Barclays Vacancies 2022 – Quantitative Analyst

Job Description:

As a Barclays Quantitative Analyst, you will be in charge of Developing and implementing hedging and cash flow forecasting models, analytics and user tooling with applications to hedging decision making, Funding in Resolution, Recovery & Resolution Planning, stress testing, IRRBB and ICAAP. Your role will also involve developing and implementing statistical projection model code related to CCAR/stress testing, IRRBB and IFRS9 regulatory requirements and Treasury functions.

Job Responsibilities:

• Working with the Quantitative Development team to ensure delivery of robust Python code and supporting alignment with QA and technology infrastructure strategy
• Developing and supporting hedging analytics, cash flow and income forecasting capability
• Delivering high quality documentation and presentations to support and maintain model and library use
• Liaising with Treasury and business stakeholders to ensure that model requirements are met and implemented successfully in a production environment
• Designing/building and delivering robust and production quality code within a unified library for use within Treasury and Barclays UK and International

Job Requirements:

• Excellent knowledge of Python, including some industry experience
• Knowledge of relevant regulatory guidelines for CCAR, IFRS9, P&ST, IRRBB, PRA110 liquidity reporting and Funding in Resolution
• Ability to deliver to tight deadlines on quantitative projects, and manage the end to end process of model delivery

Qualification & Experience:

• Experience in statistical model development and implementation
• Experience in delivering Python based quantitative finance models
• Post graduate degree in a quantitative discipline with a financial mathematics and/or computer science component
• Experience in analysing and managing large volumes of data including cleaning and subsequent pattern identification and clustering
• Significant industry experience in and good understanding of quantitative finance

Job Details:

Company: Barclays

Vacancy Type: Full Time

Job Location: London, England, UK

Application Deadline: N/A

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