Quantitative Analyst VP

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

Job summary

An established industry player is seeking a Quantitative Analyst VP to join their Treasury team in London. This role involves designing and implementing mathematical and statistical models to manage interest rate risk and enhance decision-making processes. The successful candidate will collaborate with stakeholders, develop high-performing analytics, and ensure compliance with risk management policies. If you are passionate about quantitative analysis and thrive in a dynamic environment, this opportunity offers a chance to make a significant impact in the financial sector.

Qualifications

• Expert coding skills in Python with experience in analytics.
• Industry experience managing interest rate risk and cashflow generation.

Responsibilities

• Design and develop analytical solutions for complex business problems.
• Collaborate with technology to specify dependencies for analytical solutions.

Skills

Python

Asset Liability Management

Communication Skills

Risk Management

Systems Engineering

Job description

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Join us as an ALM/Rates-Flow Quantitative Analyst VP 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 working with stakeholders within Treasury finance responsible for Asset & Liability Management & Hedge accounting to develop models & analytics that generate cashflows to manage Net Interest Income, Economic Value of Equity & Repricing gap metrics calculated within in-house python developed analytics library.

To Be Successful In This Role, You Should Have

• Industry experience supporting stakeholders to manage interest rate risk and implementing capabilities required for cashflow generation of interest rate flow products including swap, bonds, repos, deposit; discount and forward curves
• Expert coding skills in Python, with experience developing and delivering analytics within a team
• Excellent communication skills, including the ability to discuss technical matters with a non-technical audience

Some Other Highly Valued Skills May Include

• Asset Liability Management Quant with experience supporting Interest rate risk of banking book (IRRBB)
• Systems engineering knowledge, including development of distributed systems

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.
• Collaborate with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools.
• Develop high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and validation teams.
• Implement analytics and models in accurate, stable, well-tested software and work with technology to operationalise them.
• Provide ongoing support for the continued effectiveness of analytics and modelling solutions to users.
• Ensure conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy.
• Undertake all development activities within the defined control environment.

Vice President Expectations

• Contribute to strategy, drive requirements, and recommend changes. Manage resources, budgets, and policies; maintain policies/processes; deliver improvements; escalate breaches.
• If managing a team, define roles, plan for future needs, counsel on performance, and contribute to pay decisions. Lead specialists to influence operations, ensure strategic alignment, and balance goals.
• Demonstrate leadership behaviors: Listen and be authentic, Energise and inspire, Align across the enterprise, Develop others.
• If an individual contributor, serve as a subject matter expert, guide technical direction, lead assignments, train and coach less experienced staff, and influence long-term decisions.
• Advise stakeholders and senior management on impacts and alignment.
• Manage risks through assessment, support control and governance, and demonstrate leadership in risk management and controls.
• Understand organizational functions and contribute to business goals.
• Collaborate across areas, keep abreast of business activities and strategies.
• Create solutions based on sophisticated analysis, research, and innovative thinking.
• Build trusting relationships with stakeholders, influence, and negotiate to achieve outcomes.

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

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Research, Analyst, and Information Technology
• Banking and Financial Services