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Performance Developer

4 months ago

York North Yorkshire, United Kingdom Barclays UK Full time

The QA MIC team is structured by asset class. It is responsible for 3 main pillars concerning pricing models, across all asset classes: Model review and quality control, Model testing, in particular ongoing performance monitoring (OPM) and Model risk governance.
Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality, and innovation. We offer careers that provide endless opportunity – helping millions of individuals and businesses thrive and creating financial and digital solutions that the world now takes for granted.
At Barclays, we offer a hybrid working experience that blends the positives of working alongside colleagues at our onsite locations, together with working from home. We have a structured approach where colleagues work at an onsite location on fixed, ‘anchor’, days of the week, for a minimum of two days a week or more, as set by the business area (or nearest equivalent if working part-time hours). Please note that as we continue to embed our hybrid working environment, we remain in a test and learn phase, which means that working arrangements may be subject to change on reasonable notice to ensure we meet the needs of our business.
Designing and maintaining a modular QA MIC modelling framework, used primarily for meta-models, and unfrequently for independent implementation
Building tooling and automation for manual, time-consuming tasks (e.g. Training and supporting other team members in terms of coding practices, including documentation and testing
Solid python skills: architecture, abstraction and OOP, databases, containers, scientific computing, interfaces, graphics, test-driven development, code documentation, etc
Proficient modern C++ (11+)
Familiarity with Git/CI/DevOps development and deployment patterns
Desire to work in quantitative finance and utilize programming skills to develop frameworks, automate processes, and promote high quality production models/code
Skills that will help you in the role:
Basic knowledge of C#, VBA, Excel
Our Prague office is based in the financial centre of Prague. We are part of the Operations and Technology Division, and as such, we try our best to stay at the top of our technological game. What matters the most to us is the way our ingenuity can help provide better service to our customers and make life easier for our employees.
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