Quantitative Modeler Assistant Vice President
As Barclays Quantitative Modeler Assistant Vice President you will be responsible for developing, testing, implementing and supporting quantitative models for valuation and risk management of traded assets across Barclays. You will create standards and methodologies for all risk & financial modelling across Barclays by leading capital, impairment, stress testing as well as business decision model development for our retail and SME businesses.
Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We've helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity.
What will you be doing?
• Developing predictive models, statistical analyses, optimization procedures, monitoring processes and data quality analyses
• Providing other ad hoc analytics as required to support business needs and strategic direction
• Participating in overall project design and delivery with Quantitative Analytics’ other functional teams and end-clients
• Overseeing models through the internal validation process with the Internal Validation Unit (IVU)
• Producing robust documentation to ensure replicability of results and fulfil Barclays governance requirements
• Contributing to the broader Quantitative Analytics department through participation in peer reviews, terms of reference reviews, modelling forums, and ad hoc projects
What we’re looking for:
• Post graduate university degree in quantitative discipline required (ex. Statistics, Operations Research, Economics, etc.). Graduate studies, Masters or PhD required
• Extensive knowledge of data analysis, theory and statistical techniques
• Industry experience in quantitative financial modelling or relevant academic or industrial experience
• Exceptional Python, Hive and SQL programming skills. Python experience preferred
Skills that will help you in the role:
• Analytical skills – Knowledge of data & analytics. Ability to work independently on analytical tasks
• Team work - Ability to work with and in cross-functional teams and virtual teams across locations
• Conceptual thinking – Ability to think strategically about analytics and their value to the organization
• Communication-Ability to think quickly & relay information to technical and non-technical audiences
Where will you be working?
Barclays' Wilmington campus includes two beautiful buildings located along the historic Wilmington Riverfront. A glance out our windows reveal a scenic look at the Christina River, along with a growing riverfront community of luxury apartments, shops, and restaurants. Additionally, the Wilmington train station is a short walk away making travel from New York and Washington, DC convenient.
LI – RM2021