Job Information
Barclays Capital Inc. Equity Quantitative Analyst - Vice President (Multiple Positions) in New York, New York
Barclays Capital Inc. seeks Equity Quantitative Analyst - Vice President in New York, NY (multiple positions).JOB DUTIES:• Research, implement, prototype and document pricing models, discuss with key stakeholders and drive the end-to-end delivery. • Design, development and maintenance of our models and infrastructure components. • Liaise with Front Office and Technology, to deploy new and strategic pricing risk library to production.• Extend back-testing framework with new features, back-test strategies and perform critical analysis of the results. • Design, implement, back-test tools needed by our trading desks in their day-to-day activities (ranging from market data discovery, to alternative risk views, to signal generation). • Enhance and extend functionality of existing quantitative models for equities asset class utilizing C++. • Support trading desk on pricing, volatility fitting, profit and loss (PnL) explain. • Build tools and processes around quantitative library to assist trading with derivatives pricing and risk management. • Research, develop and back-test quantitative models for equities volatility surface analysis and prediction. • Solve Partial Differential Equations (PDEs) numerically. • May telecommute.REQUIREMENTS: Employer will accept a Master's degree or foreign equivalent in Finance, Mathematics, Physics, Engineering, or related field and Two (2) years of experience in the job offered or in a related occupation.RATE OF PAY: $200K - $250K per year. The minimum and maximum salary/rate information above includes only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.CONTACT: Interested applicants should email their resumes to applicants1@barclays.com and reference req #: 00285933 in the subject line.
Minimum Salary: 200000 Maximum Salary: 250000 Salary Unit: Yearly