Equity Quantitative Analyst - VP

Equity Quantitative Analyst - Vice President 
New York

As a Barclays Equity Quantitative Analyst - Vice President (VP), you will have the chance to support modelling efforts needed by equity and hybrid business covering the market data discovery, vanilla, delta1, equity structured and QIS products and convertible pricing and risking. This is an exciting opportunity to research, implement, prototype & document pricing models, discuss with key stakeholders and drive the end to end delivery.

Salary / Rate Minimum: 155,000
Salary / Rate Maximum: 225,000

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, established in 1690, with a legacy of success, quality, and innovation. 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 have applied for 'onsite' roles are expected to work four or five days a week at the selected workplace, contingent upon their specific role and business area requirements. If you're applying for a position, please discuss the working pattern specifics with the hiring manager. It's important to note that we are constantly adapting our working environment, and as a result, working arrangements can be adjusted with reasonable notice to align with our business needs.

What will you be doing?

•    Designing, developing and maintaining our models and infrastructure components
•    Liaising with Front Office and Technology to deploy new and strategic pricing risk library to production
•    Providing quantitative strategies to the front office desks with pricing tools and liaising with IT & Control Functions to ensure comprehension of the tools going into production
•    Defining models and numerical methods to be studied in order to improve pricing and hedging of structured and cross-asset products
•    Developing and implementing models in the existing C++ quant library
•    Developing and supporting the quantitative research framework using C++, Python and other in-house domain specific languages
•    Researching, testing and documenting pricing models

What we’re looking for:

•    Masters or PhD in Mathematics/Computer Science or related field
•    Three or more years’ experience in front office pricing environment with three or more years’ experience in programming in C++ / Python
•    Excellent modelling skills, including in depth knowledge of PDEs, Monte Carlo methods, Equity derivatives modelling 
•    Good written and verbal communication

Skills that will help you in the role:

•    Cross-Asset knowledge (Equity, Credit, Rate & Commodity assets)
•    Previous experience in the quantitative investment strategies or structured products area
•    Experience with Python libraries for numerical analysis (Panda, NumPy, etc.)
•    Experience with cross-platform development (Windows/Linux)

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.

#LI-Onsite