Quant Developer
Join Our Team as a Quant Developer!
Location: London
Contract Length: 6 months
Employment Type: PAYE only
Why This Role Matters
We’ve embarked on an exciting journey to rebuild our core quantitative engine into a high-performance, next-generation library. While most calculations have been migrated, we need your expertise to help us cross the finish line!
If you’re a talented C++ Developer who thrives on clean architecture, algorithmic precision, and high-performance code, we want you on our team!
Your Key Responsibilities
- Bridge the Gap: Migrate residual logic from our legacy library into the new, high-performance C++ engine.
- Build for Tomorrow: Ensure the new code is clean, adaptable, and optimized for future enhancements.
- Protect Precision: Reconcile mathematical formulas to ensure numerical outcomes are consistent or better than the original library.
- Scale Up: Collaborate with IT colleagues to test performance, scalability, and ensure seamless delivery into production.
What You Bring to the Table
- Core C++ Skills: Strong experience with C++ (C++17).
- Large Codebases: Comfortable working in large, shared environments with a robust team of developers.
- The Ecosystem: Familiarity with Python (for testing and validation), Git for source control, and CodeView.
- The Math: Ability to understand and reconcile complex mathematical formulas and financial algorithms.
- The Domain: Solid background in Fixed Income (Rates, Bonds, Credit, Inflation, XVA, Derivatives, or Cash Flows).
About Barclays
Barclays is a British universal bank, diversified by business, customer types, and geography. Our operations include consumer banking and payments worldwide, alongside a top-tier global corporate and investment bank, all supported by a service company that provides technology, operations, and functional services across the Group.
Our Values
At Barclays, our actions are guided by five core values: Respect, Integrity, Service, Excellence, and Stewardship. These values shape our relationships with customers and clients, and they also influence how we measure and reward our colleagues. Success is not just about what you achieve, but how you achieve it.
Diversity and Inclusion
We aim to create a culture where individuals from all backgrounds feel confident bringing their whole selves to work. We nurture talents and empower everyone to contribute fully to Barclays' vision and goals.
Hybrid Working Environment
Barclays is in the early stages of implementing a hybrid working model, allowing colleagues to balance their time between home and the office. Depending on your team, this typically means spending 20% to 60% of your time in the office, with flexibility to adapt based on personal circumstances.
Your Benefits
As a contract employee of Randstad Sourceright, you’ll enjoy a wide range of financial and personal benefits, including:
- Enrollment in a pension plan (after 12 weeks on assignment)
- Holiday pay
- 24/7 access to an Employee Assistance Programme for support with home or work-related issues
- Discounts at numerous high street shops, restaurants, and entertainment venues
Ready to make an impact? Join us and help shape the future of our quantitative engine!