Barclays Plc New York , NY 10007
Posted 1 week ago
Equity Quantitative Analyst
New York
As a Barclays Equity Quantitative Analyst
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
Barclays Plc