Credit Quantitative Developer

About the role

Barclays is looking for a Credit Quantitative Developer to join its Prague office. The role provides quantitative and analytical expertise to support trading strategies, risk management and decision-making in investment banking, applying quantitative analysis, mathematical modelling and technology to optimise trading and investment opportunities. It is an Assistant Vice President level position with hybrid working.

Key responsibilities

• Develop and implement quantitative models and strategies to gain insight into market trends and optimise trading decisions, pricing and risk management across financial products and markets.
• Work closely with sales teams to identify client needs and develop customised solutions.
• Carry out in-depth research, data analysis and statistical modelling to understand market trends, pricing and risk dynamics.
• Maintain analytical libraries and provide front-office infrastructure support.
• Share expertise on quantitative methodologies, technological advances and industry best practices.
• Advise on decision-making, contribute to policy development and lead a team or collaborative assignments, coaching staff and setting objectives.
• Identify and mitigate risks, strengthen controls and develop new policies and procedures.
• Analyse complex data from internal and external sources and communicate complex information to stakeholders.

Required profile

• Extensive proficiency in modern C++.
• Significant analytical and numerical skills.
• Good written and verbal communication in English.
• Other highly valued skills: considerable proficiency in Python, basic understanding of mathematical finance, experience of CI/CD workflows in a large, complex codebase.
• Eligible for an incentive award.

What we offer

• Annual full-time equivalent base salary range of CZK 1,000,000 to CZK 1,700,000, depending on responsibility and experience.
• Country-specific benefits and eligibility for an incentive award.
• Hybrid working arrangement.