
• Provisioning of required high quality support in timely manner
• Participating in team peer reviews of code, modelling and testing as well as participating in team knowledge sharing and presentations
• Working and collaborating with Quants to deliver functionality

What we’re looking for:

• Extensive experience of Java in a shared codebase
• Prior experience with algorithms or eTrading business logic
• Masters or Bachelor’s degree in a quantitative, mathematical or scientific discipline

Skills that will help you in the role:

• Understanding of rates markets
• Knowledge of python, q languages (experience of kdb)
• Knowledge of low latency and event driven programming

Where will you be working?

You will be working at our Americas Headquarters at 745 Seventh Avenue. This 32-story office tower is located in Times Square in the heart of Manhattan and features a cafeteria, fitness center and state-of-the-art LED signage on the facade of the building.

We’re a global, vital and highly respected financial organisation with an inspiring Purpose. Operating in 50 countries and employing around 83,000 people across the world, we help communities, individuals and businesses thrive. And we’ve created financial solutions and technology that the world now takes for granted. A career with us can offer incredible variety, depth and breadth of experience, and the chance to learn from some of the best minds in technology and finance.