12 Sep
|
Barclays
|
Mumbai
Join us as a “QPS AVP” at Barclays, QPS focuses on the development of quantitative portfolio strategies across major asset classes for large global institutional investors, including central banks and sovereign wealth funds, asset managers, pension funds, endowments, insurance companies, and hedge funds. Our 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 in addition to bespoke projects for fixed income investors. Several research findings by the QPS Group have been adopted as standard practices by institutional investors. QPS also pioneered several analytical measures that became widely accepted by the industry, such as DTS (Duration Times Spread) and LCS (Liquidity Cost Scores).
To be a successful “QPS AVP” There are two aspects to this role: (a) To build, maintain and own the regular production of Barclays quantitative models and (b)
to provide quantitative analysis support to senior QPS Analysts in London and New York.
You may be assessed on the key critical skills relevant hands-on role requires strong analytic skills to be able to understand and support model implementation and tools. The role requires good judgement in dealing both with short-term and longer-term projects with direct impact on the QPS data products and a strong drive to develop an in-depth understanding of QPS processes.
Basic/ Essential Qualifications:
- 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 transparent and concise manner
- Own and drive timely production of quantitative scorecards, signals etc by handling model production, monitoring automation jobs inve
📌 Qps - Avp (Mumbai)
🏢 Barclays
📍 Mumbai