Quantitative Analyst Equities and Hybrid

Responsibilities

• Develop and maintain pricing and risk models for equity derivatives.
• Implement models using C++, Python, or proprietary libraries for front-office desks.
• Calibrate models to market data and perform quantitative analyses to support trading strategies.
• Collaborate with traders, structurers, and risk managers to deliver robust analytical tools and pricing solutions.
• Ensure model governance compliance, including documentation and validation support.
• Conduct scenario analysis and stress testing for complex structured products.
• Provide front office infrastructure support through the ownership and maintenance of analytical libraries.

Requirements

• MSc or PhD in a quantitative field such as Mathematics, Physics, Financial Engineering, or Computer Science.
• Strong programming skills in C++ or Python.
• Deep understanding of stochastic calculus, numerical methods, and derivatives pricing.
• Experience with equity derivatives (vanilla and exotics).

Preferred Qualifications

• Experience with hybrid products.
• Familiarity with market data sources such as Bloomberg or Reuters.
• Previous experience in an equity front-office quant role or equity model valuation team.
• Ability to explain complex mathematical models to non-technical stakeholders.

About the Company

Barclays is a leading international financial institution. Our employees are self-disciplined, hardworking, and collaborative, driven by our core values of Respect, Integrity, Service, Excellence, and Stewardship.