Updated 23 May 2020
(see also Quantitative Analytics Interview Questions)
The Barclays Capital Quantitative Analytics group works closely with all business areas of the firm. The group propose solutions to pricing and risk issues and are responsible for the research, development and implementation of quantitative models across all Global Markets asset classes (Interest Rates, Equity, Foreign Exchange, Commodities, Emerging Markets and DCRM).
The group also ensures consistency across the businesses facilitating multi-asset and hybrid products. Located on the trading floors in London, Paris, Singapore, Hong Kong, Tokyo and New York, this group provides solutions for the whole of Barclays Capital globally.
Quantitative Analytics is an intensely mathematical role. Trainees are required to have a mathematical background (mathematics or physics to degree level). Logical thinking, problem solving, mathematical and programming are all essential skills. You may develop and maintain models and communicate with traders, for whom you provide quantitative support and you need the flexibility to work alone as well as in a team.
Employees in Quantitative Analysis may implement models in C++, VBA or interact with traders and structurers on pricing and risk management solutions.