Equity Quantitative Analyst - VP

Job Description

Purpose of the role

To provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimise trading and investment opportunities. 

Accountabilities

• Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets.
• Working closely with sales teams to identify clients' needs and develop customised solutions.
• In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics.
• Provide front office infrastructure support though ownership and maintenance of analytical libraries.
• Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment.

Vice President Expectations

• Advise key stakeholders, including functional leadership teams and senior management on functional and cross functional areas of impact and alignment.
• Manage and mitigate risks through assessment, in support of the control and governance agenda.
• Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does.
• Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business.
• Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategies.
• Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives. In-depth analysis with interpretative thinking will be required to define problems and develop innovative solutions.
• Adopt and include the outcomes of extensive research in problem solving processes.
• Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives, using influencing and negotiating skills to achieve outcomes.

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.

Step into your next role at Barclays as an Equity Quantitative Analyst - Vice President. In this role, 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. You will also focus on 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.

To be successful as a Equity Quantitative Analyst, VP, you should have experience with:

• Front office pricing

• Programming in C++ and Python

• Excellent modelling skills, including in-depth knowledge of PDEs, Monte Carlo methods, and Equity derivatives modelling

Some other highly valued skills may include:

• Cross-asset knowledge (Equity, Credit, Rate, & Commodity)

• Previous experience in quantitative investment strategies or structured products area

• Experience with cross-platform development (Windows/Linux)

You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills

This role is located in New York, NY.

Minimum Salary: $155,000

Maximum Salary: $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.