VP, Quantitative Research-NYC

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Overall purpose of role:
o    Quantitative Model development and support for the Equity Flow Volatility Desk 
Key Accountabilities and Skills required:
o    Key specific accountabilities.
·         Develop and implement pricing/calibration models that support real-time trading in the equity flow derivatives space 
·         Respond quickly and efficiently to any pricing/volatility surface fitting issues and requests
·         Analyse large data sets to determine systematic patterns
·         Work with IT/Market  Risk/Trading partners to deploy new models
·         Clearly document models and work with Model Validation teams on validation  
o    Stakeholder management and leadership.
·         Role assumes interactions with Trading, IT, Model Validation, Market Risk teams at various corporate levels and such requires strong interpersonal skills
Risk and Control Objective: All Barclays colleagues have to ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards. 
Your Skills and Qualifications will include
o    Basic Qualifications
·         Masters degree in quantitative field e.g. Physics, Mathematics/Financial Mathematics, Engineering.
·         3+ years working experience in the Equity Derivatives modelling, with emphasis on Flow products (American/European vanilla options, variance/volatility products, such as VIX futures/options, volatility ETNs, variance swaps), volatility fitting 
·         Strong programming skills (C++). 
o    Preferred Qualifications
·         PhD degree in quantitative field e.g. Physics, Mathematics/Financial Mathematics, Engineering
·         Experience in working with Model Validation team
·         Experience working in the Convertible Bond modelling space 
·         Strong quantitative background and problem solving skills. 
·         Ability to think independently and provide challenge
·         Effective and clear communication skills, ability to explain complex concepts in a simple intuitive manner
·         Team player