Job
Description
As a Quant Analytics Market Risk / Treasury - Vice President at Barclays, you will be driving the evolution of the Risk function by developing best-in-class credit risk models using industry-leading model development frameworks & methodologies. Your role will involve working in a global quant team, collaborating with regulators worldwide, and leveraging cutting-edge technology. Effective stakeholder management, leadership, and decision-making skills are essential to support business strategy and risk management. Key Responsibilities: - Develop best in class credit risk models using industry leading model development frameworks & methodologies - Work in a global quant team and collaborate with regulators across the world - Utilize cutting-edge technology for model development and implementation - Effectively manage stakeholders, provide leadership, and make strategic decisions to support business objectives Qualifications Required: - Hands-on experience in Risk / Finance / Quant Modelling, particularly in Treasury Risk, Liquidity Modelling, Hedge accounting, ICAAP VAR Model, PRA110 liquidity reporting, and Model Implementation - Proficiency in technology with recent coding experience, preferably in Python, Python-OOP, C/C++, and version control methods - Advanced Technical Degree (Master's / PhD) in Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, or Financial Mathematics - Experience in Stress Testing/Scenarios Modelling, Model Development, Model Validation, Statistical Modelling, and familiarity with regulatory frameworks Good to Have Skills: - Certification in GARP-FRM, PRM, CQF, AI/ML Courses, and proficiency in coding and computer programming - Experience with R, MATLAB, Numerix, and database skills - Strong skills in Stakeholder management, leadership, and decision-making In this role, you will design, develop, implement, and support mathematical, statistical, and machine learning models and analytics for business decision-making. Your responsibilities will include designing analytics solutions, collaborating with technology for dependencies, developing high-performing solutions, implementing models in software, and providing ongoing support. It is crucial to adhere to Barclays Enterprise Risk Management Policies, particularly the Model Risk Policy, and work within the defined control environment. As a Vice President, you are expected to contribute to setting strategy, driving requirements, managing resources and policies, delivering continuous improvements, and demonstrating leadership behaviours. You will advise key stakeholders, manage and mitigate risks, demonstrate leadership in managing risk, and collaborate with other areas to achieve business goals. All colleagues at Barclays are expected to uphold the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as the Barclays Mindset of Empower, Challenge, and Drive.,