Barclays Investment Bank · 20 hours ago
Director, Nonlinear Rates QA Americas Lead
745 7th Avenue, New York
Full-time
Onsite
Mid, Senior Level
$220K/yr - $300K/yr
5+ years expBarclays Investment Bank is seeking a Director, Nonlinear Rates QA Americas Lead to lead quantitative analytics efforts in the US. The role focuses on providing quantitative and analytical expertise to support trading strategies and risk management, while optimizing trading opportunities across nonlinear rates trading businesses.
BankingFinancial Services
Responsibilities
Management of nonlinear rates quantitative analytics in the US
Development of cutting-edge pricing and risk management models for European and exotic rate derivatives
Working closely with trading stakeholders to optimize trading decisions
Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimize trading and investment opportunities
Working closely with sales and structuring teams to identify clients' needs and develop customized solutions
Provide front office infrastructure support though ownership and maintenance of analytical libraries
Proactively promote innovation and automation
Provide expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment
Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across nonlinear rate products and markets
In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics
Qualification
Required
At least 5 years' experience with rate options / exotics / structured products with a globally respected institution for these markets
Recognized expertise with quantitative analytics for G10 rates options, exotics and structured products
Proven achievements with pricing and risk model development, calibration, implementation and integration, results driven
Stem Master or PhD from a leading institution
Thought leadership, creative problem solving, rigorous approach to modeling
Algorithmic mindset, computational expertise, system awareness, proficiency with C++ and Python
Business orientation and collaborative approach to quant work
Company
Barclays Investment Bank
Barclays Investment Bank offers large corporate clients with strategic advisory, financing, and risk management solutions. It is a sub-organization of Barclays Corporate Banking.
10001+ employees
Funding
Current Stage
Late StageLeadership Team
Richard Lowe
Managing Director Head of London Industry and Central London
S
Sean White
Managing Director
Recent News
2025-12-29
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2025-11-10
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