Quant jobs / Barclays

Quantitative Analytics Associate – Off-Cycle Internship 2027

A six-month internship (June to December 2027) in the quant analytics team, working on models for valuation and risk across asset classes. Strong performers may be offered full-time roles.

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.

Apply quantitative techniques to a live business problem
Research and implement a new model or tool
Improve part of the computing or data infrastructure
Present results to business partners
Attend training alongside the project

What they ask for

Required

Postgraduate student graduating Dec 2027 to Jun 2028
Technical degree discipline
Strong programming (Python, C++ or Java)
Clear communication
Collaboration

Preferred

GPA of 3.2 or above

Education: Postgraduate degree in progress in physics, maths, OR, quant finance, economics, statistics, CS or other STEM
Experience: Students; no experience stated
Languages and tools: Python
C++
Java
Markets: multi-asset

How to prepare

Write a Monte Carlo option pricer in Python
Revise probability, stochastic calculus and linear algebra
Practise coding exercises in C++ or Java
Learn basic derivatives and risk concepts
Prepare to explain a past quantitative project

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.