VP, Equities Derivatives Quant Strategist

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

Job summary

Barclays in New York is seeking an Equities Derivatives Strat, VP, to drive coding-heavy quantitative development for an expanding US equity derivatives flow research and portfolio analysis platform. You will work with trading desks to build back-testing infrastructure, ingest vendor and internal data (KDB), and support portfolio optimization and analysis.

You will be part of a team that emphasizes risk control, change initiatives, and collaboration with quants, traders, and engineers to empower

Qualifications

• Advanced Python development with Java experience.
• Equity derivatives expertise required.
• 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 maintain quantitative models and strategies for market insights, pricing, and risk management.
• Collaborate with sales to identify client needs and deliver customised solutions.
• Perform in-depth research, data analysis, and statistical modelling of market trends and dynamics.
• Provide front-office infrastructure support via analysis libraries and tooling.
• Advise on quantitative methodologies and technology to drive innovation in trading environments.

Skills

Python

Java

Equity derivatives

Back-testing

KDB data

Job description

Barclays in New York is seeking an Equities Derivatives Strat, VP, to drive coding-heavy quantitative development for an expanding US equity derivatives flow research and portfolio analysis platform. You will work with trading desks to build back-testing infrastructure, ingest vendor and internal data (KDB), and support portfolio optimization and analysis.

You will be part of a team that emphasizes risk control, change initiatives, and collaboration with quants, traders, and engineers to empower