- Entry level
- No Education
- Salary to negotiate
- New York City
KDB Data Engineer - 90228625
Primary Location:US-New York-745 Seventh Avenue, New York, NY
Posting Range:27 Mar 2019 - Ongoing
KDB Data Engineer
New York, NY
The Statistical Modelling and Development team is responsible for algorithms and model based business logic used in electronic trading in Markets. The primary purpose of this trading is to provide liquidity to clients on agency and principal basis, where either the connection to the client is electronic or provision of that liquidity requires electronic trading. The business logic includes analytics such as pre and post trade analysis and optimization.
This requires the analysis research and development of proprietary algorithms and trading business logic using data mining and statistical techniques. A significant part of the production implementation is done by the team itself.
The instruments that we currently cover include Equities, FX Spot, Government Bonds, Corporate Bonds, Rates Futures, Rates Swaps, NDFs and CDS indices.
What will you be doing?
Successful candidate will be involved with creation of the following components of data science platform:
• Market Making Activity: Assist in creation of pricing and hedging algorithms as part of Barclays market making activity.
• Modelling layer: including feature engineering interface, feature engineering library, model scoring engine, model training library and the model storage layer
• Data exploration API : build tools to allow efficient data summary statistics and graphs
• Visualization layer: build a relevant visualization layer that can allow the sharing of modelling output to other front office personnel.
What we’re looking for:
• PhD, Master’s or Bachelors degree in Computer Science, software engineering, machine learning, data mining or big data analytics
• 2 to 3 years of relevant work experience in building environments for big data analytics
• Experience in working with Linux, Python, Q & Java/Scala
• Experience with KDB, qPython, PyQ or EmbedPy
• Experience with Apache Spark
• Experience with big data analysis & visualization
• Superior verbal and written communication skills
Skills that will help you in the role:
• Follow & promote best practices for engineering & data science
• POC and/or benchmark Technologies/Tools to choose the most appropriate one
• Stay in front of current technical tools available in big data analytics
Where will you be working?
You will be working at our Americas Headquarters at 745 Seventh Avenue. This 37-story office tower is located in Times Square in the heart of Manhattan and features a cafeteria, fitness center and state-of-the-art LED signage on the facade of the building.
Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.
Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.
We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.
It is the policy of Barclays to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information, or any other basis protected by law.
Dynamic working gives everyone at Barclays the opportunity to integrate professional and personal lives, if you have a need for flexibility then please discuss this with the hiring manager.
Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. If you have a need
About the company
Barclays moves, lends, invests and protects money for 48 million customers and clients worldwide.
We have over 325 years of history and expertise in banking. From our beginnings in Lombard Street, London through to the launch of the world’s first ATM and innovative mobile phone payments services, find out more about our achievements to date.
Barclays is a trading name of Barclays Bank PLC and its subsidiaries. Barclays Bank PLC is registered in England and is authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority. Registered in England. Registered No. 1026167. Registered office: 1 Churchill Place, London E14 5HP.