Quantitative Analytics Desk Strategist Quantitative Analytics Desk Strategist …

in Singapore
Permanent, Full time
Last application, 19 Jan 22
in Singapore
Permanent, Full time
Last application, 19 Jan 22
Quantitative Analytics Desk Strategist
Quantitative Analytics Desk Strategist


As a Quantitative Analytics Desk Strategist, you'll be part of a global group of highly specialised quantitative Modellers and Developers. You will develop, test, implement, and support all quantitative models used for valuation and risk management across all asset classes. Working closely with the business partners, you'll have an important role developing models and tools and performing analysis to help guide business decisions, manage risk, formulate quantitative strategies, and drive revenue generation. You'll support our rates options, structured rates and inflation trading desks and working with other desks located in Singapore, London and New York.

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.

What will you be doing?
  • Maintaining and upgrading existing rates option models that the trading desks use (Black, Short Rate Model, Libor Market Model and SABR)
  • Liaising with rates options trading on issues ranging from risk management, ad-hoc product analysis, production roll-out, desk support and library release
  • Enhancing model management through automation and development of new approaches
  • Helping transition new products offerings on Libor replacement rates
  • Developing and maintaining an open dialogue with internal and external stakeholders on model developments, reviews, implementation, roll-out, maintenance and usage
  • Documenting new models to required standards
  • Providing leadership in project team meetings, guiding participants through actions and achievements and creating clear plans for future actions
  • Having a creative approach to solving problems and managing the commercial impact of delayed decision making
What we're looking for:
  • A post graduate degree in a quantitative discipline such as Mathematics, Statistics, Physics or Engineering
  • Excellent numerical programming ability using C++ and Python
  • Previous exposure to Rates, Credit and/or FX derivative products and models
Skills that will help you in the role:
  • A keen eye for detail with a track record of producing high quality written communications for technical and non-technical audiences
  • Strong stakeholder management skills
  • Experience working on complex projects
  • Able to work in independently and collaborate within a team environment
Where will you be working?

Our office is located in Marina Bay Financial Centre, which has been carefully crafted into a "city in a garden". Overlooking the scenic skyline along the Marina Bay waterfront, the green spaces and rooftop terraces have been designed to optimise employee well-being. The centre provides an integrated live-work-play development, surrounded by shops, restaurants, gyms and an alfresco dining area. Our convenient office location means you're just a 5-minute walk from the nearest MRT station.

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