Job Details

Credit Desk Quant

London London United Kingdom, E1 Permanent

Posted: 1 day ago


As a Barclays Credit Desk Quant you will be responsible for model development, implementation, analysis and support for flow and structured credit products. You will work as part of the QA Credit Products team and be work on analytics used in the credit businesses across Markets and Banking. You will also be involved in a wide range of products and activities, including corporate and emerging market bonds, single-name and index CDS, leveraged loans and hybrid capital securities.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted.

What will you be doing?
• Working closely with credit traders to price trades and help risk manage trading books
• Developing models and tools for flow and structured credit products
• Scoping and completing projects (including where requirements are not yet fully understood or articulated clearly) with a high degree of autonomy
• Working with key stakeholders within the credit trading business, the technology department, risk managers and the rest of the Quantitative Analytics team
• Expressing complex technical issues and requirements to an arrange of stakeholders and working constructively with all stakeholders to progress projects

What we're looking for:
• PhD or Masters in Quantitative Finance, Applied Mathematics, Physics, Operations Research, Statistics, or similar quantitative field
• Experience developing models and tools for pricing, analysis, and risk management of flow or structured credit products
• Experience implementing models in C++/C#/Python in a shared codebase with multiple developers

Skills that will help you in the role:
• Experience working with flow and/or structured credit traders
• Experience programming in Python/C

Where will you be working?
5 North Colonnade is home to our investment bank and is in the heart of Canary Wharf, just a short walk from our headquarters at Churchill Place. It boasts an array of onsite amenities such as dry cleaner as well as a deli and buffet style staff restaurant. The building is easily accessible by tube, docklands light railway and all major bus links. The atmosphere is second to none with a real buzz being created around the offices within.

Job Details

Full Time
London, United Kingdom