- About Us
- Business Areas
- Early Careers
You have not viewed any jobs yet.
Date live: May. 31, 2023
Business Area: Barclays International
Area of Expertise: Risk and Quantitative Analytics
Reference Code: 90372624
Take a look at the map to see what’s nearby. Train stations & bus stops, gyms, restaurants and more.Explore location
Senior Quantitative Analyst
As a Barclays Senior Quantitative Analyst, you will be responsible for developing the next generation of analytics and models for Securitized Products. Moreover, you will be involved in all securitized asset classes including MBS, ABS, CMBS and CLO across the globe. You will support the model enhancements effort and the associated risk management processes and utilize C++ programming and risk measures for Securitized Products. You will ensure that all activities and duties are carried out in full compliance with regulatory requirements.
Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality, and innovation behind us. We offer careers that provide endless opportunity – helping millions of individuals and businesses thrive and creating financial and digital solutions that the world now takes for granted.
We are currently in the early stages of implementing a hybrid working environment, which means that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. We’re flexible on how this works and it may continue to change and evolve. Depending on your team, typically this means that colleagues spend a minimum of between 20% to 60% of their time in the office, which could be over a week, a month, or a quarter. However, some colleagues may choose to spend more time in the office over a typical period than their role type requires. We also have a flexible working process where, subject to business needs, all colleagues globally can request work patterns to reflect their personal circumstances. Please discuss the detail of the working pattern options for the role with the hiring manager.
What will you be doing?
• Developing and maintaining analytics and models for securitized products in the context of standardizing scenario definitions
• Supporting full revaluation in the VAR and Stress testing risk management applications for Securitized products
• Supporting all Securitized Products and Finance trading desks in support analytics requirements relating to pricing and risk management tools
• Cooperating closely with other QA teams engaged with Market and Credit risk in creating requirements and supporting their needs for analytics
• Working with technology team on migrating the legacy analytics system that relies heavily on a third-party structuring tool to QA securitized products analytics system
• Working with stakeholders of securitized products analytics, including market risk managers, model risk management, finance, product controls
• Cooperating with other teams within the broader organization of QA to ensure the consistency and compliance to the standards
• Working on Securitized Products analytics and model documentation to ensure compliance with model risk regulatory requirements
What we’re looking for:
• Proficient with C++ 17 and any one or more of the following: Java/C#/Python
• Familiarity with the tools used in development and deployment of quantitative libraries
• Knowledge of Securitized Products, financial math, including stochastic calculus and its applications to finance
• The candidate will be required to develop and implement models, that reflect market fundamentals
Skills that will help you in the role:
• Very good skills of presenting and articulating ideas well, both oral and written
• Experience with high performance computing (i.e. AWS)
• In-depth knowledge of RMBS
Where will you be working?
Our Prague office is part of the Operations and Technology Division, and as such, we try our best to stay at the top of our technological game. However, the technology itself is not the most important thing. What matters the most to us is the way our ingenuity can help provide better service to our customers and make life easier for our employees.
We're committed to providing a supportive and simplified experience for our candidates throughout the application and assessment process. Here, you will find information about what to expect and some guidance around your assessment and interview.
While the application process depends on the role, there are some constant steps, which are;
Step 1 - Your application
Step 2 - Your assessment
Step 3 - Your interview
Step 4 - Next steps
We aim to create an inclusive work environment where everyone can reach their full potential. If you require any adjustments to our recruitment process, please let us know as part of your application.
Find out more information here.
Barclays offers a diverse, inclusive and engaged culture. A place where people can bring their whole selves to work and be respected for who they are, valued for what they do and celebrated for their contribution to our business and our community.
We are an equal opportunity employer and opposed to discrimination on any grounds. It is the policy of Barclays to ensure equal employment opportunity without discrimination or harassment on the basis of race, colour, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information, or any other basis protected by law.
We’re committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognises and supports ways to balance your personal needs, alongside the professional needs of our business. Providing the opportunity for all our employees, globally to work flexibly empowers each of us to work in a way that suits our lives as well as enabling us to better service our customers’ and clients’ needs. Whether you have family commitments or you’re a Carer, or whether you need study time or wish to pursue personal interests, our approach to working flexibly is designed to help you balance your life. If you would like some flexibility then please discuss this with the hiring manager.
This is the spirit of Barclays. It’s why we exist, what we believe and how we behave. But most importantly, it’s how we make decisions, take action and get things done.
We exist to provide responsible finance to people and business – but also a whole lot more.
We believe great talent RISES. It acts with Respect, Integrity, Service, Excellence and Stewardship.
We discover our full potential through our desire to Empower, Challenge and Drive each other.