Quant Developer – Markets
London
As a Barclays Quant Developer – Markets, you will be working with the Functional Pay-out Framework (FPF). This provides a language to define payoffs for exotic derivatives and strategy trades. FPF separates the generic payoff definition from the trade specific economics and provides a wide set of APIs to assist with pricing, documentation generation, life-cycling, analysis, and reporting.
Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality, and innovation behind us. We offer careers that provide endless opportunity – helping millions of individuals and businesses thrive and creating financial and digital solutions that the world now takes for granted.
We are 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. We’re 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. We also have a flexible working process where, subject to business needs, all colleagues globally can request work patterns to reflect their personal circumstances. Please discuss the detail of the working pattern options for the role with the hiring manager.
What will you be doing?
• Being a key Member of the FPF Core Team
- Assisting with the development, delivery, and integration and use by the business and IT teams, of the FPF languages and tooling
- Coordinating and driving payoff script development and migration to Lucid
- Working and engaging with the team lead
- Providing an interface to payoff script development for the business, control groups and IT deployment and support teams
- Helping to shape the language and core tooling to meet scripting demands
What we’re looking for:
• Someone who is passionate about solving problems and delivering value
- Communicative and collaborative, as well as eager to learn
- Efficient and focused attitude
- Able to see bigger picture and pay attention to detail
Skills that will help you in the role:
• Knowledge of Financial valuation concepts and terms
- Familiarity with Program performance
- Technical capability to use Python, Lua, Excel
- Good grasp of functional programming concepts can write code to be read. Effective testing and basic knowledge of exotic and strategy instruments
Where will you be working?
In the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as a gym, staff restaurant and deli bar, and is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to none with a real buzz being created around the offices within.
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