# QA-Market Risk

**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/QA-Market-Risk_JR-0000106640?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_89ea9e43-3e1

## Description

We are seeking a Quantitative Analytics Market Risk Modeler to join our team at Barclays Quantitative Analytics Team.

**Purpose of the role** To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.

**Accountabilities**

- 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 analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams.

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

- Provide ongoing support for analytics and modelling solutions.

- Demonstrate conformance to Barclays Enterprise Risk Management Policies.

**Analyst Expectations**

- Perform prescribed activities in a timely manner to a high standard.

- Lead and supervise a team, guiding professional development and allocating work requirements.

- Develop technical expertise in work area, acting as an advisor where appropriate.

- Partner with other functions and business areas.

- Take responsibility for end results of team's operational processing and activities.

**Requirements**

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

- Experience with end-to-end model development, coding languages like Python, R, or C++.

- Knowledge of FRTB, VaR, Expected Shortfall (ES), BASEL, Monte Carlo Simulation, Stress Testing, Exposure Modeling, CVA, Pricing Models, and Risk Factor Modelling.

**Benefits** No benefits mentioned.

## Skills

### Required
- Python
- R
- C++
- FRTB
- VaR
- Expected Shortfall (ES)
- BASEL
- Monte Carlo Simulation
- Stress Testing
- Exposure Modeling
- CVA
- Pricing Models
- Risk Factor Modelling

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

---

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/QA-Market-Risk_JR-0000106640?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)