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.
Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy.
Matching Summary
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
Skills & Requirements
Must-have
Treasury Models (Deterministic)
Treasury Models (Statistical)
Quantitative Modelling
Model Risk Policy
Python OR R OR C++ coding
Nice-to-have
End-to-end model development
Agile development
Business acumen
Strategic thinking
Digital and technology skills
Key Requirements
Experience with Treasury Models (Deterministic Model)
Experience with Treasury Models (Statistical Model)
Hands on coding experience
Experience in Model Development and/or Model Validation
Experience in IRRBB, RRP, TWD, Hedge accounting, Liquidity Modelling