Quantitative Analyst
Barclays Capital - New York, NY

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Barclays moves, lends, invests and protects money for customers and clients worldwide. With over 300 years of history and expertise in banking, we operate in over 50 countries and employ over 140,000 people.

We provide large corporate, government and institutional clients with a full spectrum of solutions to their strategic advisory, financing and risk management needs. Our clients also benefit from access to the breadth of expertise across Barclays. We’re one of the largest financial services providers in the world, and are also engaged in retail banking, credit cards, corporate banking, and wealth and investment management.

For further information about Barclays, please visit our website www.barclays.com

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 Function
The quantitative analyst is responsible for quantitative research in support of our equities execution and portfolio analytics product lines. On the execution side this includes standard algorithms and smart order routing, covering areas such as optimal order allocation and optimal order placement. For portfolio analytics, topics include portfolio optimization, transaction cost analysis (both pre and post trade) and custom analyses for client requests. Essential capacities are the ability to work in a team environment, deliver production/publication quality results to completion, and independently identify opportunities for new products and product enhancements. A working knowledge of US market microstructure is also expected.

Main Duties
  • Quantitative analysis in support of the equities electronic execution and portfolio analytics products.
  • Conduct client oriented analysis/research in US market microstructure and other areas of direct interest to clients.
  • Provide “level 2” support for US algos and PWB analytics.
  • Partner with sales as needed

Person Requirements
Basic Qualifications
  • Masters degree or foreign equivalent
  • 3+ years experience in quantitative analysis or empirical/statistical work involving large, multi-dimensional datasets
  • 1+ years of experience in C++, Java or Perl

Preferred Qualifications:
  • PhD in Mathmathics, Engineering or other related field
  • Technical expertise in statistical/econometric methods relevant to electronic trading
  • Technical expertise in portfolio optimization and portfolio execution methods
  • Functional knowledge of Q or SQL
  • Technical expertise in R, Matlab or Mathematica

Barclays Investment Bank - 18 months ago - save job
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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...