QUANTITATIVE ANALYTICS DESK STRATEGY

As a Barclays QA Desk Strategy team member, you will be responsible for the quantitative models and analytics used in the credit businesses across Markets and Banking. This will involve a wide range of products and activities, including corporate and emerging market bonds, single-name, and index CDS, leveraged loans, hybrid capital securities, credit options, structured notes, bond financing, total return swaps, CDS clearing, banking book loans, and quantitative strategies and risk modeling.

Salary/ Rate Minimum: $185,000

Salary/ Rate Maximum: $225,000

THE MINIMUM AND MAXIMUM SALARY/RATE INFORMATION ABOVE INCLUDE ONLY BASE SALARY OR BASE HOURLY RATE. IT DOES NOT INCLUDE ANY ANOTHER TYPE OF COMPENSATION OR BENEFITS THAT MAY BE AVAILABLE.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We've helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity.

We are currently in the early stages of implementing a hybrid working environment, which means that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. We’re flexible on how this works and it may continue to change and evolve. Depending on your team, typically this means that colleagues spend a minimum of between 20% to 60% of their time in the office, which could be over a week, a month, or a quarter. However, some colleagues may choose to spend more time in the office over a typical period than their role type requires. We also have a flexible working process where, subject to business needs, all colleagues globally can request work patterns to reflect their personal circumstances. Please discuss the detail of the working pattern options for the role with the hiring manager.

WHAT WILL YOU BE DOING?

•     Building and maintaining data driven models, embed models and business logic in decision making tools, and supporting analytics to drive pricing and risk decisions

•     Collaborating with quant colleagues, portfolio managers, syndicate team, risk managers, the Technology Department 

•     Being responsible for interacting with other quant, risk, and technology teams

•     Supporting and ensuring the successfully delivery of models into our analytic systems and libraries

•     Expressing complex technical issues and requirements, and working constructively with all stakeholders 

•     Supporting and ensuring that all activities and duties are carried out in full compliance with regulatory requirements

WHAT WE’RE LOOKING FOR:

•     Master’s Degree or PhD in Statistics, Econometrics, Computer Science, Financial Engineering, or another technical discipline (Physics, Engineering, Mathematics) 

•     Excellent coding skills in Python or R

•     Experience working with cleaning and manipulating multiple datasets, incomplete data, time series data, etc

•     Experience building statistical models, preferably with financial datasets

SKILLS THAT WILL HELP YOU IN THE ROLE:

•     In depth understanding of modelling complex credit products and/or a desire to learn about them

•     Proficiency in embedding models in user tools with Excel as the front end

•     Experience in coding in one or more of the following: VBA, SQL, C++

•     Previous experience working in a fast paced and high-profile transformational program including proven stakeholder management skills

WHERE WILL YOU BE WORKING?

You will be working at our Americas Headquarters at 745 Seventh Avenue. This 32-story office tower is located in Times Square in the heart of Manhattan and features a cafeteria, fitness center and state-of-the-art LED signage on the facade of the building.

We’re a global, vital and highly respected financial organisation with an inspiring Purpose. Operating in 50 countries and employing around 83,000 people across the world, we help communities, individuals and businesses thrive. And we’ve created financial solutions and technology that the world now takes for granted. A career with us can offer incredible variety, depth and breadth of experience, and the chance to learn from some of the best minds in technology and finance.