Quantitative Analytics

Barclays

Mumbai, India
Mathematical, statistical, and machine learning models
Design analytics and modelling solutions
Develop analytics and modelling solutions
To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making

Job Summary

  • To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
  • You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology.
  • Join us as a "Wholesale Credit Risk/ Counterparty Credit Risk OR Market Risk Assistant Vice President “ at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence.

Matching Summary

To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.

Skills & Requirements

Must-have

  • Mathematical, statistical, and machine learning models
  • Design analytics and modelling solutions
  • Develop analytics and modelling solutions
  • Implement analytics and models
  • Wholesale Credit Risk / Counterparty Credit Risk / Market Risk
  • Python, C++, R coding languages

Nice-to-have

  • Domain expertise
  • Collaboration with technology
  • Independent validation teams
  • Operational effectiveness
  • Leadership behaviours
  • Creative problem solving

Key Requirements

  • Assistant Vice President level experience
  • Experience with end-to-end model development
  • Experience in IFRS9/CECL/CCAR
  • Experience in Stress Testing/Scenarios Modelling
  • Experience in IMM Models, SA-CCR, CVA, BASEL Framework
  • Experience in FRTB – IMA and/or SA, VAR, Expected Shortfall (ES)

Work Rights

Not specified

Tailored Resume

Cover Letter