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Date live:
Jan. 31, 2025
Business Area:
Cross Markets
Area of Expertise:
Risk and Quantitative Analytics
Reference Code:
JR-0000038069
Contract:
Permanent
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Explore locationBarclays Capital Inc. seeks Quantitative Analyst, Assistant Vice President in New York, NY (multiple positions available):
1. Support financial modelling efforts needed by the equity and hybrid business, covering market data discovery, vanilla, detla1, equity structured and QIS products and convertible pricing
and risking. Work with trading desks, IT, model validation, and quant teams.
2. Design, develop, and maintain our financial models and infrastructure components.
3. Liaise with Front Office and Technology, to deploy new and strategic pricing risk library to production.
4. Provide quantitative strategies to the front office desks with pricing tools and liaise with IT & Control Functions to ensure a solid grasp of the tools going into production.
5. Define financial models and numerical methods to be studied in order to improve pricing and hedging of structured and cross-asset products.
6. Develop and implement financial models in the existing C++ quant library.
7. Develop and support the quantitative research framework using C++, Python, and other in-house domain specific languages.
8. Research, test, prototype and document pricing models.
Salary / Rate Minimum/yr: $180,000.00
Salary / Rate Maximum/yr: $198.000.00
The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.
This position is eligible for incentives pursuant to Barclays Employee Referral Program.
Purpose of the role
To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Accountabilities
Assistant Vice President Expectations
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.