BA4- QPS Analyst

About the job

As a BA4- QPS Analyst at Barclays, your main focus will be on the development of quantitative portfolio strategies across major asset classes for large global institutional investors. This includes central banks, sovereign wealth funds, asset managers, pension funds, endowments, insurance companies, and hedge funds. The areas of research include optimal allocation of portfolio risk budget, diversification requirements, studies of investment style and cost of investment constraints, alpha generation, smart beta strategies, and benchmark replication and customization. Additionally, bespoke projects for fixed income investors are part of the responsibilities. The QPS Group has had several research findings adopted as standard practices by institutional investors and has pioneered analytical measures such as DTS (Duration Times Spread) and LCS (Liquidity Cost Scores). Key Responsibilities: - Take ownership of Barclays QPS quantitative models. - Assist senior quant analysts in maintaining model datasets used in the monthly production process. - Work on custom projects across multiple asset classes involving time-series analysis, statistical inferences analyzing large datasets. - Monitor the automation of quant models, handle exceptions, and act as a point of contact for Technology teams. - Improve and maintain existing quantitative models, conduct quantitative analysis, empirical research on model-related issues. - Take initiatives to improve quant libraries as maintaining high data quality is essential for research and smooth production of quantitative models. - Work closely with senior QPS Analysts in building research datasets for new projects. - Present analysis to senior stakeholders in a clear and concise manner. - Own and drive timely production of quantitative scorecards, signals, etc., by handling model production, monitoring automation jobs, investigating, and escalating to Tech support in case of job failures. - Conduct rigorous checks as publishing erroneous data creates reputational risk for Barclays.

Requirements

• Quantitative research
• Statistical model development
• Statistics
• Econometrics
• Python
• R
• MATLAB

Qualifications

• Academic experience in quantitative research or statistical model development
• Excellent written and verbal communication skills

Preferred Technologies

• Quantitative research
• Statistical model development
• Statistics
• Econometrics
• Python
• R
• MATLAB

About the company

Barclays is a leading global financial services provider, offering a range of financial products and services to large global institutional investors, including central banks, sovereign wealth funds, asset managers, pension funds, endowments, insurance companies, and hedge funds. The QPS Group has pioneered several analytical measures adopted as standard practices by institutional investors.