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This role sits in BX within the CIO Strategy team, reporting into the Head of CIO Strategy. As a Quantitative Analyst (VP) within the CIO Strategy team you will play a pivotal role in designing and implementing advanced quantitative models that underpin our investment strategy.
Job Responsibility
Developing quantitative models in Python for portfolio construction and optimisation
Risk and PV Analysis
Portfolio Sensitivity Analysis
Carry and OCI Forecasting
Requirements
Undergraduate or equivalent degree in a quantitative subject (e.g. Mathematics, Econometrics, Mathematical/Quantitative Finance, Economics, Physics, Engineering)
Expert in Python
Strong quantitative skills
Knowledge of portfolio theory
Strong interest in macroeconomics and politics
Nice to have
Understanding of Barclays risk systems
Technical knowledge across fixed income products and derivatives