Quantitative Developer

Quantitative Developer / Senior Engineer

Location: London

Length: 6 Months 

PAYE only

Hybrid role with 2 days in the office 

Overall purpose of the role

Barclays are looking for a Quantitative Developer to join our internal Pre trade Pricing team. We are looking for someone with Python skills and experience plus any C++ skills would be advantageous. Awareness of Fixed Income and FX businesses will really help in this position as you will be working closely with both desks. The ideal candidate will have worked on risk systems in the past and have an awareness of Bonds. The role will involve risk and pricing, so knowledge in this area would be desirable. 

Key Accountabilities:

• Review of the flow of BFR’s internal component architecture 

• Establish the most efficient way to re-use the intraday components coupled whilst invoking the EOD BOR API for risk calculations.

• Ensuring that software designs are well documented and shared appropriately across the whole team

• Ensuring high code quality and unit test coverage

• Driving continuous improvement of processes

• Regular and frequent reporting on progress

• Ensuring adherence to technical standards & SDLC including quality measures

Key Skills:

• Python experience and experience using C++ coding

• Background working in Finance, or other area with a significant focus on numerical data, particularly risk. 

• Understanding of the calculation of Greeks for either of products : Interest Rate Swaps, FX Swaps, FX Options (or other option products), Bonds, Futures

• Experience and knowledge of Agile project management principals and practice including use of Jira, as well as Dev Ops technologies such as TeamCity and GIT.

• Knowledge of messaging technologies such as Solace, databases and data grids.

About Barclays

Barclays is a British universal bank. It is diversified by business, by different types of customers and clients, and by geography. Barclays businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by its service company which provides technology, operations and functional services across the Group.

Values

Everything Barclays does is shaped by its five values of Respect, Integrity, Service, Excellence and Stewardship. The Barclays values inform the foundations of its relationships with customers and clients, but they also shape how Barclays measures and rewards the performance of colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.

Diversity

Barclays aims to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to Barclays vision and goals.

Hybrid Working

Barclays is currently in the early stages of implementing a hybrid working environment, which means that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Barclays is flexible on how this works and it may continue to change and evolve. Depending on your team, typically this means that colleagues spend a minimum of between 20% to 60% of their time in the office, which could be over a week, a month or a quarter. However, some colleagues may choose to spend more time in the office over a typical period than their role type requires. Barclays also has a flexible working process where, subject to business needs, all colleagues globally are able to request work patterns to reflect their personal circumstances

Your Benefits

As a contract employee of Randstad Sourceright, you’ll receive a wide range of financial and personal benefits. There’s enrolment in a pension plan (after 12 weeks on assignment) and holiday pay. You’ll also get 24/7 access to an Employee Assistance Programme, designed to help you deal with any problems that could be affecting your home or work life. Plus, there’s discounts at heaps of high street shops, restaurants and entertainment - from Asda to Zizzi Italian restaurants.