Vice President

Join us as key member of the Barclay QA team to develop pricing and risk management models and analytics for the Rates Options & Hybrids business and provide quantitative analysis and advice regarding the usage of our models. Work with IT on rolling out our pricing and risk management models into strategic platforms. Develop tooling for structurers/traders to perform data analysis, back testing, relative value and index strategy analysis. Support business (Trading desk and their control functions) in their daily activities and processes, develop the mathematical and financial foundation for new models and methodologies in C++ and Python in Barclays’ Quantitative Analytics Libraries. You will also develop tests, estimation and calibration procedures for the models and methodologies and write documentation for the models and methodologies including the estimation and calibration procedures. You will require good written and verbal communication coupled with the ability to adapt to change, work in a fast paced environment, work independently and collaboratively within a team.

Essential Skills/Basic Qualifications:

- Post-graduate qualification in Mathematics, Statistics, Engineering, Quantitative Finance or another quantitative field
- 6+ years of experience in a top-tier global financial services firm with relevant experience in options modelling in a front office context.
- 6+ years experience of IR Options / Credit-IR Hybrids / FX-IR Hybrids / Equity-IR Hybrids
- 3+ years In-depth C/C++ knowledge
- 3+ years In-depth Python knowledge
- Experience developing in a large shared pricing library with multiple developers.
- Experience testing models, preparing technical documentation and explaining technical concepts to non-technical users

Desirable skills/Preferred Qualifications:

- Knowledge of additional languages such as VBA, C# and XSLT
- Quantitative Investment Strategies on rates and rates options underlyings

You may be assessed on key critical skills relevant for success in the role such as mathematics, finance, programming, risk and controls, change and transformation, business acumen, and strategic thinking.

**Purpose of the role**

**Accountabilities**
- 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.

**Vice President Expectations**
- 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..
- If managing a team, they define jobs and responsibilities, planning for the department’s future needs and operations, counselling employees on performance and contributing to employee pay decisions/changes. They may also 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..
- If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L - Listen and be authentic, E - Energise and inspire, A - Align across the enterprise, D - Develop others..
- 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 ou