Equity Derivatives VP Quant: Pricing & Risk Innovator

Barclays; New York (NY); On-site; USD 150,000 - 225,000; Full time

Job summary

Barclays 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 closely with Front Office, Trading, Sales and Technology to deploy pricing and risk capabilities into production, strengthening trading decisions and risk management.

The role demands advanced quantitative expertise, strong programming skills in C++ and Python, and experience

Qualifications

• Advanced expertise in a quantitative discipline (e.g., mathematics, physics, computer science, or engineering).
• Experience in equity derivatives.
• Proficiency in C++ and Python.
• Experience developing and supporting applications on Windows and Linux environments.

Responsibilities

• Develop pricing models, analytical tools, and quantitative strategies for equity products.
• Deploy pricing and risk capabilities into production.
• Collaborate with Front Office, Trading, Sales and Technology to deliver client solutions.
• Support equity flow, exotic and hybrid products.

Skills

Quantitative discipline

Equity derivatives

C++

Python

Windows/Linux

Job description

Barclays 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 closely with Front Office, Trading, Sales and Technology to deploy pricing and risk capabilities into production, strengthening trading decisions and risk management.

The role demands advanced quantitative expertise, strong programming skills in C++ and Python, and experience