# Quantitative Analytics Market Risk Modeler

**Company**: Barclays
**Location**: Mumbai
**Work arrangement**: onsite
**Experience**: senior
**Job type**: full-time
**Category**: Finance
**Industry**: Finance

**Apply**: https://barclays.wd3.myworkdayjobs.com/en-US/External_Career_Site_Barclays/job/Mumbai-Nirlon-Knowledge-Park-BX-9th--11-12-floor/Quantitative-Analytics-Market-Risk-Modeler_JR-0000128143-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_22734ae9-ddf

## Description

We are seeking a Quantitative Analytics Market Risk Modeler to join our Quantitative Analytics Team at Barclays. As a Quantitative Analytics Market Risk Modeler, you will be responsible for designing, developing, implementing, and supporting mathematical, statistical, and machine learning models and analytics used in business decision-making.

**Key Responsibilities:**

- Design analytics and modelling solutions to complex business problems using domain expertise.

- Collaborate with technology to specify dependencies required for analytical solutions, such as data, development environments, and tools.

- Develop high-performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams.

- Implement analytics and models in accurate, stable, well-tested software and work with technology to operationalize them.

- Provide ongoing support for the continued effectiveness of analytics and modelling solutions to users.

- Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy.

- Ensure all development activities are undertaken within the defined control environment.

**Assistant Vice President Expectations:**

- Advise and influence decision-making, contribute to policy development, and take responsibility for operational effectiveness.

- Lead a team performing complex tasks, using well-developed professional knowledge and skills to deliver work that impacts the whole business function.

- Set objectives and coach employees in pursuit of those objectives, appraise performance relative to objectives, and determine reward outcomes.

**Requirements:**

- Experience working as a model developer in one or more of the following areas: FRTB IMA & SA, VaR, IRC / DRC, Expected Shortfall (ES), Economic Risk Capital, CCAR, Stress Testing, CVA, Exposure & Risk Factor Modelling.

- Hands-on coding experience in languages like Python, C/C++.

- Advanced technical degree (Master's / PhD / similar or equivalents) in Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, Financial Mathematics.

- Certification in GARP-FRM, PRM, CQF, AI/ML Courses, Programming.

**What We Offer:**

- Opportunity to work in a global quant team with regulators across the world and cutting-edge technology.

- Competitive salary and benefits package.

## Skills

### Required
- Python
- C++
- Machine Learning
- Statistical Modeling
- Risk Management

### Nice to have
- GARP-FRM
- PRM
- CQF
- AI/ML Courses
- Programming

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Source: [Apply at barclays.wd3.myworkdayjobs.com](https://barclays.wd3.myworkdayjobs.com/en-US/External_Career_Site_Barclays/job/Mumbai-Nirlon-Knowledge-Park-BX-9th--11-12-floor/Quantitative-Analytics-Market-Risk-Modeler_JR-0000128143-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)