Barclays - AVP - Quantitative Model Development

The position will be in the Quantitative Analytics (QA) Modelling Systems team working in support of Barclays UK (BUK) Credit Risk models with a focus on the portfolios Home Finance, Current Accounts, Consumer Loans, Small Medium Enterprise and UK Cards.

The role will require a quant developer with core responsibilities:

- Strong passion for automation of processes in a production environment in an efficient and optimized manner utilizing Python or any other analytical tools.

- Technical analysis, design, coding, support, maintenance and testing of components/models within the Python environment

- Support BUK model developers with, model design, integration and on-boarding of their models into Python and IT infrastructure, ensuring models are delivered based on the best possible implemented in a full production environment with full controls adhering to QA policy and Barclays group standards.

- Support delivery of tools and integration of models using modern technologies such as Python and R programming - languages

- Support IT group to on-board data and models into production environment

What will you be doing?

- Responsibility for the implementation of models through a full Software Development Life Cycle (SDLC) utilizing Python & DevOps tools for automated release management.

- Responsibility for the delivery of fully automated, optimized and tested implementations within the Python environment for the production team to run.

- Work with model developer, data and production teams to support development, delivery and integration of models into IT infrastructure

- Support senior managers and directors across risk to understand and document the overall requirements for a production process.

- Lead innovation of technical solutions, exploring new technologies to service stakeholders evolving needs.

What were looking for?

- Bachelors Degree in Computer Science from a Top School, or a Masters Degree in another technical discipline (Physics, Engineering, Maths) with relevant experience

- Advanced Python Programming and knowledge of Python/R/C++ coding.

- Model implementation using DevOps tools like TeamCity, Jira, BitBucket and Nexus etc

- Project and stakeholder management.

- Experience in financial institution data, supporting model development, implementation and productionization within -credit wholesale, consumer, finance or treasury.

Skills that will help you in the role:

- Masters/PhD Degree in Computer Science, Math or Statistics

- Knowledge of Big Data platforms such as HADOOP and its eco-system

- Knowledge of credit card and/or banking retail business is strongly preferred

- Good exposure to statistical model development - familiarity with Consumer or Wholesale Credit risk modelling experience.

- Supported or working on stress testing across Risk, Treasury or Finance

- Data science and Machine learning background

- Experience working within quantitative analytics team delivering models