Jobs · Analyst · New York

Rates Quantitative Analyst -VP

Barclays · New York, NY · 1 mo ago
Analyst$150k/yrFull-time
We need to output HTML fragment with sections: About the role? The posting includes description. We'll parse. We need headings:

for section headings like About the role, Responsibilities, Requirements, Qualifications, Skills, Benefits, Pay, Schedule. We must include sections only if posting has real specific content. We have content: description of role, responsibilities, requirements, qualifications, skills, pay (salary range), location (NY). No explicit benefits or schedule. So we should not create Benefits or Schedule sections. We need to include Pay section because salary info given: Minimum Salary: $150,000 Maximum Salary: $225,000. So Pay section. We need About the role: maybe a paragraph summarizing purpose. Responsibilities: list of duties. Requirements/Qualifications: maybe combine? The posting lists "To be successful as a Rates Quantitative Analyst -VP, you should have:" then bullet list of required skills. Also "Some Other Highly Valued Skills May Include" etc. Also "Relevant experience in US rates markets..." etc. Also "You may be assessed on the key critical skills..." etc. Also "Purpose of the role" and "Accountabilities". Also "Vice President Expectations". That's a lot. We need to decide sections: About the role (purpose). Responsibilities (accountabilities). Requirements (mandatory skills). Qualifications (maybe education? Not given). Skills (other highly valued skills). Pay (salary). Possibly also "Location" but not a heading; we can embed in a paragraph. We must not repeat job title as heading. No Job ID. We must remove boilerplate: cookie/navigation/legal/EEO etc. Not present. We must preserve all substantive info; not invent. We need to output only HTML fragment. Let's extract content. First, opening paragraph: "Join Barclays as a Rates Quantitative Analyst -VP. At Barclays, our vision is clear - to redefine the future of banking and help craft innovative solutions. In this role, you will design, implement, and support advanced stochastic interest-rate models used for pricing and risk management of vanilla and exotic rate derivatives. This role partners closely with trading, structuring, and sales teams to deliver quantitative insights that directly support revenue generation and trading strategies. You will contribute to global structured rates capabilities through innovation in modeling, analytics, and implementation." That's about role. Purpose of the role: "To 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 optimise trading and investment opportunities." Accountabilities: list bullet points. Let's extract accountabilities bullet points: - Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets. - Working closely with sales teams to identify clients' needs and develop customised solutions. - In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics. - Provide front office infrastructure support though ownership and maintenance of analytical libraries. - Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment. Then Vice President Expectations: a long paragraph about leadership expectations. Could be considered responsibilities as well. Might be part of responsibilities or separate section? Could be included under Responsibilities as well. But we need to avoid too many thin sections. Perhaps combine Responsibilities and VP Expectations into one Responsibilities section. Requirements: "To be successful as a Rates Quantitative Analyst -VP, you should have:" then bullet list: - Stochastic interest-rate modeling for options, exotics, and structured rates products - Expertise in curve construction, volatility surface calibration and modeling (e.g., SABR/ZABR), and multi-factor short-rate models for exotic products - Programming skills in C++ and Python for quantitative finance applications - Numerical methods, nonlinear analytics, and production-grade library development - Quantitative risk management and pricing within front‑office environments - Deep technical expertise in quantitative methods, mathematical modeling, and computational problem-solving Then "Some Other Highly Valued Skills May Include" bullet list: - Stakeholder management and collaboration across front‑office functions - Clear written and verbal communication for technical and non-technical audiences - Thought leadership, intellectual curiosity, and creative problem-solving - Ability to translate complex quantitative concepts into business impact - Exposure to the municipal derivatives market is a plus - Relevant experience in US rates markets, including swaps, swaptions, caps/floors, and CMS products. - Knowledge of BMA/SIFMA indices and Total Return Swaps is an added advantage Then "You may be assessed on the key critical skills relevant for success in this role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills." That could be part of Skills or Requirements? It's more about assessment criteria; could be included under Skills. Location: "This role is located in New York, NY." Pay: "Minimum Salary: $150,000 Maximum Salary: $225,000 The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available." We'll create Pay section with that info. We must not create Benefits or Schedule sections. Now produce HTML:

About the role

Join Barclays as a Rates Quantitative Analyst -VP. At Barclays, our vision is clear - to redefine the future of banking and help craft innovative solutions. In this role, you will design, implement, and support advanced stochastic interest-rate models used for pricing and risk management of vanilla and exotic rate derivatives. This role partners closely with trading, structuring, and sales teams to deliver quantitative insights that directly support revenue generation and trading strategies. You will contribute to global structured rates capabilities through innovation in modeling, analytics, and implementation. To 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 optimise trading and investment opportunities.

But we might split purpose into its own paragraph. Better: About the role paragraph includes first part; then a separate

for purpose. But we can combine. Now Responsibilities:

Responsibilities

  • Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets.
  • Working closely with sales teams to identify clients' needs and develop customised solutions.
  • In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics.
  • Provide front office infrastructure support though ownership and maintenance of analytical libraries.
  • Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment.
  • Contribute or set strategy, drive requirements and make recommendations for change; plan resources, budgets, and policies; manage and maintain policies/processes; deliver continuous improvements and escalate breaches of policies/procedures.
  • If managing a team, define jobs and responsibilities, plan for the department’s future needs and operations, counsel employees on performance and contribute to employee pay decisions/changes.
  • Lead a number of specialists to influence the operations of a department, in alignment with strategic as well as tactical priorities, while balancing short and long term goals and ensuring that budgets and schedules meet corporate requirements.
  • Demonstrate leadership behaviours (L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others) to create an environment for colleagues to thrive and deliver to a consistently excellent standard.
  • Act as a subject matter expert, guide technical direction, lead collaborative multi‑year assignments, train, guide and coach less experienced specialists, and provide information affecting long‑term profits, organisational risks and strategic decisions.
  • Advise key stakeholders, including functional leadership teams and senior management on functional and cross‑functional areas of impact and alignment.
  • Manage and mitigate risks through assessment, in support of the control and governance agenda.
  • Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does.
  • Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business.
  • Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategies.
  • Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives; perform in‑depth analysis with interpretative thinking to define problems and develop innovative solutions.
  • Adopt and include the outcomes of extensive research in problem‑solving processes.
  • Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives, using influencing and negotiating skills to achieve outcomes.
That is a lot but we need to preserve all substantive info. However the VP Expectations section is quite long; we might condense but must not summarize away detail. The instruction: "Preserve ALL substantive information; do NOT invent or summarize away detail." So we need to keep all details, not omit. But we can keep them as bullet points; we must not lose any detail. The VP Expectations includes many sentences; we need to include them all. However we risk making overly long list but it's okay. We need to ensure we didn't miss any detail from VP Expectations. Let's extract the VP Expectations paragraph exactly: "Vice President Expectations To contribute or set strategy, drive requirements and make recommendations for change. Plan resources, budgets, and policies; manage and maintain policies/ processes; deliver continuous improvements and escalate breaches of policies/procedures..If managing a team, they define jobs and responsibilities, planning for the department’s future needs and operations, counselling employees on performance and contributing to employee pay decisions/changes. They may also lead a number of specialists to influence the operations of a department, in alignment with strategic as well as tactical priorities, while balancing short and long term goals and ensuring that budgets and schedules meet corporate requirements..If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others..OR for an individual contributor, they will be a subject matter expert within own discipline and will guide technical direction. They will lead collaborative, multi-year assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will train, guide and coach less experienced specialists and provide information affecting long term profits, organisational risks and strategic decisions..Advise key stakeholders, including functional leadership teams and senior management on functional and cross functional areas of impact and alignment.Manage and mitigate risks through assessment, in support of the control and governance agenda.Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does.Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business.Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategies.Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives. In-depth analysis with interpretative thinking will be required to define problems and develop innovative solutions.Adopt and include the outcomes of extensive research in problem solving processes.Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives, using influencing and negotiating skills to achieve outcomes. All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave."

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