BGI’s Global Trading Research Group is looking for an exceptionally talented individual to conduct empirical market microstructure research including generating high frequency signals, transaction cost modeling and forecasting factors affecting execution such as liquidity, volatility, and volume. The team’s mandate is global and cuts across asset classes. The ideal candidate will have strong research and programming skills and real-world experience working with large financial datasets. 

Responsibilities

• Model building and statistical analysis

• Use high-frequency datasets.

• Run backtests.

• White papers, implementation analyses, and thought leadership.

• Be a team player, working well with and communicating research insights to our partners in trading, portfolio management, transitions, and other research groups.

Requirements

• Strong quantitative background and industry knowledge of trading operations.

• Strong econometric/statistical skills.

• Buy or sell-side industry experience.

• Knowledge and practical experience with statistical packages (e.g., Matlab, SAS, or S-PLUS).

• Familiarity with portfolio construction and backtesting methodology.

• Excellent interpersonal and communication skills.

• Ph.D. in Finance, Economics, Statistics, or other quantitative discipline.

BGI is an Affirmative Action/Equal Employment Opportunity employer.

To apply, please click here:

https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm?szOrderID=5825