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About the Role

Barclays seeks a Rates Quantitative Analyst - VP to design, implement, and support advanced stochastic interest-rate models for pricing and risk management of rate derivatives. This role partners closely with trading, structuring, and sales teams to deliver quantitative insights supporting revenue generation and trading strategies, contributing to global structured rates capabilities through innovation in modeling, analytics, and implementation.

Responsibilities

Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets.
Working closely with sales teams to identify clients' needs and develop customised solutions.
In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics.
Provide front office infrastructure support though ownership and maintenance of analytical libraries.
Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment.
Contribute or set strategy, drive requirements and make recommendations for change.
Plan resources, budgets, and policies; manage and maintain policies/ processes; deliver continuous improvements and escalate breaches of policies/procedures.
Advise key stakeholders, including functional leadership teams and senior management on functional and cross functional areas of impact and alignment.
Manage and mitigate risks through assessment, in support of the control and governance agenda.
Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does.
Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business.
Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategies.
Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives.
Adopt and include the outcomes of extensive research in problem solving processes.
Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives, using influencing and negotiating skills to achieve outcomes.

Requirements

Stochastic interest-rate modeling for options, exotics, and structured rates products
Expertise in curve construction, volatility surface calibration and modeling (e.g., SABR/ZABR), and multi-factor short-rate models for exotic products
Programming skills in C++ and Python for quantitative finance applications
Numerical methods, nonlinear analytics, and production-grade library development
Quantitative risk management and pricing within front‑office environments
Deep technical expertise in quantitative methods, mathematical modeling, and computational problem-solving
Stakeholder management and collaboration across front‑office functions
Clear written and verbal communication for technical and non-technical audiences
Thought leadership, intellectual curiosity, and creative problem-solving
Ability to translate complex quantitative concepts into business impact
Exposure to the municipal derivatives market is a plus
Relevant experience in US rates markets, including swaps, swaptions, caps/floors, and CMS products.
Knowledge of BMA/SIFMA indices and Total Return Swaps is an added advantage
Risk and controls
Change and transformation
Business acumen
Strategic thinking
Digital and technology
Job-specific technical skills

Skills

Quantitative analysis
Mathematical modelling
Technology
C++
Python
Numerical methods
Nonlinear analytics
Quantitative risk management
Pricing
Front-office environments
Problem-solving
Stakeholder management
Collaboration
Communication
Thought leadership
Intellectual curiosity
Creative problem-solving
US rates markets
Swaps
Swaptions
Caps/floors
CMS products
BMA/SIFMA indices
Total Return Swaps

Location

New York, NY

Work Type

Full-time

Experience Level

Vice President (VP)

Salary/Compensations

$150,000
$225,000

About the Company

At Barclays, our vision is clear - to redefine the future of banking and help craft innovative solutions.

Equal Opportunity

All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.