Equity Derivatives and Quantitative Investment Strategies Research London, England
Job description
Equity Derivatives and Quantitative Investment Strategies Research
London
This role is deemed as a Certified role under the PRA & UK Financial Conduct Authority - Individual Accountabilities Regulations and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.
As Barclays Equity Derivatives and Quantitative Investment Strategies Research you will be a part of Global Quantitative Investment Strategy and European Equity Derivatives Strategy team focusing on developing and publishing tactical derivative ideas in equity volatility, dividends, correlations but also collaborating with wider equity and cross-asset strategists teams on research related subjects and activities.
Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity – helping millions of individuals and businesses thrive and creating financial and digital solutions that the world now takes for granted.
Working Flexibly
We’re committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognizes and supports ways to balance your personal needs, alongside the professional needs of our business. Providing the opportunity for all our employees, globally to work flexibly empowers each of us to work in a way that suits our lives as well as enabling us to better service our customers’ and clients’ needs. Whether you have family commitments or you’re a carer, or whether you need study time or wish to pursue personal interests, our approach to working flexibly is designed to help you balance your life. If you would like some flexibility, then please discuss this with the hiring manager, and your request will be reviewed subject to business needs.
We are currently in the early stages of implementing a hybrid working environment, which means that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. Please discuss the detail of the working pattern options for the role with the hiring manager.
• Developing and conducting the marketing of thematic/tactical trade ideas involving derivatives on Indices/ETFs/single stocks/VIX, both directionally and from volatility relative value
- Researching and publishing on systematic alpha and hedging strategies, as well as on a wide range of topics which would be of interest to equity derivative investors
- Working closely with the Equity Structuring team to create innovative algorithmic Quantitative Investment Strategies which are marketed to Institutional clients
- Executing bespoke projects and providing risk management solutions for Institutional clients
- Communicating recommendations and views to sales, trading, institutional investor clients and other important stakeholders
- Actively collaborating with the equity sector fundamental analysts, economists, data science and strategy teams in other asset classes
• Master’s or Bachelor’s degree in Mathematics, Statistics or similar
- Knowledge of Nonlinear derivatives, equity derivatives (experience in FX derivatives or interest derivates will also be considered)
- Proficiency in quantitative analysis and statistics
- Experience with developing and back testing quantitative strategies and knowledge of financial market/academic experience of option markets/theory
• Excellent programming skills, preferably in R, Python and SQL
- Prior experience and understanding of publishing research reports and external marketing
- Ability to work with big/complex datasets, machine learning
Where will you be working?
In the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as; a gym, staff restaurant and deli bar, and is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to none with a real buzz being created around the offices within.
#LI-Hybrid
