Senior Equities Derivatives Quant Strategist, VP

Barclays

New York (NY)

On-site

USD 150,000 - 225,000

Full time

3 days ago

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Job summary

Barclays is seeking an Equities Derivatives Strat, VP in New York to build a coding-heavy quantitative platform for US equity derivatives flow research and portfolio analysis. You will back-test strategies, integrate data services (KDB), and collaborate with trading desks to optimize portfolios.

The role emphasizes scaling and expanding the platform with sophisticated analytics and cross-functional collaboration with quants, traders, and engineers in a fast-paced environment.

Qualifications

Advanced Python development with Java experience.
Equity derivatives expertise.
Back-testing frameworks and portfolio optimization techniques.
Large-scale data analysis using vendor and internal datasets (KDB).
Quantitative development for research and trading platforms.

Responsibilities

Develop and implement quantitative models and strategies to optimize trading decisions and risk management across products and markets.
Work closely with sales teams to identify client needs and develop customised solutions.
In-depth research, data analysis, and statistical modelling to derive market insights and pricing/risk dynamics.
Provide front-office infrastructure support through ownership and maintenance of analytical libraries.
Provide expertise on quantitative methodologies and technology to drive trading innovation.

Skills

Python

Java

Equity derivatives

Back-testing

Portfolio optimization

KDB

Job description

The role emphasizes scaling and expanding the platform with sophisticated analytics and cross-functional collaboration with quants, traders, and engineers in a fast-paced environment.

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