Quant jobs / Barclays

Quantitative Finance Associate – Off-Cycle Internship 2027

A 3-6 month internship embedded in a quant team across markets quant analytics, risk quant analytics or electronic trading. Interns work on algorithmic strategies, models and analytics tools.

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.

Work on an algorithmic trading, model or analytics project in one of three teams
Write Python, C++ or Java for research and tooling
Analyse trading or risk data and report findings
Use AI tools to speed up coding and analysis
Learn how the desk or risk team uses your work

What they ask for

Required

Master's or higher (or final year) in a technical subject
Strong programming (Python, C++ or Java)
Problem-solving
Communication
Collaboration

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

How to prepare

Build a simple backtest of a trading signal in Python
Learn how electronic market making and execution work
Practise coding problems in Python and C++
Revise statistics and stochastic calculus
Read a primer on market risk measures

What to study

The Quantitative Researcher 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.