Job description

Requirements

  • Entry level
  • No Education
  • Salary to negotiate
  • Prague

Description

Quantitative Developer (Omega) - 90223387
Primary Location:Czech Republic-CZ-Prague-Prague
Job Type:Permanent/Regular
Posting Range:19 Feb 2019 - Ongoing
Description
 
Job Title

Quantitative Developer (Omega)
 
Location

Prague, Czech Republic

Quantitative Analytics (QA) is a global organisation of highly specialized quantitative modellers and developers. QA is led by Marco Naldi, who is a member of Risk Exco.
QA is responsible for developing, testing, implementing and supporting quantitative models for valuation and risk management of traded assets, regulatory and economic capital, impairments, fraud detection, asset-liability management, operational risk, net revenue and balance sheet forecasting, and stress testing across Barclays Group.
 
The team is responsible for:
• Design, development and maintenance of modelling libraries and frameworks.
• Architecture for model integration with technology systems.
• Adoption of new technologies – e.g. AAD, vectorisation, GPUs, Xeon Phi, SIMD etc.
• Consistency, sharing & de-duplication of analytics across all modelling teams in QA.
The Omega Architecture sub-team is responsible for delivering:
• Support and design advice for trading book and banking book analytics
• Support for risk, finance and treasury regulatory modeling
• A robust & lean development framework for the library
• Data driven interface utilities to aid developers
• Product, model, risk factor, market data and other taxonomies
• Coordinating development of systems of models across teams, either within QA or other modelling groups
 
What will you be doing?
 

The Quantitative Developer will work within Omega, Barclays’ new strategic analytics library.  Omega uses modern development techniques, hardware and analytics.  It is being integrated into bank systems and replaces the existing library built over 15 years.  This role is within the Central team, which helps business focused quant teams within QA to develop Omega analytics.
The successful candidate will be involved in writing and supporting code in a variety of languages, the most important of which is C++. As an enterprise software product Omega requires a high degree of technical expertise. Problems such as the evolution of interfaces, data storage and message passing formats, support for clients using multiple development languages are a key part of the domain. These still require to be addressed within the specific requirements of a quantitative financial library. This role is an excellent opportunity for a strong technical developer with some financial analytics knowledge and an interest to develop those skills on the job while providing important deliveries to a key project of the Quantitative Analytics team.
The role does not have any direct reports.
• Key Accountabilities
o Design, build and support core technological components of Omega
o Responsible for communicating code design clearly to others
o Maintenance and ongoing improvement of the code base and related tooling
o Upholding standards consistently and proactively throughout the library
o Testing and documentation
o Developing and supporting tools and techniques that assist colleagues developing in Omega
o Responsible for delivering Omega to IT for integration into new systems in the bank
 
 
• Stakeholder Management and Leadership
o Interaction with colleagues in QA, Risk, IT and Front Office.
o Strong communication skills especially of technical detail
• Decision-making and Problem Solving
o Methodical aptitude for problem solving
o Keen and able to learn quickly
o Able to adapt to change and work in a fast changing environment
o Able to work independently and within a team
 
 
What we’re looking for:

• No more than four bullet points communicating essential skills and experience
• Each bullet to be no longer than two lines
• Content to be in priority order
• Be sure to cover:
o Essential qualifications (or equivalent)
o Essential behaviours
Skills that will help you in the role:
• Essential Skills/Basic Qualifications:
• Bachelors Degree in Computer Science, Maths, Physics, Chemistry or Engineering from a top school.
• In depth C++ knowledge
• Significant Quant library experience and detailed knowledge of models in one or more asset classes
• Experience at bringing new models or analytics into production
• Software engineering techniques and strong design

About the company

Barclays moves, lends, invests and protects money for 48 million customers and clients worldwide.

We have over 325 years of history and expertise in banking. From our beginnings in Lombard Street, London through to the launch of the world’s first ATM and innovative mobile phone payments services, find out more about our achievements to date.

Barclays is a trading name of Barclays Bank PLC and its subsidiaries. Barclays Bank PLC is registered in England and is authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority. Registered in England. Registered No. 1026167. Registered office: 1 Churchill Place, London E14 5HP.

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