Quantitative Analyst VP

Barclays Business Banking; 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 dynamic QA Treasury team in London. This role focuses on managing interest rate and credit rate risks while leveraging advanced analytics and modeling techniques. You'll collaborate with stakeholders to develop solutions that enhance cashflow generation and improve decision-making processes. The ideal candidate will possess strong Python coding skills and a deep understanding of asset liability management. If you are ready to make a significant impact in a collaborative environment, this opportunity is perfect for you.

Qualifications

• Experience in managing interest rate risk and cashflow generation.
• Strong expertise in Python for analytics development.

Responsibilities

• Design and implement models for business decision-making.
• Collaborate with teams to develop high-performing analytics.

Skills

Python Coding

Interest Rate Risk Management

Communication Skills

Analytics Development

Asset Liability Management

Job description

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We are seeking an ALM/Rates-Flow Quantitative Analyst VP within the QA Treasury team in London to support Treasury Finance in managing Interest Rates Risk and Credit Rate Risk of the banking book.

You will work 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, utilizing our in-house Python analytics library.

To Be Successful In This Role, You Should Have

• Industry experience supporting stakeholders in managing interest rate risk and implementing cashflow generation capabilities for interest rate flow products (e.g., swaps, bonds, repos, deposits), including discount and forward curves.
• Expertise in Python coding, with experience developing and delivering analytics within a team environment.
• Excellent communication skills, capable of discussing technical matters with non-technical audiences.

Additional Valued Skills

• Asset Liability Management Quant with experience supporting Interest Rate Risk of the banking book (IRRBB).
• Systems engineering knowledge, including development of distributed systems.

The role may involve assessing key skills such as risk and controls, change management, business acumen, strategic thinking, and digital/technological expertise, alongside technical skills.

Purpose of the Role

Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics for business decision-making.

Accountabilities

• Design analytics and modeling solutions for complex business problems using domain expertise.
• Collaborate with technology teams to specify dependencies like data, development environments, and tools.
• Develop well-documented, high-performing analytics and models, demonstrating their efficacy to users and validation teams.
• Operationalize analytics and models into stable, tested software with technology support.
• Provide ongoing support to ensure continued effectiveness of solutions.
• Ensure compliance with Barclays' Risk Management Policies, particularly Model Risk Policy.
• Maintain activities within the defined control environment.

Vice President Expectations

• Contribute to strategy, drive requirements, recommend changes, and manage resources and budgets.
• If managing a team, define roles, plan for future needs, counsel employees, and lead specialists to influence operations and strategic decisions.
• Exhibit leadership behaviors: Listen, Energize, Align, Develop.
• For individual contributors, serve as a subject matter expert, guide technical directions, lead projects, and mentor less experienced staff.
• Advise senior stakeholders on impact and strategic alignment.
• Manage risks and demonstrate leadership in controls and risk management.
• Collaborate across functions to stay aligned with business strategies.
• Develop innovative solutions based on comprehensive analysis and research.
• Build trusting relationships with stakeholders, using influencing and negotiating skills.

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