# Quantitative Analyst AVP- Treasury

**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/Quantitative-Analyst-AVP---Treasury_JR-0000070522-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_ef3e50a0-7aa

## Description

We are seeking a Quantitative Analyst AVP- Treasury to design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.

You will be responsible for developing best-in-class treasury and liquidity models using industry-leading model development frameworks and methodologies. You will work in a global quant team with regulators across the world and cutting-edge technology.

**Key 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.

**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.

- Set objectives and coach employees in pursuit of those objectives.

**Requirements:**

- Prior experience in Risk / Finance / Quant Modelling (across one of the following areas) - Treasury Risk (Interest Rate Risk of Banking Book - IRRBB), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cash flow management for testing IFRS and GAAP accounting), ICAAP VAR (Interest Rate Risk of banking book for VAR).

- Hands-on recent coding experience (preferably Python, Python-OOP, C/C++).

- Knowledge of pricing models for financial instruments like loans and derivatives, and regulatory interest rate risk frameworks (Basel/EBA IRRBB).

- Advanced Technical Degree: Mathematics, Financial Engineering, Computer Science, Numerical Analysis, etc.

**Preferred Skills:**

- Experience in deploying quant solutions in near-production environments.

- Derivative Pricing and Market Risk model development experience.

## Skills

### Required
- Python
- C++
- Mathematics
- Financial Engineering
- Computer Science
- Numerical Analysis
- Risk Modelling
- Liquidity Modelling
- Hedge Accounting
- ICAAP VAR
- Basel/EBA IRRBB

### Nice to have
- Derivative Pricing
- Market Risk
- Quant Solutions Deployment

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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/Quantitative-Analyst-AVP---Treasury_JR-0000070522-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)