Role: Quant Developer
Location: London
Length: 6 months
PAYE only
Overall purpose of the role:
We’ve rebuilt our core quantitative engine from the ground up into a high-performance, next-generation library. Most of the calculations are migrated, but we need your help to cross the finish line.
If you are a sharp C++ Developer who loves clean architecture, algorithmic precision, and high-performance code, we want you on the team.
Key Accountabilities:
* Bridge the Gap: Migrate the residual logic from our legacy library into the new, high-performance C++ engine.
* Build for Tomorrow: Ensure the new code isn't just a copy—it must be clean, adaptable, and optimized for future enhancements.
* Protect Precision: Reconcile mathematical formulas to guarantee numerical outcomes are perfectly consistent (or better) than the original library.
* Scale Up: Partner with IT colleagues to test performance, scalability, and seamless delivery into production.
Key Skills:
* Core C++: Strong experience with C++ ( C++17).
* Large Codebases: Comfortable working in large, shared environments with a robust team of developers.
* The Ecosystem: Familiarity with Python (used for testing and validation), Git for source control, and CodeView.
* The Math: Ability to understand and reconcile complex mathematical formulas and financial algorithms.
* The Domain: Solid background in Fixed Income (Rates, Bonds, Credit, Inflation, XVA, Derivatives, or Cash Flows).
About Barclays
Barclays is a British universal bank. It is diversified by business, by different types of customers and clients, and by geography. Barclays businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by its service company which provides technology, operations and functional services across the Group.
Values
Everything Barclays does is shaped by its five values of Respect, Integrity, Service, Excellence and Stewardship. The Barclays values inform the foundations of its relationships with customers and clients, but they also shape how Barclays measures and rewards the performance of colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.
Diversity
Barclays aims to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to Barclays vision and goals.
Hybrid Working
Barclays is currently in the early stages of implementing a hybrid working environment, which means that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Barclays is flexible on how this works and it may continue to change and evolve. Depending on your team, typically this means that colleagues spend a minimum of between 20% to 60% of their time in the office, which could be over a week, a month or a quarter. However, some colleagues may choose to spend more time in the office over a typical period than their role type requires. Barclays also has a flexible working process where, subject to business needs, all colleagues globally are able to request work patterns to reflect their personal circumstances
Your Benefits
As a contract employee of Randstad Sourceright, you’ll receive a wide range of financial and personal benefits. There’s enrolment in a pension plan (after 12 weeks on assignment) and holiday pay. You’ll also get 24/7 access to an Employee Assistance Programme, designed to help you deal with any problems that could be affecting your home or work life. Plus, there’s discounts at heaps of high street shops, restaurants and entertainment - from Asda to Zizzi Italian restaurants.