Barclays is an international financial services provider engaged in personal banking, credit cards, corporate and investment banking and wealth management with an extensive presence in Europe, the Americas, Africa and Asia. Barclays' purpose is to help people achieve their ambitions - in the right way.
With over 300 years of history and expertise in banking, Barclays operates in over 50 countries and employs approximately 140,000 people. Barclays moves, lends, invests and protects money for customers and clients worldwide. At Barclays, we recruit based on merit and are committed to promoting diversity throughout our organization.
About FPF in QA Equities and EFS
The Functional Payout Framework (FPF) provides a language to define payoffs for exotic derivatives and strategy trades. FPF separates the generic payoff definition from the trade specific economics and provides a wide set of APIs to support pricing, documentation, life-cycling, analysis and reporting.
As the foundation of the EFS booking, pricing, risking and reporting stack, FPF underlies systems used globally by Trading, Middle Office, Sales, Structuring and directly by our clients, and it powers reports to control groups and regulators. FPF Lucid is the new generation of FPF and is part of a wider initiative to deliver highly efficient Monte Carlo pricing, using GPU, achieving game changing performance advantages. Lucid has been designed from the ground up to be asset class, pricing model and computation model independent.
About Quantitative Analytics
The Global Quantitative Analytics group (QA) is responsible for the research, development and implementation of quantitative models across all asset classes (Interest Rates, Credit, Equity, Foreign Exchange, Commodities, Emerging Markets and Counterparty Risk).
QA's mission is to generate revenue for Barclays by providing the pricing and risk management solutions and advice needed for trading, structuring and sales to close derivative trades, risk manage them on a sustainable basis, and take strategic positions on derivatives. We are an equal opportunity employer and we are opposed to discrimination on any grounds.
Overall purpose of role Develop the FPF languages and tooling as part of the FPF Core Team. Delivery focussed and business value driven Build robust, efficient, maintainable code, evolving the existing codebase safely and thoughtfully Support the business and IT teams in their use of FPF Responsive and helpful Collaborative attitude and approach
Key Accountabilities Incrementally deliver FPF and Lucid functionality Clarify and understand requirements and help to define solutions Develop in Haskell, test and release Write FPF scripts in response to requests from the business (the Rapid Response rota) Provide user support (the Support Rota) and assist in operations such as migrations and reporting Be a good FPF Core Team citizen Communicate plans, ideas and problems clearly Listen and take on board input from other team members Help to look after and improve the codebase Contribute to process and tool improvement
Stakeholder Management and Leadership
FPF Core Team:
As a senior team member, help to guide and develop more junior colleagues
QA Central and EFS IT: Liaise and collaborate
Front Office, Middle Office and control groups:
Understand context and requirements and provide tooling and support.
Decision-making and Problem Solving
This is a highly technical and specialised role developing domain specific languages, compilers and analysis tooling using functional programming in Haskell. The work calls for application of a wide range of Mathematical, Computer Science and Software Engineering theory, practices and techniques - including Mathematical Logic, Type Theory, Computational Complexity Theory, Parallel Computing, Interprocedural Optimisation and some Category Theory.
Risk and Control Objective
Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.
Person Specification Characteristics Mandatory Passionate about programming Communicative - keen to pass on knowledge and skills Eager to learn Careful and risk aware Able to see big picture and pay attention to detail Efficient Focused Team player
Skills Mandatory Strong, mature programming skills Focused communication - both verbal and written Understands Functional paradigm rites code to be read Able to work on complex code Able to test effectively Able to learn
Desirable Haskell Finance Program performance
Experience Mandatory Personal Haskell (or similar) development Commercial development role
Desirable Commercial Haskell development Finance Worked on a large codebase Language development Developed in a large organisation
Our common purpose is to help people achieve their ambitions - in the right way. We'll measure and reward our people, not just on commercial results, but on how they live our Values of Respect, Integrity, Service, Excellence and Stewardship and bring them to life every day. To find out more about working at Barclays and the development opportunities we offer please visit our website
We are an equal opportunity employer and we are opposed to discrimination on any grounds. Salary: . Date posted: 08/10/2016
There is no need to provide bank account details or payment to any person or organisation when applying for vacancies. If these details are requested for any vacancy you see with us, please report it to us via our contact page.
Apply above for Senior Quant Developer - Haskell jobs in London.