Equity Derivatives Quant VP: Shape Pricing & Risk

2764 Barclays Capital Inc.; City of Niagara Falls (NY); On-site; USD 150,000 - 225,000; Full time

Job summary

Barclays Capital Inc. in New York, NY seeks an Equity Derivatives Quantitative Analyst - Vice President to develop pricing models, analytical tools, and quantitative strategies for equity flow, exotic, and hybrid products.

You will work with Front Office, Trading, Sales, and Technology to deliver innovative client solutions and deploy pricing and risk capabilities into production. Candidates should have advanced quantitative training, experience in equity derivatives, and strong programming in

Qualifications

• Advanced discipline in mathematics, physics, CS, or engineering.
• Quantitative experience within equity derivatives.
• Advanced programming in C++ and Python.
• Experience across Windows and Linux environments.
• Knowledge of equity-exotics pricing models is a plus.

Responsibilities

• Develop pricing models and quantitative strategies for equity flow and exotic products.
• Collaborate with Front Office, Trading, Sales, and Technology to deploy solutions.
• Support production pricing and risk capabilities in equity derivatives.

Skills

Quantitative discipline

Equity derivatives

C++

Python

Tools

Windows

Linux

Job description

Barclays Capital Inc. in New York, NY seeks an Equity Derivatives Quantitative Analyst - Vice President to develop pricing models, analytical tools, and quantitative strategies for equity flow, exotic, and hybrid products.

You will work with Front Office, Trading, Sales, and Technology to deliver innovative client solutions and deploy pricing and risk capabilities into production. Candidates should have advanced quantitative training, experience in equity derivatives, and strong programming in