Quantitative Analyst AVP

Barclays UK; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

Join Barclays as an ALM Quantitative Analyst AVP in London, supporting Treasury Finance. You will leverage your coding and financial mathematics expertise to design and implement analytical tools, collaborate with stakeholders, and ensure effective risk management strategies. This role demands strong communication and technical skills to drive business solutions effectively.

Qualifications

• Strong Python coding skills, proficient in Pandas and Numpy.
• Foundational knowledge in financial mathematics.
• Experience in Treasury Finance model development desired.

Responsibilities

• Design and implement Python-based tools for risk metrics.
• Collaborate with stakeholders to develop financial models.
• Lead team in solving complex business problems.

Skills

Python

Pandas

Numpy

Communication

Risk Management

Education

Degree in Finance, Mathematics, or related field

Tools

Statistical and Machine Learning Models

Analytics Software

Job description

Join us as a ALM Quantitative Analyst AVP within QA Treasury team in London supporting Treasury Finance to manage Interest Rates Risk and Credit rate Risk of banking book.

You will be responsible for supporting the Asset and Liabilities Management(ALM) & Hedge accounting stakeholders in Finance & Risk by designing, implementing, and deploying Python-based tools for balance sheet sensitivity and risk metrics. Additionally, you will collaborate with business stakeholders and Technology partners to develop and deploy models.

To be successful in this role, you should have:

Strong coding skills in Python, including close familiarity with Pandas and Numpy libraries

A solid foundation in financial mathematics, in particular bond and derivative pricing and discounting

Excellent communication skills, including the ability to discuss technical matters with a non-technical audience

Some other highly valued skills may include:

Systems engineering knowledge, including development of distributed systems

Previous experience in Treasury Finance model development or Treasury desk support

You may be assessed on key critical skills relevant for success in the role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills.

Purpose of the role

To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making

Accountabilities

• Design analytics and modelling solutions to complex business problems using domain expertise.
• Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools.
• Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams.
• Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them.
• Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users.
• Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy.
• Ensure all development activities are undertaken within the defined control environment.
• To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/ business divisions.
• Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes
• If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others.
• OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.
• Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
• Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
• Take ownership for managing risk and strengthening controls in relation to the work done.
• Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
• Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
• Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
• Communicate complex information. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.
• Influence or convince stakeholders to achieve outcomes.

All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.

About the company

From current accounts, mortgages and insurance, to loans, credit cards and saving accounts – see how we can help you. Let’s go forward

Notice

Talentify is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or protected veteran status.

Talentify provides reasonable accommodations to qualified applicants with disabilities, including disabled veterans. Request assistance at [e-mail] or 407-000-0000.

Federal law requires every new hire to complete Form I-9 and present proof of identity and U.S. work eligibility.

An Automated Employment Decision Tool (AEDT) will score your job-related skills and responses. Bias-audit & data-use details: www.talentify.io/bias-audit-report . NYC applicants may request an alternative process or accommodation at [e-mail] or 407-000-0000.