
Director, Structured rates / Structured notes modeler
at Barclays
Posted 15 hours ago
No clicks
- Compensation
- Not specified
- City
- Singapore
- Country
- Singapore
Currency: Not specified
Senior quantitative role responsible for developing, implementing and integrating interest-rate option, exotic and structured product models to support trading, pricing and risk management. The role requires strong computational skills (C++ and Python), expertise in numerical methods (Monte Carlo, PDE, calibration) and the ability to maintain front-office analytical libraries. You will collaborate closely with sales and trading teams to deliver customised solutions, conduct in-depth research and provide thought leadership across the business. This Director position is based in Singapore and demands strong communication, leadership and stakeholder-influence capabilities.
- Excellence in quantitative modeling for IR options, exotics and structured products
- Exceptional potential / academic credentials: STEM Masters or PhD with tier-1 institutions
- Thought leadership, creative problem solving, rigorous approach to modeling
- Algorithmic mindset, computational expertise, system awareness, proficiency with C++ and Python
- At least 6-7 years of experience with rate options, exotics and structured products with a globally respected institution, of which at least 2 years in Asia
- Proven achievements with the development, implementation and integration of rate option and exotic models, including numerical methods: Monte-Carlo, PDE, optimization / calibration…
- Result driven, business oriented, collaborative approach to quantitative analytics
- Ability to communicate clearly on sophisticated technical topics, and adapt to diverse professional audiences
- Quickly available to work in Singapore
Purpose of the role
To provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimise trading and investment opportunities.
Accountabilities
- Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets.
- Working closely with sales teams to identify clients' needs and develop customised solutions.
- In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics.
- Provide front office infrastructure support though ownership and maintenance of analytical libraries.
- Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment.
Director Expectations
- To manage a business function, providing significant input to function wide strategic initiatives. Contribute to and influence policy and procedures for the function and plan, manage and consult on multiple complex and critical strategic projects, which may be business wide..
- They manage the direction of a large team or sub-function, leading other people managers and embedding a performance culture aligned to the values of the business. Or for an individual contributor, they lead organisation wide projects and act as deep technical expert and thought leader, identifying new ways of working and collaborating cross functionally. They will train, guide and coach less experienced specialists and provide information affecting long term profits, organisational risks and strategic decisions..
- Provide expert advice to senior functional management and committees to influence decisions made outside of own function, offering significant input to function wide strategic initiatives.
- Manage, coordinate and enable resourcing, budgeting and policy creation for a significant sub-function.
- Escalates breaches of policies / procedure appropriately.
- Foster and guide compliance, ensure regulations are observed that relevant processes in place to facilitate adherence.
- Focus on the external environment, regulators, or advocacy groups to both monitor and influence on behalf of Barclays, when appropriate.
- Demonstrate extensive knowledge of how the function integrates with the business division / Group to achieve the overall business objectives.
- Maintain broad and comprehensive knowledge of industry theories and practices within own discipline alongside up-to-date relevant sector / functional knowledge, and insight into external market developments / initiatives.
- Use interpretative thinking and advanced analytical skills to solve problems and design solutions in often complex/ sensitive situations.
- Exercise management authority to make significant decisions and certain strategic decisions or recommendations within own area.
- Negotiate with and influence stakeholders at a senior level both internally and externally.
- Act as principal contact point for key clients and counterparts in other functions/ businesses divisions.
- Mandated as a spokesperson for the function and business division.
All Senior Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others.
All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.




