Quant jobs / Barclays

Credit Quantitative Developer

A C++-heavy quant developer role in the credit quant team of Barclays' investment bank. It supports the pricing and risk analytics used by credit trading.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Write and optimise modern C++ code in the credit analytics library
Add Python wrappers and test tooling around models
Maintain CI pipelines for a large shared codebase
Pick up the maths of credit derivatives alongside quants
Support desk and risk users who run the analytics

What they ask for

Required

Modern C++
Strong analytical and numerical skills
Written and spoken English

Preferred

Python
Basic mathematical finance
CI/CD in a large codebase

Education: Not stated
Experience: Solid C++ experience; level not given
Languages and tools: C++
Python
Markets: credit

How to prepare

Write idiomatic C++17/20 with templates and tests
Build a CDS pricer from hazard rates
Learn numerical methods such as root finding and interpolation
Set up a CI pipeline for a C++ project
Read an introduction to credit derivatives

What to study

The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Barclays’s site before applying: requirements, location and pay can change after we check them.

View the posting on Barclays’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Barclays and doesn’t handle applications.