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Join us as a Quantitative Analyst AVP- Treasury t Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence.
You’ll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences.
You will be responsible for developing best in class treasury and liquidity models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology.
You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development, experience on coding languages like Python OR R OR C++, as well as job-specific skillsets.
To be a successful Quantitative Analyst AVP-Treasury you should have experience with:
1 (A). You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cashflow management for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation.
1(B). You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cashflow management for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation
2.Hands on coding experience (as a full-stack developer / agile developer etc.
3.Preferable language is Python, C/C++ etc).
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4.Hand on experience in Model Development and/or Model Validation (core development experience preferred)/Model Implementation.
5.Experience in IRRBB, RRP, TWD, Hegde accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecasting.
You may be assessed on essential skills relevant to succeed in role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills.
Job location of this role is Mumbai.
Purpose of the role
To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right.
They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.
Barclays is a British multinational universal bank offering consumer banking, corporate banking, investment banking, and wealth management services to over 48 million customers worldwide.
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