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Rates Quantitative Analyst

Joined
2/4/09
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3
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Rates Quantitative Analyst
San Francisco

Barclays Global Investors (BGI) is America's largest money manager, providing structured investment strategies such as indexing, risk-controlled active products, and exchange traded funds to investors worldwide. For more than 35 years, BGI has been at the forefront of developing innovative investment ideas, applying science and technology to the investment process. Headquartered in San Francisco and winning first place in the SF Business Times' ''Best Places to Work in the Bay Area 2008" Awards (Giant Companies category), the Barclays PLC subsidiary employs over 3,700 people globally and manages approximately $1.5 trillion in assets.

Overview

The US Rates investment team, part of BGI's Active Fixed Income division, develops and implements proprietary, quantitatively driven trading strategies for government bonds, interest rate derivatives, and currency forwards. The US Rates team has a challenging opportunity for individuals to leverage software development skills in a business facing role.

In particular, we are seeking a Rates Quantitative Analyst to work with researchers and portfolio managers to develop and support tools and processes used in managing portfolios, performing quantitative analyses, and implementing research ideas. The candidate will work closely with end users of varying technical sophistication, as well as technologists throughout the firm.

Responsibilities

· Build prototypes of portfolio and research tools used to implement quantitative trading strategies for the Rates Research investment team.
· Collaborate across disciplines such as portfolio management, research, and information technology in order to develop, implement, and support software tools.
· Monitor the performance of existing strategies and look for opportunities to improve alpha signal construction and implementation.
· Review data feeds daily to ensure that they are transferring into models accurately; correct any inconsistencies.

Requirements

· BS degree in Computer Science, Statistics, Economics, Finance, Engineering, or Hard Sciences. MS or MFE strongly preferred.
· Must be highly proficient with statistical research environments such as Matlab and S+/R and have experience handling real-world datasets via SQL.
· 2-3 years of fixed income experience in the asset management industry is strongly preferred.
· Experience with algorithmic programming languages (C++/Java/Perl/etc), along with knowledge of Microsoft Excel and Visual Basic.
· Familiarity with fixed-income mathematics.
· Demonstrated ability to work both independently and in a team environment.
· Strong project management skills.
· Willingness to work west-coast market hours.

BGI is an Affirmative Action/Equal Employment Opportunity employer.

To apply, please click here:

https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm?szOrderID=5660
 
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