Description
We are seeking a Quantitative Analyst Vice President (VP) to play a key role in developing and enhancing quantitative models that support Treasury, Asset & Liability Management (ALM), Liquidity Risk, Customer Behaviour, and Market Risk activities across the bank.
The successful candidate will work closely with stakeholders across Risk, Treasury, Business, and Technology functions to deliver analytical insights, improve modelling capabilities, and support strategic decision-making.
Responsibilities:
- Design analytics and modelling solutions to complex business problems using domain expertise.
- Collaborate with technology to specify dependencies required for analytical solutions.
- Develop high-performing, comprehensively documented analytics and modelling solutions.
- Implement analytics and models in accurate, stable, well-tested software.
- Provide ongoing support for the continued effectiveness of analytics and modelling solutions.
- Demonstrate conformance to all Barclays Enterprise Risk Management Policies.
Vice President Expectations:
- Contribute to or set strategy, drive requirements, and make recommendations for change.
- Manage and mitigate risks through assessment.
- Demonstrate leadership and accountability for managing risk and strengthening controls.
- Create solutions based on sophisticated analytical thought.
- Seek out, build, and maintain trusting relationships and partnerships with internal and external stakeholders.
Requirements:
- Experience developing and applying quantitative models in areas such as Treasury, Asset & Liability Management (ALM), Liquidity Risk, Customer Behaviour, or Market Risk disciplines.
- Outstanding stakeholder management and communication skills.
- Proven ability to translate business requirements into executable delivery plans.
- Extensive development experience in Python.
- Experience with software architecture and databases.
Preferred skills:
- Experience supporting a range of banking portfolios.
- Knowledge of liquidity and interest rate risk frameworks.
- Experience working with large and complex datasets.
- Experience producing model documentation and supporting Model Validation.
Salary: 1,900,000.00 CZK - 2,500,000.00 CZK per year.
Benefits: Competitive country-specific benefits and eligibility for an incentive award.