- Entry level
- No Education
- Salary to negotiate
Quantitative Developer (QA Central) - 90229940
Primary Location:Czech Republic-CZ-Prague-Prague
Posting Range:28 Mar 2019 - Ongoing
Quantitative Developer (QA Central)
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 QA Central team is responsible for the support, development and delivery of models for the wider QA group. QA Central supports asset class teams within QA, particularly with regard to Omega (our new strategic analytics library), Torus (our library-agnostic engine for accessing analytics), overall QA Infrastructure, and the Python Platform and Desktop Delivery.
Within QACentral, the Python Platform and Desktop Delivery team is responsible for:
• Improving the common Python platform and tooling, integration with AWS, Beacon, Hypercube and other Python technologies. Design, development and maintenance of modelling libraries and frameworks.
• Supporting the development of QA’s Python libraries, such as MRE (Market Risk Engine), QRS (Quantitative Risk Services) and QAROSTPy (Rates Options and Structured Rates).
• Supporting a common data science platform and tooling for QA Trading/Risk teams.
What will you be doing?
• Overall purpose of role
o The Quantitative Developer will work in the Python Platform and Desktop Delivery team within QA Central. This is a recently created team responsible for enabling QA to deliver the bank’s quantitative analytics directly to the desktop environment. In addition to pricing and risk, this will enable users to enhance raw analytics with features such as data science and research, backtesting, and visualisation. While the analytics libraries are written in C++, the primary language for Desktop Delivery is python and our delivery mechanisms will include Beacon and Amazon Web Services, in addition to existing in-house infrastructure.
o The Quantitative Developer will be responsible for development of platform technology and libraries required for Desktop Delivery, primarily using python. Within QA Central, our colleagues in QA Infrastructure (based primarily in Prague) are responsible for designing and supporting the overall technology base for QA. As part of the role, the Quantitative Developer will work closely with QA Infrastructure, developing a thorough understanding of the infrastructure design and processes required for Desktop Delivery. Accordingly, the successful candidate will need solid experience of Quant Analytics technology in an Infrastructure/DevOps team.
o The candidate should be able to take a problem, break it into solvable tasks and discover solutions, interacting with the immediate team and other teams within QA and IT to carry out those tasks. The candidate will need to have good communication skills and ability to collaborate and solve problems. The candidate will also need to support and solve end user problems.
• Key Accountabilities
o Python Platform & Desktop Delivery design, development, testing and maintenance.
o Responsibility for communication of code and platform design to others teams inside and outside QA.
o Close consultation with QA Infrastructure team, development of a thorough understanding of how QA Infrastructure team enables QA to deliver analytics, and ability to explain this to colleagues.
o Reviewing other’s work and upholding standards consistently and proactively throughout the library.
o Testing and documentation
• Stakeholder Management and Leadership
o The Role Involves:
o Close interaction with immediate colleagues, colleagues within QA Infrastructure, and the rest of QA.
o Interaction with stakeholders in Risk, IT and Front Office.
o Excellent spoken and written communication skills in English
o An ability to listen to others and to frame responses at the appropriate level of detail
What we’re looking for:
• Bachelors Degree in Computer Science, Maths, Physics, Chemistry or Engineering from a top school.
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.