Quantitative Analyst VP
Posted on Sep 11, 2021 by Barclays Global Investors
What will you be doing?
Designing developing and improving models and analytics for Fixed Income Financing
Liaising with Front Office and Technology, to deploy analytics in production
Providing tactical analysis
What we're looking for:
Masters or PhD in a quantitative field (Mathematics/Physics/Computer Science/Engineering)
Working knowledge of financial products relevant to the fixed income financing business, eg repo, IR/FX - swaps, margin loans, bond total return swaps, futures, etc.
Extensive working knowledge of Python and familiarity with C++
Critical thinking, good attention to detail and independent problem solving skills
Skills that will help you in the role:
Fixed Income Financing experience is a strong differentiator, exposure to locate analytics, funding and collateral optimization is a plus
Solid analytical and numerical skills
Familiarity and practical experience with statistics and data analysis
Experience with data visualization tools and libraries (eg Jupyter, Bokeh)