What will you be doing?
Barclays Capital Inc. seeks Quantitative Investment Strategies Structurer, VP in New York, New York (multiple positions available):
- Research, develop and implement Quantitative Investment Strategies (QIS) through data analytics, back testing and risk and liquidity analytics.
- Coordinate between sales and trading team to price structured products.
- Recognize the risks associated with structured products by running stress tests in both backward-looking and forward-looking simulations.
- Help generate and propose new trade ideas and recommend structured products.
- Apply programming skills to develop quantitative investment strategies using Excel and Python.
- Run back tests and analyze the risk and return relationship behind quantitative investment strategies.
- Optimize parameters for quantitative investment strategies and test the sensitivities of the parameters.
- Utilize engineering and development tools, databases, and technologies, as well as utilizing math and financial engineering skills such as stochastic calculus, computational methods, risk engineering and modelling techniques, database management, and pricing and hedging skills.
- Deliver oral and written pitches to prospective and existing clients to effectively articulate the merits and risks of existing and newly developed strategies.
- Construct attractive and well-written marketing materials in PowerPoint and similar tools to accurately explain the risks and rewards of existing and new products.
- May telecommute.
Salary / Rate Minimum/yr: $200K per year
Salary / Rate Maximum/yr: $220K per year
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.
Purpose of the role
To develop and implement structured financial products and solutions to meet the needs of clients and optimize the bank's market exposure and profitability.
Accountabilities
- Development of innovative structured financial products and solutions to address the specific needs of clients, including derivatives, structured notes, and other structured investment products.
- Risk analysis and management associated with structured products, including market risk, credit risk, and operational risk, to ensure compliance with regulatory requirements and bank policies.
- Assessment of pricing and valuation of structured products, including the use of mathematical models and financial instruments, and liaising with trading to ensure competitive pricing.
- Collaboration with traders, risk managers, and other stakeholders to ensure effective product implementation and risk mitigation.
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.
