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Rates Structuring AVP

senior · Investment Banking

Job Description

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.

Assistant Vice President Expectations

• To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/ business divisions.
• Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes
• If the position has leadership responsibilities, People 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.
• OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.
• Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
• Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
• Take ownership for managing risk and strengthening controls in relation to the work done.
• Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
• Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
• Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
• Communicate complex information. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.
• Influence or convince stakeholders to achieve outcomes.

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.

Join us as a Rates Structuring AVP at Barclays. 

To be a successful Rates Structuring AVP you will need to have a strong foundation in derivatives and quantitative analysis, combined with practical programming skills and a commercial mindset. In this highly analytical and hands-on role, you will work across a broad range of products (Rates, FX, Hybrids and Structured Products), collaborating closely with Trading, Structuring, Sales, and Quant teams to deliver innovative solutions and drive commercial outcomes. This role sits at the intersection of Structuring and Strats, combining product intuition with quantitative and technical expertise to support both client-driven transactions and trading-led initiatives. It is well suited to a self-motivated and energetic individual with strong coding capabilities and a keen interest in financial markets.

You may be assessed on the key critical skills relevant for success in this role, including: 

·       Derivatives & Product Knowledge: Sound understanding of interest rate derivatives, foreign exchange (FX) and structured products, with the ability to price and analyze these instruments to support trading strategies and bespoke client solutions. 

·       Quantitative Analysis & Tools Development: Proficiency in quantitative analysis and programming (especially Python); ability to develop pricing models, risk/PnL analytics, and dashboards or other tools to support trading decisions and improve desk efficiency. 

·       Market Monitoring & Idea Generation: Strong ability to monitor global markets (rates, FX, macro trends) and conduct data-driven analysis (including backtesting) to identify trade ideas, relative value opportunities, and market inefficiencies. 

·       Risk & PnL Trading Reports: Experience supporting trading desks with risk management and PnL analysis of portfolios, including contributing to hedging strategy development and developing report tools. 

·       Collaboration & Communication: High motivation and self-driven approach, with strong communication and interpersonal skills to work effectively in cross-functional teams (Trading, Structuring, Sales, Quants) and clearly present complex analyses to diverse stakeholders. The candidate will need to interact directly and frequently with Onshore Trading and Structuring Team

Basic/ Essential Qualifications: 

·       Bachelor’s or Master’s degree in a quantitative or technical field (e.g., Finance, Mathematics, Engineering, Computer Science, Physics or related discipline). 

·       Strong academic record demonstrating analytical and problem-solving capabilities. 

·      Relevant experience in financial markets (e.g., roles in structuring, trading, strategy/strats, quantitative analysis, or risk). Exceptional candidates with less direct experience (including recent graduates with strong internships and skill sets) will also be considered. 

·       Solid understanding of financial markets and instruments across Rates and FX, including (but not limited to) interest rate swaps, options, cross-currency swaps, and other structured derivative products. 

·       Proficiency in Python programming for data analysis and model prototyping; familiarity with libraries (pandas, NumPy, etc.) and ability to implement analytics or visualizations. 

·       Strong quantitative and analytical skills, with the ability to apply mathematical/statistical techniques to real-world trading problems. 

·       Excellent communication and teamwork skills; ability to articulate complex concepts clearly and collaborate with stakeholders across different functions. 

Desirable skillsets/ Good-to-have: 

·       Experience in building or using risk/PnL dashboards, data visualization tools (e.g., Python Dash/Plotly or similar), or front-end interfaces to support trading decision-making. 

·       Exposure to portfolio optimization, trade compression, or structured product lifecycle (trade booking, risk/sensitivity analysis, etc.) in a trading or strat environment. 

·       Familiarity with trading systems, market data APIs, or general software engineering best practices for developing robust financial tools. 

·       Demonstrated ability to adapt quickly in a fast-paced trading environment and manage multiple priorities. 

·       Relevant professional certifications (CFA, FRM, or equivalent) or progress toward them. 

·       The candidate will need to work on several time-sensitive activities and is therefore required to be meticulous and efficient

This role will be based out of Nirlon Knowledge Park, Mumbai.