To build and maintain the QPS datasets and provide quantitative analysis support to senior QPS Analysts in Mumbai/New York
Assist the senior analyst in maintaining production datasets used in daily and monthly production of Barclays proprietary liquidity metrics: LCS (Liquidity Cost Scores).
Monitor the daily LCS automation, handling exceptions and act as a back-up for internal data requirements.
Support team research, improve and maintain existing automation codes. The role will eventually evolve in conducting quantitative analysis on model related issues, actively contribute to model development & maintenance of various asset classes.
What will you be doing?
Collect insights and data from SQL data infrastructure to support adhoc research projects, monitor QPS automation jobs investigate and escalate to IT in case of job failures.
The candidate will be expected to have a critical eye on the established process/systems in order to question them in a positive, productive and efficient way.
IT teams: We work with research IT teams in order to support the production and be able to rollout in a timely fashion on our new fixes.
Assist the senior QPS Analytics members in coding exercises, model related issues and empirical research
Other QPS members: We are currently working on a cross-asset research support. As part of this effort, the successful candidate will work with other QPS members to conduct exploratory data analysis where needed.
What were looking for:
MBA / CFA / Masters or B.Tech degree in Computer Science, Electrical, Engineering Physics, Chemical Engg, Mechanical from IIT/Tier 1 Colleges
Fixed Income knowledge will be a plus with a specific focus on corporate bond market
Experience in building algorithms, statistical or mathematical modelling will be a plus
Hands on experience in coding using SAS, R and Python numpy, pandas
Hand on experience in a financial institution or firm, in a quantitative area
Modeling data is part of the daily work, knowledge in statistics is mandatory
Strong quantitative finance background plus coding enthusiast highly desirable
Skills that will help you in the role:
Strong logical thinking, problem solving, mathematical and programming skills (Python, SAS or similar)
Extract and analyse data from large bond datasets
Able to work effectively in a fast-paced and demanding environment
Excellent verbal and written communication. Ability to write effective, high-quality emails and documents
Looking for B.E. / B.Tech , MBA / PGDM / MBM , B.Sc , M.E. / M.Tech graduates profile.