Quantitative Investment Strategies, Avp

Barclays

New York, NY, US
Base: $152,339 - $175,000 py; bonus/equity: not sp...
Run back-tests of quantitative investment strategies
Optimize parameters for quantitative strategies
Analyze risk return relationship
The role involves developing and implementing structured financial products while optimizing the bank's market exposure and profitability

Job Summary

  • The role involves developing and implementing structured financial products while optimizing the bank's market exposure and profitability.
  • Candidates will run back-tests, optimize strategy parameters, and analyze risk-return relationships using firm proprietary systems.
  • The position requires drafting trade documentation, creating performance attribution reports, and pitching strategies to institutional clients like pension funds and hedge funds.

Matching Summary

The role involves developing and implementing structured financial products while optimizing the bank's market exposure and profitability.

Salary

Base: $152,339 - $175,000 per year; Bonus/Equity: Not specified; Benefits: Eligible for incentives pursuant to Barclays Employee Referral Program

Skills & Requirements

Must-have

  • Run back-tests of quantitative investment strategies
  • Optimize parameters for quantitative strategies
  • Analyze risk return relationship
  • Draft financial swap transaction documentation
  • Develop marketing presentations for clients

Nice-to-have

  • Ability to pitch to institutional clients
  • Experience with proprietary trading systems
  • Strong communication skills for complex data
  • Willingness to travel domestically and internationally

Key Requirements

  • Assistant Vice President level experience
  • Knowledge of derivatives and structured notes
  • Understanding of mathematical models for pricing
  • Ability to lead teams or collaborative assignments

Work Rights

Not specified

Tailored Resume

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