Quantitative Developer (Omega)
Barclays
Prague, Czech Republic
před 6 dny

ob Title

Quantitative Developer (Omega)

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 :

  • Models for trading book and banking book analytics
  • Functionality for risk, finance and treasury regulatory modelling
  • 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 an interest in finance to learn 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 principles
  • Experience at testing code and financial models
  • Experience at documenting code and financial models
  • Experience developing in a shared codebase with multiple developers
  • Excellent written and verbal communication in English
  • Desirable skills / Preferred Qualifications :
  • o Masters Degree or PhD

    o Multi-platform development (Windows, Linux)

    o Functional languages experience

    Where will you be working?

    With 120 thousands of employees and over 326 years of tradition, we are one of the largest banking company in the world.

    Over the years, we have come up with many revolutionary ideas that changed the way people think about their finances; whether it was the first credit card issued in Great Britain or the first ATM machine, we have always been trying to push the banking business a little further.

    Our Prague office is part of the Operations and Technology Division, and as such, we try our best to stay at the top of our technological game.

    However, the technology itself is not the most important thing. What matters the most to us is the way our ingenuity can help provide better service to our customers and make life easier for our employees.

    Interested and want to know more about Barclays? Visit for more details.

    Our Values

    Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues.

    Simply put, success is not just about what you achieve, but about how you achieve it.

    Our Diversity

    We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.

    Our Benefits

    Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances.

    These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be.

    We are proud of our dynamic working options for colleagues. If you have a need for flexibility then please discuss this with

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