Talent Acquisition at Barclays
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Barclays - AVP - Quantitative Model Development (6-12 yrs)
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