Analyst -Structured Credit

Role Overview

Join Barclays as a BA4 – Global Markets , supporting Quantitative Investment Strategy (QIS) activities across the APAC region . The role sits at the intersection of structuring, quantitative analytics, and technology, with direct exposure to new product development, back testing , strategy calculation, and automation for QIS products.

You will work closely with QIS Structuring, Trading, and Technology teams , contributing to the build‑out and scaling of robust analytics and automation frameworks—primarily using Python —to support existing strategies and unlock new business opportunities.

Key Responsibilities

• Contribute to new product development initiatives , including back‑testing, scenario analysis, and operational readiness.
• Assist in the implementation and maintenance of quantitative models underpinning systematic strategies across asset classes.
• Ability to write quant rules and codes for QIS strategies internal calculation engine in partnership with Trading and Structuring teams.
• Develop and enhance automated tools and workflows for QIS calculations, monitoring, and controls, with a strong focus on scalability and robustness .
• Ensure data accuracy, auditability, and control discipline across strategy calculations and daily processes.
• Collaborate with global stakeholders across APAC, EMEA, and Technology to support strategy rollout and ongoing optimization.

Key Skills & Experience (Critical)

To be successful in this role, candidates should demonstrate:

1. Strong quantitative background
   • Solid foundation in mathematics, statistics, or financial engineering.
   • Ability to understand and implement systematic strategy logic.
2. Programming & Automation Expertise
   • Hands‑on coding experience, ideally in Python .
   • Experience building analytical tools, scripts, or data pipelines in a market environment.
3. High Attention to Detail
   • Proven ability to work with precision in valuation, reconciliation, and control‑sensitive processes.

Highly Valued / Preferred Skills

• Previous experience in a Global Markets or front‑office aligned environment , preferably within QIS, Structured Products, or Strats .
• Familiarity with QIS Structuring concepts such as:
  • Systematic strategy design
  • Back‑testing and performance attribution
  • Index lifecycle and rebalancing logic
• Strong communication and interpersonal skills , with the ability to interact confidently with Trading, Structuring, and Technology stakeholders.
• Willingness to support Japan market hours , with APAC shift coverage.

Role Requirements

• Basic but sound knowledge of financial markets and instruments .
• Exposure to or strong interest in Quantitative Investment Strategies / Strats domain .
• Willingness to work in an APAC shift (approx. 6:00 AM – 4:00 PM IST) to support Japan and broader regional markets.
• Ability to operate in a fast‑paced, delivery‑driven environment with high standards of control and governance.