SM&D Electronic Trading Quant

Join us as a SM&D Electronic Trading Quant at Barclays. As a quant researcher, the person would be responsible for designing and developing mathematical algorithms to underpin our market analytics, execution strategies and models, pricing, hedging, pre/post trade analytics. Ultimately, the purpose is to create best in class the business logic and models underlying electronic liquidity offering to clients and the associated analytics. This would involve the full chain from requirements gathering, design, implementation, productionisation, optimisation, monitoring and support.

Responsibilities

The Statistical Modelling and Development team remit lies within the trading activities in the Markets division, in particular electronic trading activities. It is responsible for:

• Algorithms and model-based business logic used in electronic trading in Markets.
• Data Science applied to trading and sales activities
• Underlying technology used in electronic trading and Data Science
  

The primary purpose of electronic trading is to provide liquidity to clients on agency and principal basis, where either the connection to the client is electronic or provision of that liquidity requires electronic trading. This requires the analysis, research and development of proprietary algorithms and trading business logic using data mining and statistical techniques. The business logic includes information extraction from market data, price formation, auto-hedging, algorithmic risk management, execution strategies and smart order routing.
You may be assessed on the key critical skills relevant for success in role, such as experience with SM&D Electronic Trading Quant, as well as job-specific skillsets.To be successful as a SM&D Electronic Trading Quant, you should have experience with: