Barclays · 15 hours ago
Director, Nonlinear Rates QA Americas Lead
New York, NY
Full-time
Onsite
Mid, Senior Level
$220K/yr - $300K/yr
5+ years expBarclays is seeking a Director for Nonlinear Rates QA in the Americas to lead quantitative analytics efforts in the US. The role involves applying quantitative analysis and mathematical modeling to support trading strategies and risk management within the investment banking domain.
BankingConsumerFinancial ServicesWholesale
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
Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment
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
Barclays is a transatlantic consumer and wholesale bank with global reach, offering products, and services.
10001+ employees
H1B Sponsorship
Barclays has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (621)
2024 (610)
2023 (639)
2022 (720)
2021 (571)
2020 (448)
Funding
Current Stage
Public CompanyTotal Funding
unknown1986-09-09IPO
Leadership Team
Geoffrey Belsher
Chief Executive Officer for Canada
David Morris
Head of Engineering, Colleague Platforms
Recent News
2026-01-22
2026-01-22
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