Data Scientist - Securitized Products Data Scientist - Securitized Products …

in New York, NY
Permanent, Full time
Last application, 20 Jun 21
in New York, NY
Permanent, Full time
Last application, 20 Jun 21
Data Scientist - Securitized Products
As a Barclays Data Scientist for Securitized Products, you will have the opportunity to work as part of the Data Science Program and focus on building out predictive models and analytics in the Securitized Products business, using classical quantitative techniques and modern machine learning methods. You will take oversight of the full life cycle of end-to-end projects, from raw data to model development and training, through model implementation and integration into workflows across multiple distribution channels.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We've helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity.

What will you be doing?
  • Providing best in class service to Barclays clients while building an understanding of existing bank processes
  • Designing predictive models and analytics using classical and modern machine learning techniques
  • Implementing, testing, and productionization of models
  • Working embedded with the Securitized Products business (sales/ traders/ structurers)
  • Working with the Securitized Products business to understand and systematically enhance human workflow through the use of predictive models and analytics
  • Proactively identifying problems and issues and resolution of them
  • Participating in team peer reviews of code, modelling and testing
  • Participating in team knowledge sharing and presentations
What we're looking for:
  • Experience of Securitized Products secondary market making products in the US cash market: Agency RMBS, CMO, Non-Agency RMBS, CMBS, TBAs
  • PhD or Master's degree in a quantitative, mathematical or scientific discipline (with good exposure to applied probability, modern applied statistics, machine learning)
  • Commercial software development experience in Python
  • Enterprise experience of building production quality infrastructure
Skills that will help you in the role:
  • Good written and verbal communication skills to a wide audience
  • Experience of cloud technologies
  • Experience of e-trading development
  • Experience of software development in a front office environment
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 for more details.

About Barclays

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.

Our Values

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.

Our Diversity

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 Benefits

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. If you have a need for flexibility then please discuss this with us.
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