Job Title:Quant Analyst
This is a quantitative analyst role within QA Asset & Liability management with responsibility for:
Design, build and deliver robust and production quality statistical models and code within a unified library for use within Treasury, Barclays UK and Barclays International.
Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioural balances.
Support quantification of Barclays funding and capital plans, forward looking impairments and pricing of liquidity and funding risk associated with the bank’s asset / liability profile.
Support model development for quantification of interest rate risk on the banking book.
What will you be doing?
Deliver high quality documentation and presentations to support and maintain model and library use.
Facilitate and challenge discussion of modelling options with senior model owners.
Assist with development of statistical models for projection of Barclays’ balance sheet under different macro-economic scenarios.
What we’re looking for:
Undergraduate graduate degree in a quantitative discipline with a statistics component.
Some industry experience in quantitative finance. This may be replaced by relevant academic or industrial experience in statistical modelling.
Good understanding of statistical and econometric modelling techniques – e.g. time series analysis, regression models and various estimation techniques.
Able to deliver to tight deadlines on quantitative projects, and manage the end to end process of model delivery.
Proficient in Python (preferred) or R.
Skills that will help you in the role:
Postgraduate qualification in a quantitative discipline with a statistics component.
Some experience in designing and developing statistical and econometric models.
Experience in analysing large volumes of data including cleaning and subsequent pattern identification and clustering.
Knowledge of EAD, PPNR and stress testing modelling.
Knowledge of relevant regulatory guidelines for CCAR, IFRS9 and IRRBB.
Where will you be working?
Be More at Barclays
At Barclays, each day is about being more – as a professional, and as a person. ‘Be More @ Barclays’ represents our core promise to all current and future employees. It’s the characteristic that we want to be associated with as an employer, and at the heart of every employee experience. We empower our colleagues to Be More Globally Connected, working on international projects that improve the way millions of customers handle their finances. Be More Inspired by working alongside the most talented people in the industry, and delivering imaginative new solutions that are redefining the future of finance. Be More Impactful by having the opportunity to work on cutting-edge projects, and Be More Valued for who you are.
Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.
Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.
We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.
Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. If you have a need for flexibility, then please discuss this with us.