Quant Developer

Quant Developer

Location: London

Length: 6 months

PAYE only

We’ve rebuilt our core quantitative engine from the ground up into a high-performance, next-generation library. Most of the calculations are migrated, but we need your help to cross the finish line.

If you are a sharp C++ Developer who loves clean architecture, algorithmic precision, and high-performance code, we want you on the team.

• Bridge the Gap: Migrate the residual logic from our legacy library into the new, high-performance C++ engine.
• Build for Tomorrow: Ensure the new code isn't just a copy—it must be clean, adaptable, and optimized for future enhancements.
• Protect Precision: Reconcile mathematical formulas to guarantee numerical outcomes are perfectly consistent (or better) than the original library.
• Scale Up: Partner with IT colleagues to test performance, scalability, and seamless delivery into production.

• Core C++: 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 (used for testing and validation), Git for source control, and Code View.
• 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).

Barclays is currently in the early stages of implementing a hybrid working environment, which means that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Barclays is flexible on how this works and it may continue to change and evolve. Depending on your team, typically this means that colleagues spend a minimum of between 20% to 60% of their time in the office, which could be over a week, a month or a quarter.

However, some colleagues may choose to spend more time in the office over a typical period than their role type requires. Barclays also has a flexible working process where, subject to business needs, all colleagues globally are able to request work patterns to reflect their personal circumstances.

As a contract employee of Randstad Sourceright, you’ll receive a wide range of financial and personal benefits. There’s enrolment in a pension plan (after 12 weeks on assignment) and holiday pay. You’ll also get 24/7 access to an Employee Assistance Programme, designed to help you deal with any problems that could be affecting your home or work life. Plus, there’s discounts at heaps of high street shops, restaurants and entertainment - from Asda to Zizzi Italian restaurants.