Markets Strats - AVP

2764 Barclays Capital Inc.; City of Niagara Falls (NY); On-site; USD 125,000 - 175,000; Full time

Job summary

Barclays Capital Inc. in New York, NY, seeks an AVP-level quantitative developer to expand and scale our research and portfolio analysis platform. You will build back-testing infrastructure, integrate vendor data, and support portfolio optimization for trading desks.

The role requires strong Python development, Java experience, and expertise in equity derivatives, risk analytics, and large-scale data processing. Collaboration with quants, traders, and engineers is essential.

Qualifications

• Advanced Python development with Java experience.
• Experience with equity derivatives and related contracts.
• Knowledge of back-testing frameworks and portfolio optimization.
• Large-scale data analysis using vendor and internal datasets (KDB).

Responsibilities

• Develop and implement quantitative models to derive insights on market trends, pricing, and risk.
• Work with sales teams to identify client needs and develop customised solutions.
• Perform data analysis and statistical modelling to support trading decisions.
• Maintain analytical libraries and front-office infrastructure.

Skills

Python

Java

Equity derivatives

Back-testing

Portfolio optimization

Quantitative development

Data analysis

Tools

KDB

Job description

Job Description Purpose of the role

To provide quantitative and analytical expertise to support trading strategies, risk management, and decision‑making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimise trading and investment opportunities.

Accountabilities

Development and implementation of quantitative models and strategies to derive insight into market trends and optimise trading decisions, pricing, and risk management across various financial products and markets.

Working closely with sales teams to identify clients’ needs and develop customised solutions.

In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics.

Provide front office infrastructure support through ownership and maintenance of analytical libraries.

Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment.

Assistant Vice President Expectations

To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness.

Collaborate closely with other functions/ business divisions.

Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function.

Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes.

If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard.

The four LEAD behaviours are:

• L – Listen and be authentic,
• E – Energise and inspire,
• A – Align across the enterprise,
• D – Develop others.

OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments.

They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.

Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.

Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.

Take ownership for managing risk and strengthening controls in relation to the work done.

Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub‑function.

Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.

Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.

Communicate complex information.

'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.

Influence or convince stakeholders to achieve outcomes.

All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right.

They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.

Barclays Vision & Role

At Barclays, our vision is clear - to redefine the future of banking and help craft innovative solutions.

In this role, you will bring coding-heavy developer experience and be focused on expanding and scaling a research and portfolio analysis platform.

You will work directly with trading desks to build back‑testing infrastructure, integrate multiple vendor and external data services, and support portfolio optimization and analysis.

You will contribute to several high‑impact projects as the platform is broadened and large‑scale analytical capabilities are enhanced.

Requirements

• Advanced Python development with additional experience in Java.
• Equity derivatives and similar financial contracts.
• Back‑testing frameworks and portfolio optimization techniques.
• Large‑scale data analysis using vendor and internal datasets (KDB).
• Quantitative development for research and trading platforms.

Some other highly valued skills may include:

• Clear communication with front‑office trading desks.
• Ample problem‑solving and analytical thinking.
• Ability to handle multiple projects in a fast‑paced environment.
• Detail‑oriented with considerable responsibility for deliverables.
• Collaborative mindset working closely with quants, traders, and engineers.

You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen, strategic thinking, digital and technology, as well as job‑specific technical skills.

Location and Regulation

This role is located in New York, NY.

This role is regulated by FINRA.

Salary

Minimum Salary: $125,000 Maximum Salary: $175,000 The minimum and maximum salary/rate information above includes only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.

Company Culture

Our Work Experience is the combination of everything that’s unique about us: our culture, our core values, our company meetings, our commitment to sustainability, our recognition programs, but most importantly, it’s our people. Our employees are self‑disciplined, hard working, curious, trustworthy, humble, and truthful. They make choices according to what is best for the team, they live for opportunities to collaborate and make a difference, and they make us the #1 Top Workplace in the area.