Barclays - Quantitative Analyst - Model Monitoring

About Barclays :

Barclays is a transatlantic consumer, corporate and Investment Bank offering products and services across personal, corporate and investment banking, credit cards and wealth management, with a strong presence in our two home markets of the UK and the US. Our goal is to become the bank of choice by providing superior services to customers and clients and supporting our stakeholders via a commercially successful business that generates long-term sustainable returns.

Overall purpose of role:

- The Quantitative Analytics Analyst position provides project specific expertise in building targeting solutions that integrate effectively into existing systems and processes while delivering strong and consistent performance.

- Working with QA Managers, the QA Analyst role provides expertise in project design, predictive model development, validation, monitoring, tracking, implementation and/or specification.

Key Accountabilities:

- Develop predictive models, statistical analyses, optimization procedures, monitoring processes, data quality analyses, and score implementations supporting impairment and collections. (60%)

- Validate, track, and monitor delivered projects. (20%)

- Produce robust documentation to ensure replicability of results and fulfil Barclays governance requirements. (10%)

- Work constructively with other Barclays resources to deliver projects. (5%)

- Contribute to the broader Quantitative Analytics department through participation in peer reviews, terms of reference reviews, modelling forums, and ad hoc project collaboration. (5%)

Person Specification

Essential Skills/ Basic Qualifications

- Post graduate university degree in quantitative discipline required (ex. Statistics, Operations Research, Economics, Computer Science, Engineering). Graduate studies, Masters or PhD required.

- An ability to produce reports and interrogate systems to produce analysis and resolve discrepancies/queries.

- Proficiency with analytical software Python or SAS or R, SQL tools.

- Strong analytical work experience in a financial services company preferred.

Desired Skills/ Preferred Qualifications:

- Strong analytical, technical and/or statistical skills with proven ability to process large datasets into meaningful information.

- An understanding of the fundamental principles of the CCAR or CCEL or Basel II Accord or IFRS