QUANTITATIVE MODELER ASSISTANT VICE PRESIDENT
As a Barclays Quantitative Analyst – VP, you will be responsible for helping grow the team and collaborate with key stakeholders to drive the analytics agenda. Bringing a willingness to learn about the Prime Services business and a solid technical background to develop new and improve existing analytics. You will be involved in the end to end delivery. Working collaboratively with traders to help make the business more efficient.
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.
What will you be doing?
Designing, developing and improving models and analtics for Prime Services, particularly for Delta 1
Liaising with Front Office and Technology, to deploy analytics in production
You will be responsible for providing tactical analyses
Providing a solid drive to develop an in-depth understanding of business processes
Ensuring we work with product managers to align and integrate our deliverables with the broader business initiatives
What we’re looking for:
Masters or PhD in a quantitative field (Mathematics/Physics/Computer Science/Engineering)
Working understanding of linear equity derivatives (index futures, total return swaps on indices/custom baskets/single stocks), equity ETFs, as well as FX and IR hedges
Extensive working understanding of Python and experience with C++
Critical thinking, excellent attention to detail and problem solving skills
Skills that will help you in the role:
Experience with Delta 1 equity products modelling is a solid differentiator
Exposure to auto-quoting is a plus
Excellent numerical skills
Familiarity and practical experience with statistics and data analysis
Where will you be working?
You will be working at our Americas Headquarters at 745 Seventh Avenue. This 37-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.
We’re a global, vital and highly respected financial organisation with an inspiring Purpose. Operating in 50 countries and employing around 83,000 people across the world, we help communities, individuals and businesses thrive. And we’ve created financial solutions and technology that the world now takes for granted. A career with us can offer incredible variety, depth and breadth of experience, and the chance to learn from some of the best minds in technology and finance.