Barclays Global Investors Quant Job Openings
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Barclays Global Investors Quant Job Openings
 
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Senior Quantitative Analyst –
Portfolio Construction Barclays Global Investors (BGI) is BGI's Fixed Income US Portfolio Solutions team is seeking a
Senior Quantitative Analyst - Portfolio Construction. Key Responsibilities • Oversee all separate fixed income accounts. • Focus on allocation of strategies and rebalancing of
each separate account. • Drive systems development supporting portfolio
construction. • Provide in-depth analysis on sector exposure. • Interact with clients regarding portfolio
construction. • Monitor and maintain performance of accounts across
sectors. • Assess the effectiveness of risk management
frameworks. Qualifications • 5+ years experience in a portfolio
analysis/construction/optimization or an asset allocation role in fixed income,
ideally at a buyside firm. • Experience in working closely with portfolio
managers and traders. • Strong development and knowledge of derivative
pricing models. Multiple asset classes are beneficial, but not essential. • Experience with US securities -- corporates,
mortgages, structured securities (ABS, CMBS), and derivatives instruments. • Good programming skills in Matlab, R, or S-Plus. C++
is a plus. • Good quantitative skills. Ability to analyze large
data sets. • PhD or MS in a quantitative subject such as Applied
Math, Physics, or Statistics; CFA is a plus. To apply, use this URL: https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm?szOrderID=2655 ------- Research Associate Barclays Global Investors (BGI) is BGI’s Global Index and Markets
Group (GIMG) is seeking a Research Associate to conduct quantitative research
for products with alpha expectations managed by the Index Group and develop
mathematical trading models & strategies, including the generation of
alpha. He/she will also establish metrics for risk and performance and
collaborate with portfolio management and trading teams to drive implementation
and generate revenue. Key
Responsibilities ·
Design, calibrate, and optimize
quantitative models for market processes and trading strategies. ·
Design and implement analysis and
monitoring tools. ·
Identify data sources; design
appropriate data models; gather, cleanse, and validate data. ·
Perform ad hoc analysis for
portfolio management and strategy groups. ·
Provide quantitative support for
other researchers. Qualifications ·
Advanced degree in finance,
engineering, physics, economics, mathematics, or other quantitative discipline. ·
Knowledge of trading, financial
markets and Statistical Arbitrage desirable. ·
Relevant experience working with
large datasets, quantitative model development, and statistical hypothesis
testing. ·
Creativity and out of the box
thinking. ·
Working knowledge of statistics and
econometrics. ·
Superior analytical and quantitative
skills. ·
Proficiency in computer programming,
statistical analysis and numerical techniques. Strong familiarity with Excel
and Matlab. Knowledge of Perl or Java is a plus. ·
Demonstrated ability to design and
implement robust numerical algorithms. ·
Excellent teamwork, relationship
building, and communication skills, including ability to distill complex
concepts into a form understood by a broader audience. To apply, email a
Word or PDF resume to: [hidden email] Jaime Pack Recruiting
Coordinator Human Resources Barclays Global
Investors (: (415) 908-7612 (office) 6: (415) 618-1411 (fax) 45 Fremont
Street, San Francisco, CA 94105, USA http://www.linkedin.com/in/jaimepack --
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