Barclays Capital Inc. seeks Quantitative Investment Strategies Structurer, VP in New York, New York (multiple positions).

1.        Research, develop and implement Quantitative Investment Strategies (QIS) through data analytics, back testing and risk and liquidity analytics.

2.        Coordinate between sales and trading team to price structured products.

3.        Recognize the risks associated with structured products by running stress tests in both backward-looking and forward-looking simulations.

4.        Help generate and propose new trade ideas and recommend structured products.

5.        Apply programming skills to develop quantitative investment strategies using Excel and Python.

6.        Run back tests and analyze the risk and return relationship behind quantitative investment strategies.

7.        Optimize parameters for quantitative investment strategies and test the sensitivities of the parameters.

8.        Utilize engineering and development tools, databases, and technologies, as well as utilizing math and financial engineering skills such as stochastic calculus, computational methods,

risk engineering and modelling techniques, database management, and pricing and hedging skills.

9.        Deliver oral and written pitches to prospective and existing clients to effectively articulate the merits and risks of existing and newly developed strategies.

10.      Construct attractive and well-written marketing materials in PowerPoint and similar tools to accurately explain the risks and rewards of existing and new products.

11.      May telecommute.

Rate of pay:  $200K to $220K per year. The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.

Apply online at our career page at https://home.barclays/careers/ (Job ID 0000011510).