SM&D Rates Quant Systematic Mkt Making - Military veterans preferred

2024-04-16
Barclays
Other

/yr

  full-time   part-time   employee   contract


New York City
New York
United States

Statistical Modelling and Development Rates Quant New York This role is regulated by FINRA. As a Barclays Statistical Modelling and Development (SMaD) Rates Quant, you’ll have the opportunity to work within the SMaD team. You’ll have the responsibility to design and develop mathematical algorithms to underpin our market analytics, execution strategies and models, pricing, hedging, pre/post trade analytics. This is an exciting opportunity to create best in class business logic and models underlying electronic liquidity offering to clients and the associated analytics. Salary / Rate Minimum: 155,000 Salary / Rate Maximum: 250,000 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 and building trading strategies to improve the performance of the rates electronic trading businesses • Researching new statistical models and improving existing models whilst writing high quality code and documentation • Being responsible for owning the complete life-cycle of your deliverables, including design, implementation, testing and productionization • Collaborating within the SMaD derivatives team and building successful relationships outside of SMaD with sales, trading, technology and control partners • Identifying proactively problems and issues while providing resolution and provisioning of required support in timely manner and to high quality • Participating in team peer reviews of code as well as in team knowledge sharing, hiring, and presentations What we’re looking for: • Bachelor’s Degree with excellent knowledge and understanding of probabilistic and statistical modelling techniques applied to Finance • Logical thinking, problem solving and programming skills (Python, Java or similar) • Ability to multitask and work in a dynamic environment individually or as part of a team, as well as the ability to generate and pursue research topics • Excellent written and verbal communication skills to a wide audience Skills that will help you in the role: • Prior experience with algorithms for Fixed income trading in either a sell side or buy side firm • Prior experience of interest rate swaps or FX swaps markets • PhD or Master’s degree in a quantitative discipline 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.