Role Overview: We are seeking a Senior Quant Developer to participate in the creation of a cutting-edge cross-asset analytics platform for front office sales. 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. Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools. Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment. Design, build and maintain common components, libraries and services for use in application development on the platform. Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy. Stakeholder Management: PhD or Master\’s in Quantitative Finance, Applied Mathematics, Operations Research, Statistics, Computer Science, or a related field. Minimum 5 years of experience in a front office development role at a major investment bank. Experience of designing, building and supporting user facing analytics functionality in a front office sales environment. Excellent written and verbal communication in English. Experience of commercial software development in a shared codebase with multiple developers. Hands on programming in Python Familiarity with modern UI frameworks * Experience of liaising directly with front office users in sales or trading Experience with data science and visualization Experience in developing models and tools for pricing, analysis, and risk management. Market/product knowledge in one or more asset classes.
Contact Detail:
Selby Jennings Recruiting Team