SMAD Equities Quant
Date live: Sep. 22, 2020
Location: New York
Reference Code: 90270208
Business Area: Barclays International
Area of Expertise: Investment Banking
Equities Quant Researcher
As a Barclays Equities Quant Researcher, you will implement machine learning and AI models for price, volume and other signals to evolve the algorithmic trading product.You will ensure that the trading logic is providing optimal and cost-effective execution across the business, and that the products are current with market and regulatory developments and risk is managed appropriately. You will also engage in product development, client support, and production of educational content.
What will you be doing?
·Predicting price and volume utilizing the best in breed machine learning techniques
·Designing and tuning algorithmic trading strategies to improve performance and/or P&L
·Conducting microstructure analysis to ensure algorithms are fit for the specified markets
·Working with respective trading desk and technology to ensure implementation of business logic is as designed and fit for purpose
·Working with the product team to ensure efficiency of deliverables and coordination across risk and technology groups
·Running and enhancing the post trade analytics to affirm trading algorithms are following best execution
·Working with clients to assist the right tools for the right trading objectives
·Providing customization specifications where shortfalls occur
What we’re looking for:
·Masters or Ph.D in a quantitative discipline such as Math, Finance, Machine Learning/AI, Econometrics, Computer Science, Statistics, Physics, Chemistry or Operations Research
·Good grasp of the fundamentals of probability and statistics as well as experience with software development in Python, Q or JAVA
·Detailed working knowledge of market microstructure for US markets and experience with handling and analyzing large amounts of tick data
·Practical and hands on knowledge of working on both supervised and unsupervised learning with proven ability to independently generate and pursue research topics
Skills that will help you in the role:
·Superior verbal and written communication skills
·Prior work experience with equity trading algorithms
Where will you be working?
You will be working at our Americas Headquarters at 745 Seventh Avenue. This 37-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.
Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.
Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group.
Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.
We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.
It is the policy of Barclays to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information, or any other basis protected by law.
Dynamic working gives everyone at Barclays the opportunity to integrate professional and personal lives, if you have a need for flexibility then please discuss this with the hiring manager.
Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. Where appropriate, and for UK based roles, we will consider requests that the role be based at alternative Barclays’ key UK location from that advertised.