Quantitative Investment Strategies, Avp

jobs.barclays

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

Job Summary

  • The role involves developing and implementing structured financial products and solutions to meet client needs while optimizing the bank's market exposure.
  • Candidates will run back-tests, optimize parameters, and analyze risk-return relationships using firm proprietary systems for quantitative investment strategies.
  • The position requires pitching new and existing quantitative investment strategy offerings to an institutional client base including pension funds and hedge funds.

Matching Summary

The role involves developing and implementing structured financial products and solutions to meet client needs while optimizing the bank's market exposure.

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 strategies
  • Optimize parameters for investment strategies
  • Analyze risk return relationship
  • Develop marketing presentations
  • Draft financial swap transaction documentation

Nice-to-have

  • Pitch strategy offerings to institutional clients
  • Collaborate with traders and risk managers
  • Generate new trade ideas from research
  • Provide market commentary for clients

Key Requirements

  • Assistant Vice President level experience
  • Strong mathematical modeling skills
  • Experience with derivatives and structured notes
  • Ability to draft bespoke confirmation documentation

Work Rights

Not specified

Tailored Resume

Cover Letter