Quant jobs / Barclays

Markets Strats – AVP

A coding-heavy strats role at Barclays building a research and portfolio analysis platform used by trading desks. You build backtesting infrastructure and connect vendor and internal data.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Extend the backtesting infrastructure that trading desks use
Integrate vendor and external data services into the platform
Support portfolio optimisation and analysis tools
Query large datasets in KDB for research

What they ask for

Required

Advanced Python
Java
Equity derivatives knowledge
Backtesting frameworks
Portfolio optimisation techniques
KDB for large-scale data analysis
Quantitative development for research platforms

Preferred

Clear communication with front-office desks
Handling multiple projects

Education: No degree level stated
Experience: Experienced developer in quant research platforms; years not stated. Role is FINRA-regulated
Languages and tools: Python
Java
KDB+/q
Markets: equities, options

How to prepare

Build a small backtesting engine in Python with pluggable data sources and tests
Learn KDB+/q basics and run queries over tick or daily data
Study equity derivatives basics and portfolio optimisation
Practise API and data integration design

What to study

Apply

Read the full posting on Barclays’s site before applying: requirements, location and pay can change after we check them.

View the posting on Barclays’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Barclays and doesn’t handle applications.