Senior Equities Quant - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

3 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

As a Barclays Senior Equities Quantitative Analyst, you will be the main driver of the Fundamental Review of Trading Book - Internal Model Approach (FRTB IMA) implementation.

You will manage a more junior colleague who would help you with any back testing,implementation, result analysis in order to deliver on this key project for the business and the bank.

Focusing on supporting Flow desk, Delta1 and volatility products business. You will be involved in modelling support and market data calibration.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us.

We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creatingfinancial and digital solutions that the world now takes for granted.

Please discuss the detail of the working pattern options for the role with the hiring manager.

What will you be doing?:

Carrying out research to come up with appropriate risk factors that can explain our books profits and losses (PNLs)
You will be back testing the solutions and analysing the results
Designing, developing, and maintaining implementation for these risk factors in our analytic libraries
Developing solutions and working on enhancements in line with FRTB IMA projects
Managing more junior colleagues taking part in the project, ensuring upskilling and development of their talents
Providing a proposal that will need to be discussed within the team and then shared with the wider Quantitative Analytics teams

What we're looking for:

Master's Degree or higher in Applied Mathematics
Solid experience in equities specific modelling and / or FRTB
Proven ability with C++ / Python
Track record of deliveries required within a Senior Management position

Skills that will help you in the role:

Strong analytical and numerical skills
Good written and verbal communication in English
Ability to work independently or within a team environment
Experience with crossplatform development (Windows / Linux)

Where will you be working?

In the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as; a gym, staff restaurant and deli bar, and is easily accessible by tube and bus links.

With a population of around 5000 staff the atmosphere is second to nonewith a real buzz being created around the offices within.

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