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.