Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Job Summary
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
Develop 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.
As an Assistant Vice President, you will advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness, collaborating closely with other functions/business divisions and leading a team.
Matching Summary
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
Skills & Requirements
Must-have
Design, develop, implement models
Mathematical, statistical, machine learning
Treasury and liquidity models
Model Risk Policy adherence
Python, R, or C++ coding experience
Model Development and/or Validation
Nice-to-have
Advise and influence decision making
Lead collaborative assignments
Mitigate risk and develop policies
Creative problem solving
Communicate complex information
Barclays Values and Mindset
Key Requirements
Experience with Treasury Models (Deterministic Model)
Knowledge of Treasury Risk (IRRBB)
Knowledge of Liquidity Modelling
Knowledge of Hedge accounting
Knowledge of ICAAP VAR Model
Knowledge of PRA110 liquidity reporting
Hands on coding experience
Experience in Model Development and/or Model Validation
Experience in IRRBB, RRP, TWD, Hedge accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecasting