AVP Equities Quantitative Analyst

Key Skills

Analytical and Problem solving, C++, Data Mining, Effective communication skills, Linux Operating system, Machine learning techniques, Python Programming

Job Description

AVP Equities Quantitative Analyst - New York

As a Barclays Assistant Vice President Equities Quantitative Analyst, you will have an exciting opportunity to support modelling efforts needed by our equity business covering the market data discovery, vanilla, detla1, equity financing, vol products and convertible pricing and risking. Within this role, you will contribute to most of these areas. You will also have an opportunity to research, implement, prototype & document pricing models, discuss with key stakeholders and drive the end-to-end delivery.

• Salary / Rate Minimum: $125,000
• Salary / Rate Maximum: $170,000

The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any another type of compensation or benefits that may be available.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality, and innovation behind us. We've helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity.

Colleagues who perform ‘onsite’ roles will spend four or five days a week working onsite, depending on the requirements of their role and business area. Please discuss the working pattern requirements for the role you are applying for with the hiring manager. Please note that as we continue to embed our hybrid working environment, we remain in a test and learn phase, which means that working arrangements may be subject to change on reasonable notice to ensure we meet the needs of our business. 

What will you be doing?

• Accounting for the design, development and maintenance of our models and infrastructure components
• Collaborating with Front Office and Technology, to deploy new and strategic pricing risk library to production
• Being responsible for extending delta one related pricing models and back-testing framework with new features, back-test strategies and perform critical analysis of the results
• Designing & implementing back-test tools needed by trading desks in day-to-day activities (ranging from market data discovery to alternative risk views, to signal generation)
• Being responsible for researching, testing, and documenting pricing models
• Recognizing and solving new problems

What we’re looking for:

• Masters or PhD in Mathematics/Computer Science or related field
• Experience with C++ and/or Python
• Excellent analytical and numerical skills
• Good written and verbal communication

Skills that will help you in the role:

• Modeling experience with equity derivatives and/or delta one products
• Experience with developing a quant library in C++ on Windows and Linux as well as developing python modules
• Familiarity and practical experience with techniques such as machine learning, data mining
• Passionate about learning domain specific problems in equity derivatives business

Where will you be working?

You will be working at our Americas Headquarters at 745 Seventh Avenue. This 32-story office tower is located in Times Square in the heart of Manhattan and features a cafeteria, fitness center and state-of-the-art LED signage on the facade of the building.