Rates Quantitative Analyst - Vice President

We are seeking a Rates Quantitative Analyst - Vice President to join our team at Barclays. As a Rates Quantitative Analyst - Vice President, you will design, implement, and support advanced stochastic interest-rate models used for pricing and risk management of vanilla and exotic rate derivatives. This role partners closely with trading, structuring, and sales teams to deliver quantitative insights that directly support revenue generation and trading strategies.

Purpose of the role: The purpose of this role is to provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimise trading and investment opportunities.

Accountabilities:

• Develop and implement quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets.
• Work closely with sales teams to identify clients' needs and develop customised solutions.
• Conduct in-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics.
• Provide front office infrastructure support through ownership and maintenance of analytical libraries.
• Provide expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment.

Vice President Expectations:

• Contribute to 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.
• Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work of your team.
• Demonstrate comprehensive understanding of the organisation's functions to contribute to achieving the goals of the business.

Requirements:

• Stochastic interest-rate modeling for options, exotics, and structured rates products.
• Expertise in curve construction, volatility surface calibration and modeling (e.g., SABR/ZABR), and multi-factor short-rate models for exotic products.
• Programming skills in C++ and Python for quantitative finance applications.
• Numerical methods, nonlinear analytics, and production-grade library development.
• Quantitative risk management and pricing within front-office environments.
• Deep technical expertise in quantitative methods, mathematical modeling, and computational problem-solving.

Preferred Skills:

• Stakeholder management and collaboration across front-office functions.
• Clear written and verbal communication for technical and non-technical audiences.
• Thought leadership, intellectual curiosity, and creative problem-solving.
• Ability to translate complex quantitative concepts into business impact.
• Exposure to the municipal derivatives market.
• Relevant experience in US rates markets, including swaps, swaptions, caps/floors, and CMS products.

Salary Information: The minimum salary for this role is $150,000 and the maximum salary is $225,000.