Quantitative Analytics Liquid Financing AVP

Join Barclays as a Quantitative Analytics Liquid Financing AVP, where you will be focusing on Risk and Margin methodologies. The Prime Risk team, which sets and monitors client margin and risk, is the main stakeholder. Beyond responding to day-to-day business inquiries, your responsibilities will include the maintenance and development of margin methodologies for a range of financial products and models/analytics to monitor existing client expos.

To be successful as a Quantitative Analytics Liquid Financing AVP, you should have:

• Experience with Fixed Income or Equity products and models
• Familiar with Calculus, Linear Algebra, and data analysis using AI ML techniques
• Extensive working knowledge of Python and familiarity with object-oriented programming
• Excellent verbal and written communication skills with the ability to explain complicated concepts in a simple, non-technical way, to a variety of internal stakeholders
• Experience delivering projects and working on multiple key ideas in parallel

Some other highly valued skills may include:

• Experience working on Prime Brokerage, XVA, or Corporate Treasury desks
• Knowledge of financial products relevant to the Liquid Financing business, e.g. repo, margin loans, futures, and equity options
• Knowledge of margin methodologies and stress scenarios
• Experience with cross-platform / cross-technology development (Windows/Linux), CI/CD, workflow automation (AWS, Kubernetes), and databases
• Experience with data visualization tools, interface and libraries (e.g. Jupyter, Dash, Rest API); experience with AI coding assistants such as Claude Code

You may be assessed on the key critical skills relevant for success in this role, such as risk and controls, change and transformation, business acumen, strategic thinking, digital and technology, as well as job-specific technical skills.

This role is located in New York, NY

Minimum Salary: $125,000

Maximum Salary: $175,000

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.

To provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimise trading and investment opportunities.

• Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets.
• Working closely with sales teams to identify clients' needs and develop customised solutions.
• In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics.
• Provide front office infrastructure support though ownership and maintenance of analytical libraries.
• Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment.

• To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/ business divisions.
• Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes
• If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership…