VP, Global Markets Liquid Financing Quantitative Analyst

About the role

Barclays is looking for a Vice President, Global Markets Liquid Financing Quantitative Analyst to join the QA Prime team within the QA Desk Strategy group. The role supports the Prime Services business by providing quantitative and analytical expertise to trading strategies, risk management and decision-making, applying quantitative analysis, mathematical modelling and technology to optimise trading and investment opportunities.

Key responsibilities

• Develop and implement quantitative models and strategies to gain insight into market trends and optimise trading decisions, pricing and risk management across financial products and markets.
• Work with sales teams to identify client needs and develop customised solutions.
• Carry out in-depth research, data analysis and statistical modelling to understand market trends, pricing and risk dynamics.
• Maintain analytical libraries and provide front-office infrastructure support.
• Share expertise on quantitative methodologies, technological advances and industry best practices.
• Contribute to strategy, plan resources and budgets, manage policies and processes, and advise stakeholders and senior management.
• Manage and mitigate risks, strengthen controls and collaborate with other business areas.
• Support traders with model development, modelling support, market data calibration, desk support and exposure management.

Required profile

• Masters in financial mathematics, PhD in a quantitative field (Mathematics, Physics, Computer Science, Engineering) or equivalent skillset.
• Legal right to work in the UK; visa sponsorship must be declared if applicable.

Required skills

• Working knowledge of linear equity derivatives (index futures, total return swaps on indices/custom baskets/single stocks), equity ETFs, and FX and IR hedges.
• Extensive Python; familiarity with C++ or other object-oriented languages.
• Strong analytical and numerical skills (probabilities, stochastic calculus, integration theory) and practical experience with statistics and data analysis.
• Desirable: Delta 1 pricing, hedging, market making and optimization experience; cross-platform development (Windows/Linux) and workflow automation; data visualization tools such as Jupyter and Dash.