Quantitative Analyst

London, United Kingdom
16 May 2022
30 May 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
As a Barclays Quantitative Analyst (QA) within the Treasury Team you will have the opportunity to provide development and implementation support to key Treasury models, including driver based models for projecting Barclays balance sheet and a supporting the Interest Rate Risk on the Banking Book (IRRBB) analytic capabilities. You will implement and design statistical projection model code within an IT infrastructure related to Comprehensive Capital Analysis and Review (CCAR), IRRBB and IFRS9 regulatory requirements and Treasury functions.

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.

Hybrid Working
We are currently operating in a hybrid working environment, meaning 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. Please discuss the detail of the working pattern options for the role with the hiring manager.

What will you be doing?
• Designing, building and delivering robust and production quality code within a unified library for use within Treasury and Barclays UK and International
• Delivering high quality documentation and presentations to support and maintain model and library use
• Working with QA Modelling Systems to ensure delivery of robust python code to support model orchestration for CCAR, IRRBB, Planning and Stress Testing (P&ST) and IFRS9
• Assisting with the development of statistical models for projection of Barclays' balance sheet under different macro-economic scenarios, and also hedging analytics capability
• Liaising with Treasury and business stakeholders to ensure that model requirements are met and implemented successfully in a production environment

What we're looking for:
• Post graduate degree in a quantitative discipline with a computer science component
• Some industry experience in quantitative finance. This may be replaced by relevant academic or industrial experience in computer science
• Able to deliver to tight deadlines on quantitative projects
• Good understanding of library and code design

Skills that will help you in the role:
• Experience in delivering Python and C++ based quantitative finance models
• Experience in statistical model development and implementation.
• Understanding of relevant regulatory guidelines for CCAR, IFRS9, P&ST and IRRBB
• Some grounding in statistical modelling to support model implementation and development

Where will you be working?
5 North Colonnade is home to our investment bank and is in the heart of Canary Wharf, just a short walk from our headquarters at Churchill Place. It boasts an array of onsite amenities such as dry cleaner as well as a deli and buffet style staff restaurant. The building is easily accessible by tube, docklands light railway and all major bus links. The atmosphere is second to none with a real buzz being created around the offices within.
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