Quant jobs / Barclays

Rates Structuring AVP

A structuring-and-strats role supporting the rates, FX and hybrid desks with pricing code, risk and PnL tools. It works with onshore trading, structuring, sales and quants.

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.

Build Python tools that price structured rates and FX products
Create risk and PnL dashboards for the trading desk
Backtest relative-value and trade ideas for the desk
Support structured product lifecycle, risk and sensitivities
Present analysis to traders, structurers and sales

What they ask for

Required

Rates and FX derivatives (swaps, options, cross-currency swaps)
Python with pandas and NumPy
Quantitative and statistical skills
Experience in structuring, trading, strats or risk
Communication
Bachelor's or Master's in a quantitative field

Preferred

Dash or Plotly dashboards
Portfolio optimisation and trade compression
Market data APIs and software engineering practice
CFA or FRM progress

Education: Bachelor's or Master's in finance, maths, engineering, CS, physics or similar
Experience: Relevant markets experience preferred; strong recent graduates with internships considered
Languages and tools: Python
pandas
NumPy
Plotly
Dash
Markets: fixed-income, fx

How to prepare

Price a vanilla swap and a swaption in Python
Build a risk and PnL dashboard with Plotly Dash
Backtest a simple rates relative-value idea
Learn cross-currency basis and FX forward mechanics
Read about structured product payoffs

What to study

The Rates 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.