Vice President, Data Science, Markets Vice President, Data Science, Markets …

in New York, NY
Permanent, Full time
Last application, 16 Jan 22
in New York, NY
Permanent, Full time
Last application, 16 Jan 22
Vice President, Data Science, Markets
Barclays Capital Inc.

What will you be doing?

• On behalf of financial service organization, exercise senior statistical and mathematical discretion and utilize comprehensive knowledge of statistical models and algorithms to carry out analytics research and development of proprietary algorithms and trading business logic using data mining and statistical techniques.
• Create data science capability for Machine Learning and Data Mining projects for the Markets business.
• Assist in the creation of pricing and hedging algorithms.
• Research micro and macro trends, outliers, event detection, and creation of quantitative color in statistical projects.
• Carry out statistical client analysis, researching for alpha, interest, and information in client flows.
• Research statistical patterns in trading activities under different market and product settings to improve client experience.
• Create a centralized modeling library for other groups and data scientists within Barclays.
• Responsible for development of UBS equity structured note platform algorithmic quoting model.
• Responsible for development of bot-based quote capture workflow solutions for equity swaps, as well as development of market intelligence trading solutions based on Wall Street Docs data sets.

What we're looking for:

Minimum of Master's degree, or foreign equivalent, in Financial Mathematics, Statistics, or a related quantitative field and at least three (3) years of experience as an AVP, Statistician, Statistical Modeling and Development, Trading Analyst or a related occupation for a financial services organization. Must have at least three (3) years of experience with each of the following required skills: Developing new algorithmic quoting and trading models while reading, understanding and implementing techniques from research papers in the field; Implementing models in production-ready code; Training and back-testing samples; Working with market data sets and modeling techniques that address algorithmic pricing and quoting of equity structured notes; Developing APIs that enable programmatic interaction with data sets from Oracle, Impala, Immuta, Kdb, and MSSQL; Developing of Dash dashboards for trading market intelligence; Python development on Windows and Linux working with the IntelliJ IDE and Jupyter; and Leading and presenting in group statistical trading model analysis sessions.

Where will you be working?

You will be working at our New York, New York location at 745 Seventh Avenue, New York, New York 10019. 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 façade of the building. The building is easily accessible to Restaurants, Shops and Public Transportation. Interested and want to know more about Barclays? Visit for more details.

Our Values

Everything we do is shaped by the five values of Respect , Integrity, Service, E x cellence 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.

This position is eligible for incentives pursuant to Barclays Employee Referral Program.

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