Quantitative Analytics - AVP

Recruiter
Barclays
Location
London, United Kingdom
Salary
Competitive
Posted
24 May 2022
Closes
27 May 2022
Ref
14883838
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
As a Barclays Quantitative Analyst working within Barclays UK Retail Credit, you will be responsible for the development, implementation support and maintenance of impairment, regulatory capital, planning, stress testing, credit decision and risk reward models for BUK. You will be developing and deploying credit risk models for core BUK products. This is a fantastic opportunity in which you will be working with a variety of teams, you will build and develop an understanding and knowledge of other areas and gain vast exposure throughout the bank.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted.

What will you be doing?
• Developing credit risk models across the life-cycle of various portfolios, including regulatory (capital, impairments), credit decisioning and stress testing models
• Delivering robust, predictive models and tools that are compliant with both internal and external regulations
• Identifying and use cutting-edge techniques to develop best-in-class models
• Sharing and seeking out best practice across the modelling peer group
• Delivering high levels of accuracy and internal consistency and validation within projects
• Providing business with insights and recommendations in order to improve strategies and processes
• Developing high-standard Python code and model documentation
• Ensuring accurate implementation of models and support their use, interpretation and monitoring

What we're looking for:
• A university degree or equivalent experience in statistics, mathematics, operations research or another quantitative discipline
• Experience in capital and impairment model development
• Expertise in retail and/or SME banking products
• Proficiency in Python

Skills that will help you in the role:
• Knowledge of and experience with credit decisioning models and forecasting / stress testing models
• Expertise in modelling techniques and their value in business
• Good understanding of standard model risk controls throughout the development lifecycle, including best coding practice and clear documentation
• An understanding of the fundamental principles of the Basel II Accord and/or IFRS 9

Where will you be working?

In the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as; a gym, staff restaurant and deli bar, and is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to none with a real buzz being created around the offices within

Northampton was the birthplace of Barclaycard in 1966 and we've been based in Pavilion Drive since the building opened in 1997. We purchased the building from the landlord in early 2018 as a sign of our commitment to investment in Northampton. Plans to further develop this Campus-style location are under way to allow for a real collaborative work environment. Based just off the A45 it is easily accessible by both car and bus routes

Our new state-of-the-art Campus, right in the heart of Glasgow is a hub of creative collaboration. A place where everyone can bring their true selves to work and reach their full potential. Home to 5,000 of our colleagues, our Tradeston campus will support the community in more ways than one - by creating thousands of new career opportunities and celebrating local artists. A short walk from Central Station on the south of the Clyde, it will be a key location for the Barclays business that will deepen our ties with the city and its communities.

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