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Barclays Capital Inc. seeks Equities Quantitative Analyst, AVP in New York, NY (multiple positions available): Responsible for the design, development and maintenance of models and infrastructure components for the equity business. Collaborate with Front Office and Technology to deploy new and strategic pricing, risking, and volatility fitting libraries to production. Extend delta one related pricing models and back-testing framework with new features, back-test strategies and perform critical analysis of the results. Design and implement back-test tools needed by trading desks in day-to-day activities, ranging from market data discovery to alternative risk views, to signal generation. Research, test and document pricing, risking, and volatility fitting models. May telecommute. [Hybrid role]
Job Responsibility
Design analytics and modelling solutions to complex business problems using domain expertise
Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools
Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams
Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them
Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users
Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy
Ensure all development activities are undertaken within the defined control environment
Requirements
Collaborate with Front Office and Technology to deploy new and strategic pricing, risking, and volatility fitting libraries to production
Extend delta one related pricing models and back-testing framework with new features, back-test strategies and perform critical analysis of the results
Design and implement back-test tools needed by trading desks in day-to-day activities, ranging from market data discovery to alternative risk views, to signal generation
Research, test and document pricing, risking, and volatility fitting models
What we offer
Incentives pursuant to Barclays Employee Referral Program