SMAD Credit ETF Quant

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Job description

This role is deemed as a Certified role under the PRA & FCA - Individual Accountabilities Regulations and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.

As a Quant-modeller working within the SM&D team, you will be designing and developing mathematical algorithms to underpin our market analytics, execution strategies and models, pricing, hedging, pre/post trade analytics. You'll create best in class the business logic and models underlying electronic liquidity offering to clients and the associated analytics. This involves the full chain from requirements gathering, design, implementation, production, optimisation, monitoring and support.

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 you will be doing
• Providing best in class service to Barclays clients
• Designing of statistical models for trading algorithms in the Credit space, with a focus on Credit ETFs and Portfolio Trading
• Implementing, testing, documentation, and production
• Proactively identifying problems and issues and resolving them
• Offering required support in timely manner and to high quality
• Participating in team peer reviews of code
• Being an intricate part of team knowledge sharing, hiring, and presentations

What we're looking for:
• Bachelor's Degree
• Good written and verbal communication skills to a wide audience
• Knowledge of probabilistic and statistical modelling techniques applied to Finance

Skills that will help you in the role:
• Strong problem solving skills and "thinking on one's feet" is strongly preferred
• Knowledge of python or kdb is desirable
• Prior experience with algorithms for Credit trading or ETF trading is preferred
• PhD or masters degree in a quantitative discipline is preferred

Risk and Control Objective
Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.

Working Flexibly
We're committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognises and supports ways to balance your personal needs, alongside the professional needs of our business. Providing the opportunity for all our employees, globally to work flexibly empowers each of us to work in a way that suits our lives as well as enabling us to better service our customers' and clients' needs. Whether you have family commitments or you're a carer, or whether you need study time or wish to pursue personal interests, our approach to working flexibly is designed to help you balance your life.
If you would like some flexibility then please discuss this with the hiring manager.

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 cleaning 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.

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