Quantitative Researcher

Job Description & Qualification

Role Description:
We are looking for an outstanding researcher to join our team in London or New York as a quantitative cross-asset AVP/VP level analyst. The candidate will be involved in developing quantitative signals in different asset classes, asset allocation models, cross-asset valuation, hedging and portfolio construction. The work will include empirical analysis using both market data and non-traditional data sources and innovative techniques. In addition to active research, the candidate will be expected to take part in publishing (including in academic journals) and actively marketing the work to clients across the globe as well as interact with sales, trading desks and other research groups.

• A PhD in Finance, Economics or a related quantitative field – a must.
• Academic or job market experience in quantitative research. Experience in developing issue selection and/or sector timing models –preferred. Familiarity with Fixed Income – preferred.
• Ability to clearly formulate and conduct empirical studies.
• Strong creativity and ability to work independently or in a team, a must.
• Strong quantitative skills: linear algebra, statistics, econometrics including time-series analysis and cross-sectional techniques. Knowledge of machine learning and textual analysis techniques is a plus.
• Excellent presentation skills.
• Self-sufficiency in one or more programming environments such as SAS, Matlab and Python
• Familiarity with standard financial markets and databases such as Compustat, CRSP, and Factset a plus

Application Procedure

Please email CV and sample research papers to Arik.BenDor@barclays.com.

About the Organization

The Quantitative Portfolio Strategy group
The group is a unique quantitative research team that has stayed together on Wall Street for over 25 years with minimal turnover. Over the past decade the group was top-ranked in its category by Institutional Investor Fixed Income research survey of investment management firms.
The group advises the largest institutional investors around the globe on quantitative aspects of portfolio management across all asset classes on a one-on-one basis. Work on custom projects to help clients with asset allocation, portfolio construction, evaluation of investment constraints, beta replication, alpha generation and risk management utilizing empirical studies and developing models.
Team analysts frequently publish in leading industry journals – Journal of Portfolio Management, Journal of Fixed Income, Journal of Alternative Investments and have also published 4 books: “Systematic Investing in Credit”, Wiley 2020; “A Decade of Duration Times Spread (DTS)”, Barclays 2016, “Quantitative Credit Portfolio Management”, Wiley, Dec 2011 and “Quantitative Management of Bond Portfolios”, Princeton University Press, 2007. (Japanese edition, Toyo Keizai, 2010).

For Additional Questions


Job ID

ID: J8710