Quant Analytics Treasury - Vice President Barclays

8.0 - 12.0 years

0 Lacs

maharashtra

On-site

As a Quant Analytics Treasury - Vice President at Barclays, you will be spearheading the evolution of the Risk function by developing best-in-class credit risk models using industry-leading frameworks and methodologies. You will work in a global quant team, collaborate with regulators worldwide, and utilize cutting-edge technology. Your role will also involve effective stakeholder management, leadership, and decision-making to support business strategy and risk management. **Key Responsibilities:** - Develop credit risk models such as Treasury Risk, Liquidity Modelling, Hedge accounting, ICAAP VAR Model, PRA110 liquidity reporting, and Model Implementation. - Utilize hands-on working knowledge in areas like IRRBB, RRP, TWD, Hedge accounting, FX rate risk, Balance-sheet Modelling, and Cash Flow Forecasting. - Demonstrate proficiency in technology, including recent coding experience in Python, Python-OOP, C/C++, and Version control methods. - Engage in Stress Testing/Scenarios Modelling, Model Development, Model Validation, Statistical Modelling, and understanding of regulatory frameworks. **Qualifications Required:** - Advanced Technical Degree (Master's / PhD) in Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, or Financial Mathematics. - Relevant certifications such as GARP-FRM, PRM, CQF, AI/ML Courses would be beneficial. - Experience with R, MATLAB, Numerix, and Database skills. - Strong experience in Stakeholder management, leadership, and decision-making to support business strategy and risk management. In this role, you will design, develop, implement, and support mathematical, statistical, and machine learning models and analytics for business decision-making. You will collaborate with technology to specify dependencies for analytical solutions, develop high-performing analytics solutions, and ensure conformance to all Barclays Enterprise Risk Management Policies. As a Vice President, you will contribute to setting strategy, drive requirements for change, manage resources and budgets, and ensure continuous improvements. You will demonstrate leadership behaviours aligned with the Barclays values and mindset, advise key stakeholders, manage risks, and collaborate with other teams to achieve business goals. All colleagues at Barclays are expected to embody the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as demonstrate the Barclays Mindset of Empower, Challenge, and Drive.,

Posted 3 days ago

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