AVP, Portfolio Management
Barclays Capital - New York, NY

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Barclays is a major global financial services provider engaged in personal banking, credit cards, corporate and investment banking, and wealth and investment management. With over 300 years of history and expertise in banking, Barclays moves, lends, invests and protects money for customers and clients worldwide.
As a leading global wealth and investment manager, Barclays provides international and private banking, wealth planning, trust and fiduciary services, investment management, brokerage services and research to private and intermediary clients across the world. Additionally our clients benefit from access to the breadth of personal, corporate and investment banking expertise across Barclays, one of the largest financial services groups in the world.

Our mission is to set a new standard in wealth management by understanding our clients better than anyone else. In pursuit of this objective, we hire and develop only the best people in the industry. We look for talented, tenacious individuals who seek opportunities for self-improvement and career progression. Our long-term agenda can only be achieved through close collaboration and a shared sense of empathy, integrity and trust.

It is the policy of Barclays Capital to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information, or any other basis protected by law.

Main Duties


The Volatility Strategies team develops quantitative investment strategies for institutional and high net worth clients of the firm. We are seeking a highly qualified Research Analyst/Associate with strong quantitative skills and a solid academic background in economics, finance, mathematics, engineering or related quantitative fields. Experience programming risk and/or financial models is required.

Main Duties:
· Perform empirical research into a variety of systematic investment strategies
· Develop computer programs to analyze the historical performance of automated strategies.
· Contribute to the development of the team’s existing risk and portfolio management platform.
· Execute trades and use quantitative models to analyze t-costs
· Present independent, academic and/or broker research to senior members of the investment team
· Perform attribution analysis on existing portfolios and strategies
· Develop infrastructure required to support and enhance a robust quantitative investment platform
· Collaborate with sales, IT and operations teams within the firm
Person Requirements
Basic Qualifications:
· Math/Science, Econ, Finance or engineering undergraduate
· 2-5 years of industry experience
· 2+ years of experience in programming financial models in risk or front office quant role
· 2 + years experience with programming languages: Java/C/C++, Matlab, Python, and VBA
· Understanding of options and other financial derivatives
Preferred Qualifications:
· Detailed understanding and experience in financial modeling
· Detailed understanding and experience in performance calculations and reporting
· CFA or progress towards designation
· Extensive quantitative skills (including coursework and facility with statistical analysis) is a must
· Strong analytical and organizational skills
· Superior written and verbal communication
· Advanced degree in mathematical finance or financial engineering a plus
· Solid understanding of the financial markets in general and derivative products in particular

About this company
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Barclays Bank is the flagship subsidiary of global financial group Barclays PLC. The bank is primarily active in the UK, where it has some...