Barclays - Assistant Vice President - Quantitative Analytics

What will you be doing?

- Model development, with implementation of data analysis routines, statistical estimation techniques, portfolio Monte Carlo simulations

- Support the team's strategic vision for modelling capital requirements from securitization, including the use of additional ad hoc quantitative analysis, e.g. scenario analysis where required

- Code testing and documentation

- Write and maintain model documentation in line with the internal and external standards

- Support the model lifecycle process, including QA model governance milestones and IVU reviews and challenges

- Contribute to the Org Unit's knowledge sharing in regular updates at team meetings, presentations, research literature reviews, etc

What we're looking for:

- Higher degree (Master or PhD) in a quantitative subject (Mathematics, Physics, Statistics, Econometrics, Engineering)

- Coding skills (Python, R, C/C++)

- Prior experience in model development, ideally credit risk

- Attention to numbers and to detail

- Able to communicate clearly and succinctly.

Skills that will help you in the role:

- Knowledge of economic capital and securitization approaches

- Prior experience in a quantitative, developer or validation role.