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?
• Conducting data analysis and presenting results to support modelling hypotheses
• Implementing models as proto-types and discuss implications
• Implementing models in our analytic framework
• Documenting models and coordinating with model owners to get approval
• Designing, developing and improving models and analytics in Prime
• Liaising with Front Office and Technology to deploy analytics in production
• Providing tactical analysis
What we’re looking for:
• Masters or PhD in (Mathematics/Physics/Computer Science/Engineering/ Statistical Analysis/ Financial Engineering ) and equivalent years of service
• Working knowledge of financial products relevant to the prime business, such as margin loans, repo, IR/FX -swaps, equity/bond total return swaps and futures
• Extensive working knowledge of Python and/or C++ and familiarity with SAS and R
• Knowledge of asset classes/ mortgage credits/ mortgage repayments /fixed income/ prime services/ margin methodologies
Skills that will help you in the role:
• Knowledge of modelling prepayments/defaults and / or RMBS cash flow structures and familiarity of third party tool called Intex
• Experience with data visualization tools and libraries such as Jupyter, Bokeh
• Excellent verbal and written communication skills; ability to explain complicated concepts in a simple, non-technical way
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.
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.