Barclays

“Official Quantitative Developer posting: 'To be successful... you should have: Excellent programming skills in C++ and scripting languages (Python). Experience working in a shared codebase within a multi-developer environment. Willingness to learn financial mathematics...' plus highly valued 'Experience with building cross platform (Linux RHEL/Windows) applications and distributed systems (Symphony/Kafka/Redis)'.

“Official Rates Quantitative Analyst - VP posting lists: 'Stochastic interest-rate modeling for options, exotics, and structured rates products', 'Expertise in curve construction, volatility surface calibration and modeling (e.g., SABR/ZABR), and multi-factor short-rate models', 'Programming skills in C++ and Python for quantitative finance applications', and 'Numerical methods, nonlinear analytics, and production-grade library development'.

“Both postings state the assessment frame: 'You may be assessed on the key critical skills relevant for this role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills.'

“Inferred: interview format details (online tests, technical rounds, timelines) are not published on the job pages themselves; community-reported Barclays numerical/coding screens should be treated as unconfirmed. Learners must consult the official careers hub (https://home.barclays/careers/ and https://search.jobs.barclays/) for the current process.