Join to apply for the Quantitative Analyst VP role atBarclays 1 week ago Be among the first 25 applicants Get AI-poweredadvice on this job and more exclusive features. Join us as anALM/Rates-Flow Quantitative Analyst VP within QA Treasury team inLondon supporting Treasury Finance to manage Interest Rates Riskand Credit rate Risk of banking book. You will be responsible forworking with stakeholders within Treasury finance responsible forAsset & Liability Management & Hedge accounting to developmodels & analytics that generate cashflows to manage NetInterest Income, Economic Value of Equity & Repricing gapmetrics calculated within in-house python developed analyticslibrary. To Be Successful In This Role, You Should Have - Industryexperience supporting stakeholders to manage interest rate risk andimplementing capabilities required for cashflow generation ofinterest rate flow products including swap, bonds, repos, deposit;discount and forward curves - Expert coding skills in Python, withexperience developing and delivering analytics within a team -Excellent communication skills, including the ability to discusstechnical matters with a non-technical audience Some Other HighlyValued Skills May Include - Asset Liability Management Quant withexperience supporting Interest rate risk of banking book (IRRBB) -Systems engineering knowledge, including development of distributedsystems You may be assessed on key critical skills relevant forsuccess in the role, such as risk and controls, change andtransformation, business acumen, strategic thinking and digital andtechnology, as well as job-specific technical skills. Purpose ofthe role To design, develop, implement, and support mathematical,statistical, and machine learning models and analytics used inbusiness decision-making Accountabilities - Design analytics andmodelling solutions to complex business problems using domainexpertise. - Collaborate with technology to specify anydependencies required for analytical solutions, such as data,development environments and tools. - Develop high performing,comprehensively documented analytics and modelling solutions,demonstrating their efficacy to business users and validationteams. - Implement analytics and models in accurate, stable,well-tested software and work with technology to operationalisethem. - Provide ongoing support for the continued effectiveness ofanalytics and modelling solutions to users. - Ensure conformance toall Barclays Enterprise Risk Management Policies, particularlyModel Risk Policy. - Undertake all development activities withinthe defined control environment. Vice President Expectations -Contribute to strategy, drive requirements, and recommend changes.Manage resources, budgets, and policies; maintainpolicies/processes; deliver improvements; escalate breaches. - Ifmanaging a team, define roles, plan for future needs, counsel onperformance, and contribute to pay decisions. Lead specialists toinfluence operations, ensure strategic alignment, and balancegoals. - Demonstrate leadership behaviors: Listen and be authentic,Energise and inspire, Align across the enterprise, Develop others.- If an individual contributor, serve as a subject matter expert,guide technical direction, lead assignments, train and coach lessexperienced staff, and influence long-term decisions. - Advisestakeholders and senior management on impacts and alignment. -Manage risks through assessment, support control and governance,and demonstrate leadership in risk management and controls. -Understand organizational functions and contribute to businessgoals. - Collaborate across areas, keep abreast of businessactivities and strategies. - Create solutions based onsophisticated analysis, research, and innovative thinking. - Buildtrusting relationships with stakeholders, influence, and negotiateto achieve outcomes. All colleagues are expected to embody theBarclays Values of Respect, Integrity, Service, Excellence, andStewardship, and demonstrate the Barclays Mindset of Empower,Challenge, and Drive. Seniority level - Mid-Senior level Employmenttype - Full-time Job function - Research, Analyst, and InformationTechnology - Banking and Financial Services#J-18808-Ljbffr
