Quantitative Analyst AVP - Treasury

ACCA Careers; Singapore; On-site; SGD 100,000 - 150,000; Full time

Job summary

A leading financial institution is seeking a Quantitative Analyst AVP Treasury and Liquidity Risk in Singapore. The role involves designing and implementing advanced analytics solutions to support decision-making in treasury and liquidity risk management. The ideal candidate will have a strong background in quantitative finance, treasury models, and coding, coupled with leadership skills. This position offers the opportunity to drive innovation within a dynamic team.

Qualifications

• Experience with treasury models and liquidity modelling.
• Knowledge of Hedge accounting and ICAAP VAR Model.
• Strong hands-on coding experience in Python and C/C++.

Responsibilities

• Design, develop and implement analytics solutions.
• Lead a team and coach employees to achieve objectives.
• Consult on complex issues and mitigate risks.

Skills

Experience with treasury models

Risk finance

Quant modelling

Hands-on coding in Python

Hands-on coding in C/C++

Model Development

Model Validation

Model Implementation

Job description

The role of Quantitative Analyst AVP Treasury and Liquidity Risk at Barclays involves designing, developing, implementing, and supporting mathematical, statistical, and machine learning models and analytics used in business decision-making. As part of your responsibilities, you will design analytics and modelling solutions for complex business problems, collaborate with technology to specify dependencies required for analytical solutions, develop high performing and documented analytics solutions, and implement them accurately in software. You will also provide ongoing support for the effectiveness of analytics and modelling solutions to users while ensuring conformance to Barclays Enterprise Risk Management Policies.As an Assistant Vice President, you are expected to advise and influence decision making, contribute to policy development, and take responsibility for operational effectiveness. You will lead a team, set objectives, coach employees, and appraise performance. If the position includes leadership responsibilities, you are expected to demonstrate leadership behaviours such as listening, inspiring, aligning across the enterprise, and developing others. In case of individual contribution, you will lead collaborative assignments, guide team members, and identify new directions for projects.Your role will involve consulting on complex issues, mitigating risks, developing new policies/procedures, and managing risk and controls related to your work. You will collaborate with other areas of work, engage in complex analysis of data, and communicate complex information effectively. Additionally, you will be expected to demonstrate Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, along with the Barclays Mindset of Empower, Challenge, and Drive.To be successful in this role, you should have experience with treasury models, risk finance, and quant modelling. Knowledge of Treasury Risk, Liquidity Modelling, Hedge accounting, ICAAP VAR Model, PRA110 liquidity reporting, and Model Implementation is essential. Hands-on coding experience, preferably in Python, C/C++, and experience in Model Development, Validation, and Implementation is also required.The job location for this role is Mumbai. Join Barclays as a Quantitative Analyst AVP Treasury and Liquidity Risk to spearhead the evolution of the digital landscape, drive innovation, and revolutionize the digital offerings for unparalleled customer experiences.,

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