Quantitative Analytics Market Risk Modeler

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.