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Barclays

Wealth management services for UK clients

Quant Analytics Treasury - Vice President

Quantitative RiskConfirmed live in the last 24 hours
Full-timeMumbai, Maharashtra, IndiaNo salary listedIn-person

About the Job

Requirements

  • Knowledge in risk, finance, or quantitative modeling across at least some of treasury risk (including Interest Rate Risk in the Banking Book), liquidity modeling (including TWD, securities unwinding, balance-sheet resolution, or recovery and resolution planning), hedge accounting, ICAAP value-at-risk modeling, PRA110 liquidity reporting, or model implementation.
  • Hands-on coding experience, potentially as a full-stack or agile developer.
  • Experience with Python, C, or C++ is preferred.
  • Hands-on experience in model development, model validation, or model implementation; core development experience is preferred.
  • Experience in Interest Rate Risk in the Banking Book, recovery and resolution planning, TWD, hedge accounting, liquidity modeling, foreign-exchange rate risk, ICAAP value-at-risk modeling, balance-sheet modeling, or cash-flow forecasting.
  • Experience with end-to-end model development and coding in Python, R, or C++ may be assessed.
  • Relevant skills may include risk and controls, change and transformation, business acumen, strategic thinking, and digital and technology.

Responsibilities

  • Design, develop, implement, and support mathematical, statistical, and machine-learning models and analytics used in business decision-making.
  • Design analytics and modeling solutions to complex business problems using domain expertise.
  • Collaborate with technology teams to specify dependencies for analytical solutions, including data, development environments, and tools.
  • Develop high-performing, comprehensively documented analytics and modeling solutions, and demonstrate their efficacy to business users and independent validation teams.
  • Implement analytics and models in accurate, stable, well-tested software and work with technology teams to operationalize them.
  • Provide ongoing support to maintain the effectiveness of analytics and modeling solutions for users.
  • Comply with Barclays Enterprise Risk Management Policies, particularly the Model Risk Policy, and undertake development within the defined control environment.
  • Develop treasury and liquidity models using model-development frameworks and methodologies, working with a global quantitative team and regulators.
  • Advise key stakeholders, including functional leadership teams and senior management, on functional and cross-functional impacts and alignment.
  • Assess and mitigate risks in support of control and governance objectives, and demonstrate accountability for managing risk and strengthening controls related to the work performed.
  • Understand organizational functions and contribute to business goals; collaborate with other areas to stay current with business activity and strategy.
  • Use sophisticated analytical thinking to compare complex alternatives, define problems, develop solutions, and incorporate extensive research into problem-solving.
  • Build and maintain stakeholder relationships and partnerships to accomplish business objectives, using influencing and negotiating skills.
  • For the individual-contributor track, guide technical direction, lead collaborative multi-year assignments, guide team members through structured assignments, identify where additional specializations are needed, train and coach less experienced specialists, and provide information affecting long-term profits, organizational risks, and strategic decisions.

About the Company

Barclays

Wealth management services for UK clients

Barclays Wealth Management helps UK clients manage and grow their wealth through a regional network of financial experts. It delivers personalized advice and services—such as investment management, financial planning, and estate and trust planning—tailored to each client’s goals, risk tolerance, and time horizon, with support from Barclays’ broader resources. What sets it apart is the combination of local, face-to-face guidance with the scale and range of a large UK bank, offering access to a wide array of financial products and research. The goal is to help clients preserve and grow their wealth over the long term by providing comprehensive, advisor-led guidance aligned with individual financial objectives.

Company size
10,001+
Company stage
IPO
Headquarters
London, United Kingdom
Founded
1690

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