# Quant Analytics Treasury - Vice President

**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/Quant-Analytics-Treasury---Vice-President_JR-0000118817-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_d7cb0852-c5a

## Description

We are seeking a Quant Analytics Treasury - Vice President to join our team at Barclays in Mumbai.

The successful candidate will design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.

Key responsibilities include:

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

- Collaborating with technology to specify dependencies required for analytical solutions

- Developing high-performing, comprehensively documented analytics and modelling solutions

- Implementing analytics and models in accurate, stable, well-tested software

- Providing ongoing support for the continued effectiveness of analytics and modelling solutions

- Demonstrating conformance to all Barclays Enterprise Risk Management Policies

As a Vice President, you will be expected to:

- Contribute to or set strategy, drive requirements, and make recommendations for change

- Plan resources, budgets, and policies; manage and maintain policies/processes

- Deliver continuous improvements and escalate breaches of policies/procedures

- Demonstrate leadership and accountability for managing risk and strengthening controls

Requirements:

- Experience with treasury models, including Treasury Risk, Liquidity Modelling, Hedge accounting, and ICAAP VAR Model

- Hands-on coding experience in languages such as Python, C++, or R

- Experience in model development, model validation, or model implementation

- Knowledge of Risk/Finance/Quant Modelling

Preferred skills:

- Experience with end-to-end model development

- Experience with coding languages like Python, R, or C++

- Knowledge of IRRBB, RRP, TWD, Hedge accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecasting

## Skills

### Required
- Python
- C++
- R
- Treasury Risk
- Liquidity Modelling
- Hedge accounting
- ICAAP VAR Model
- Risk Modelling
- Model Development
- Model Validation

### Nice to have
- end-to-end model development
- IRRBB
- RRP
- TWD
- FX rate risk
- Balance-sheet Modelling
- Cash Flow Forecasting

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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/Quant-Analytics-Treasury---Vice-President_JR-0000118817-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)