Quantitative Analyst AVP

Barclays; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a Quantitative Analyst AVP to join their dynamic QA Treasury team in London. This role involves supporting Treasury Finance by designing and implementing Python-based tools that enhance balance sheet sensitivity and risk metrics. The ideal candidate will have a strong background in financial mathematics and excellent communication skills to bridge technical discussions with non-technical stakeholders. This is a fantastic opportunity to contribute to impactful decision-making processes within a collaborative environment, while developing advanced analytics and modeling solutions.

Qualifications

• Strong coding skills in Python, especially with Pandas and Numpy.
• Solid foundation in financial mathematics, particularly bond pricing.

Responsibilities

• Design and implement Python-based tools for balance sheet sensitivity.
• Collaborate with stakeholders to develop and deploy analytical models.

Skills

Python

Pandas

Numpy

Financial Mathematics

Communication Skills

Tools

Statistical Models

Machine Learning Models

Job description

Join us to apply for the Quantitative Analyst AVP role at Barclays.

This position is within the QA Treasury team in London, supporting Treasury Finance to manage Interest Rates Risk and Credit Rate Risk of the banking book.

You will be responsible for supporting 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. Collaboration with business stakeholders and Technology partners to develop and deploy models is also required.

To Be Successful In This Role, You Should Have

• Strong coding skills in Python, including familiarity with Pandas and Numpy libraries
• A solid foundation in financial mathematics, particularly 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

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 modeling solutions to complex business problems using domain expertise.
• Collaborate with technology teams to specify dependencies for analytical solutions, such as data, development environments, and tools.
• Develop high-performing, well-documented analytics and modeling solutions, demonstrating their efficacy to business users and validation teams.
• Implement analytics and models in accurate, stable, and thoroughly tested software, working with technology to operationalize them.
• Provide ongoing support to ensure continued effectiveness of analytics and modeling solutions.
• Ensure conformance to Barclays Enterprise Risk Management Policies, especially Model Risk Policy.
• Maintain all development activities within the defined control environment.

Assistant Vice President Expectations

• Advise and influence decision-making, contribute to policy development, and collaborate across functions.
• Lead a team performing complex tasks, setting objectives, coaching, and appraising performance.
• Demonstrate leadership behaviors: Listen and be authentic, Energize and inspire, Align across the enterprise, Develop others.
• If an individual contributor, lead collaborative assignments, guide team members, and identify new directions for projects.
• Consult on complex issues, support risk mitigation, and develop policies supporting control and governance.
• Manage risk and strengthen controls related to your work.
• Work closely with other areas to understand how they contribute to organizational objectives.
• Engage in complex data analysis from multiple sources to solve problems creatively and effectively.
• Communicate complex or sensitive information effectively.
• Influence stakeholders to achieve desired outcomes.

All colleagues are expected to embody Barclays' Values: Respect, Integrity, Service, Excellence, and Stewardship, and to demonstrate the Barclays Mindset: Empower, Challenge, and Drive.