Systematic Trading Developer-Volatility Trading and Market Microstructure

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As a Barclays Systematic Trading Developer - Volatility Trading and Market Microstructure, you will be working cooperatively with traders, developers, compliance and risk teams to deliver algorithmic trading solutions. These solutions will make a positive significant impact to revenue generation of the Equity Derivatives business. You will be owning, developing and deploying algo trading solutions, in addition to supporting, training and guiding the traders in the use of the trading algorithms. Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted. This opportunity is open to flexible working arrangements. Such as working from home, flexible or compressed hours, and part-time options. If you have a need for flexibility, please apply and discuss this with us during the hiring process. What will you be doing?
   Assessing the algorithm performance and feeding this analysis back to the conception, development and usage of the algos
   Building and improving the algo trading capabilities of the equity derivative business
   Making technical decisions that require strong understanding of volatility trading, market microstructure, risk and regulatory requirements
   Supporting, collaborating and communicating globally with traders and developers
   Developing and maintaining high quality reusable code
   Bringing new ideas and improvements to the business
   Strictly adhering to Barclays Policies and Standards and Financial Regulations appropriate to the role
   Ensuring tasks are carried out in accordance to risk and control guidelines and all necessary Barclays Change standards What we're looking for:
   Extensive knowledge of Volatility Trading and Market Microstructure in Cash Equities and Equities Derivatives
   Proven experience with low latency Java or C++ programming and high frequency algorithimic trading solutions for derivatives trading desks
   Proficiency in KDB+ programming
   Mastery of best practices in software development lifecycle, and operational risk management Skills that will help you in the role:
   Degree, Msc or Phd in Mathematics, Computer Science, Statistics or other quantitative domain
   Knowledge of Volatility pricing and risk
   Understanding and demonstrable knowledge of Machine learning and Optimization Theory, Data analysis (Python / R / Julia)
   Knowledge of In Memory Databases (Hazelcast / Apache Ignite) Where will you be working?
5 North Colonnade is home to our investment bank and is in the heart of Canary Wharf, just a short walk from our headquarters at Churchill Place. It boasts an array of onsite amenities such as dry cleaner as well as a deli and buffet style staff restaurant. The building is easily accessible by tube, docklands light railway and all major bus links. The atmosphere is second to none with a real buzz being created around the offices within.

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