Job Description

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 creative 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,

📌 Rates Structuring AVP (Mumbai)
🏢 Barclays
📍 Mumbai