Equities Quant Researcher Equities Quant Researcher …

in New York, NY
Permanent, Full time
Last application, 04 Mar 21
Competitive + Excellent Benefits
in New York, NY
Permanent, Full time
Last application, 04 Mar 21
Competitive + Excellent Benefits
As a Barclays Equities Quant Researcher, you will be responsible for research, development and management of business logic for equities algorithmic trading products and portfolio analytics. On the execution side, this research covers execution algorithms, smart order routing, price and other signal research and dark liquidity crossing networks. Our portfolio analytics platform includes quantitative diagnostics, risk analysis, optimization and the development of execution strategies.

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?

  • Designing, researching, back-testing, and calibrating models for limit order placement and/or venue selection models (smart order routing).
  • Understanding and exploring related academic research and extract ideas to explore
  • Evaluating the performance of the models and quantify their efficacy
  • Developing response function for short-term alphas and incorporate them in to limit order model or Smart Order Router implementation
  • Collaborating with quantitative development and technology teams to ensure models are accurately implemented in code
  • Working with the product team to ensure efficiency of deliverables and coordination across risk and technology groups


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
  • Extensive practical knowledge of statistical methodologies and prior experience with electronic trading algorithms
  • Deep understanding of the US equity market microstructure and various order types available
  • Working knowledge of Python or Q and experience with handling and analyzing large amounts of tick data

Skills that will help you in the role:

  • Superior verbal and written communication skills
  • Prior work experience with equity trading algorithms
  • Experience as a quantitative trader or a front-office quant on a trading desk is highly desirable

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.


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. 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.

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