Quantitative Modeler

Quantitative Modeler 
New York, NY

Barclays Capital Inc.

What will you be doing?

Barclays Capital Inc. seeks Quantitative Modeler in New York, NY (multiple positions available):

•    Design and develop mathematical algorithms to underpin market analytics, execution strategies and models, pricing, hedging, and pre-trade/past-trade analytics 
•    Develop model libraries, using advanced statistical and quantitative techniques 
•    Apply statistical models for derivative valuation, securities trading, risk management, or financial market regulation
•    Contribute to production code using computation graph in object-oriented language
•    May telecommute

What we’re looking for:

•    Employer will accept a Master's degree or foreign equivalent in Computational Finance, Mathematics, Statistics, Financial Engineering, Physics or related field; and 
•    Four (4) years of experience in the job offered or in a related occupation 

Where will you be working?

You will be working at our New York, New York location 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 façade of the building. The building is easily accessible to Restaurants, Shops and Public Transportation.

Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.

Our Values

Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.

Our Diversity

We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.

It is the policy of Barclays to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information, or any other basis protected by law.

Dynamic working gives everyone at Barclays the opportunity to integrate professional and personal lives, if you have a need for flexibility then please discuss this with the hiring manager.

Our Benefits

Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. If you have a need for flexibility then please discuss this with us.

Salary / Rate Minimum/yr: $224,000
Salary / Rate Maximum/yr: $250,000

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.