Quant jobs / Barclays

Quantitative Analytics Associate – Off-Cycle Internship 2027

A 3-6 month internship in the quant analytics group, with exposure to markets quants who build pricing, valuation adjustment and risk models. It is a pipeline for full-time hiring.

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.

Help build or test a pricing or risk model with a markets quant team
Write Python or C++ code for analytics and data tools
Research a modelling question and present results to the team
Improve a piece of computing or data infrastructure
Attend formal training on products and models

What they ask for

Required

Master's or higher (or final year) in a technical subject
Mathematical skills
Programming in C++ or Python
Problem-solving
Fluent English and French

Preferred

Communication and teamwork
German, Italian or Spanish
Interest in capital markets

Education: Postgraduate degree (completed or final year) in physics, maths, quantitative finance, economics, statistics, CS or other STEM
Experience: Students; no experience stated
Languages and tools: C++
Python
Markets: multi-asset

How to prepare

Learn the basics of derivative pricing (Black-Scholes, Monte Carlo)
Write a Monte Carlo pricer in Python and C++
Practise probability and stochastic calculus questions
Brush up French business vocabulary
Read an overview of valuation adjustments (XVA)

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.