Rates Strats VP

Join us as a 'Rates Strats VP' at Barclays for supporting critical trading desk initiatives across compression, portfolio optimization and risk analytics. This role combines quantitative analysis, technology and stakeholder management to deliver high impact solutions for the global Macro business.

To be a successful 'Rates Strats VP' candidate will take ownership of established compression and portfolio novation activities while leading strategic technology projects including Risk and PnL dashboards for APAC trading desks. This is a high visibility role with direct exposure to Trading, Quants, Global Strats and Technology leadership.

You may be assessed on the key critical skills relevant for success in role, suits a self-motivated, highly energetic individual who has an interest in rates markets, mathematics and coding. The role offers a great opportunity for the successful candidate to develop their knowledge of and exposure to interest rates, bonds and other derivative products.

Basic / Essential Qualifications

• Understand the Risk system architecture, along with Trading desk Risk mgmt requirements / processes.
• Develop trading view dashboards with enhanced PnL attribution, risk bucketing and risk aggregation.
• Work with the compression team to understand existing processes and innovate new ones.
• Develop an understanding of the various rates products covering swaps, FRAs, swaptions, XCCY and FX; including their trade cycles and their compression processes.
• Pricing analytics and execution support for competitive portfolio auctions.
• Portfolio novation and compression cycle coordination with external vendors (TriOptima / Quantile).
• Trade capture, risk analysis and capital optimization.
• Collaboration with London Strats / Compression desk on existing processes.
• Work closely with colleagues in Trading, Sales, Structuring, Tech and middle office on a range of ad-hoc projects.
• Adherence to control processes around trade booking, verification and reconciliation.

Desirable Skillsets / Good To Have

This role will be based out of Mumbai.

Purpose of the role

To develop and implement structured financial products and solutions to meet the needs of clients and optimize the bank's market exposure and profitability.

Accountabilities

Vice President Expectations

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.

Skills Required

React, Api Development, Portfolio Optimization, Risk Analysis, Python