Join us as a Quantitative Analyst AVP Treasury at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence
Job Summary
Join us as a Quantitative Analyst AVP Treasury at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence.
You will be responsible for developing best in class treasury and liquidity models using industry leading model development frameworks & methodologies, working in a global quant team with regulators worldwide and cutting-edge technology.
All colleagues are expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship and the Barclays Mindset to Empower, Challenge and Drive.
Matching Summary
Join us as a Quantitative Analyst AVP Treasury at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence.
Skills & Requirements
Must-have
Treasury and liquidity model development
Python or C/C++ coding experience
Risk and finance quantitative modelling
Model implementation and validation
Experience with IRRBB and liquidity modelling
Hedge accounting knowledge
Experience with ICAAP VAR and PRA110 reporting
Nice-to-have
Collaboration with technology teams
Leadership and coaching skills
Strong communication of complex information
Strategic thinking and digital technology mindset
Cross-functional collaboration
Risk mitigation and governance
Ability to influence stakeholders
Key Requirements
Experience in treasury risk and liquidity modelling
Hands-on coding experience in Python, R, or C++
Experience in model development, validation, or implementation
Knowledge of IRRBB, RRP, TWD, hedge accounting
Experience with ICAAP VAR model and balance-sheet modelling
Ability to work within Barclays Enterprise Risk Management Policies