Quantitative Developer

Prague

As a Barclays Quantitative Developer, you will provide organic, quantitative development support for all of QA MIC activities. This is an opportunity to work closely with other QA MIC and QA Developers to build and maintain analytics. The QA MIC team is structured by asset class. It is responsible for 3 main pillars concerning pricing models, across all asset classes: Model review and quality control, Model testing, in particular ongoing performance monitoring (OPM) and Model risk governance.

Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality, and innovation. 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.

At Barclays, we offer a hybrid working experience that blends the positives of working alongside colleagues at our onsite locations, together with working from home. We have a structured approach where colleagues work at an onsite location on fixed, ‘anchor’, days of the week, for a minimum of two days a week or more, as set by the business area (or nearest equivalent if working part-time hours). Please discuss the working pattern requirements for the role you are applying for with the hiring manager. Please note that as we continue to embed our hybrid working environment, we remain in a test and learn phase, which means that working arrangements may be subject to change on reasonable notice to ensure we meet the needs of our business.

What will you be doing?

Implementing independent QA MIC tests within the production libraries, so that they are compatible with and extend the existing test infrastructure

Designing and maintaining a QA MIC unified test framework, to support the aforementioned independent tests against the production libraries

Designing and maintaining a modular QA MIC modelling framework, used primarily for meta-models, and unfrequently for independent implementation

Building tooling and automation for manual, time-consuming tasks (e.g. DB up/downloads to/from JIRA)

Acting as an architect for most platforms being developed by QA MIC

Elaborating and enforcing programming methodologies

Training and supporting other team members in terms of coding practices, including documentation and testing

What we’re looking for:

Solid python skills: architecture, abstraction and OOP, databases, containers, scientific computing, interfaces, graphics, test-driven development, code documentation, etc

Proficient modern C++ (11+)

Familiarity with Git/CI/DevOps development and deployment patterns

Desire to work in quantitative finance and utilize programming skills to develop frameworks, automate processes, and promote high quality production models/code

Skills that will help you in the role:

Basic knowledge of mathematical finance (e.g. Black Scholes, Hull-White, etc).

Basic understanding of numerical computation (optimization, Monte-Carlo, integration, etc).

Basic knowledge of C#, VBA, Excel

Where will you be working?
Our Prague office is based in the financial centre of Prague. We are part of the Operations and Technology Division, and as such, we try our best to stay at the top of our technological game. However, the technology itself is not the most important thing. What matters the most to us is the way our ingenuity can help provide better service to our customers and make life easier for our employees.

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