Description
We are seeking a Credit Quantitative Developer to join our team at Barclays in Prague.
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.
Assistant Vice President Expectations
- Advise and influence decision making, contribute to policy development, and take responsibility for operational effectiveness.
- Lead a team performing complex tasks, using well-developed professional knowledge and skills to deliver on work that impacts the whole business function.
- Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives, and determination of reward outcomes.
Requirements
- Extensive proficiency in modern C++
- Significant analytical and numerical skills
- Good written and verbal communication in English
Nice to Have
- Considerable proficiency in Python
- Basic understanding of mathematical finance
- Experience of CICD workflows in a large, complex codebase
Salary Information
- Entry Salary: Kč 1,000,000.00
- Upper Salary: Kč 1,700,000.00