This is a quantitative analyst role within Quantitative Analytics Asset & Liability management with responsibility for: - Design, build and deliver robust and production quality statistical models and code within a unified library for use within Treasury, Barclays UK and Barclays International. - Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioral balances. - Support quantification of Barclays funding and capital plans, forward looking impairments and pricing of liquidity and funding risk associated with the banks asset / liability profile. - Support model development for quantification of interest rate risk on the banking book. What will you be doing? - Deliver high quality documentation and presentations to support and maintain model and library use. - Facilitate and challenge discussion of modelling options with senior model owners. - Assist with development of statistical models for projection of Barclays balance sheet under different macro-economic scenarios What were looking for: - Post graduate degree in a quantitative discipline with a statistics component, preferably to PhD level. - Strong industry experience in quantitative finance. - Strong understanding of statistical and econometric modelling techniques e.g. time series analysis, regression models and various estimation techniques. - Able to deliver to tight deadlines on quantitative projects, and manage the end to end process of model delivery. - Proficient in Python (preferred) or R. Skills that will help you in the role: - Strong experience in designing and developing statistical and econometric models. - Experience in analyzing large volumes of data including cleaning and subsequent pattern identification and clustering. - Knowledge of EAD, PPNR and stress testing modelling. - Knowledge of relevant regulatory guidelines for CCAR, IFRS9 and IRRBB.

Noida

Barclays - Vice President - Quantitative Analytics/Asset & Liability Management 

Barclays - Vice President - Quantitative Analytics/Asset & Liability Management  ,Job Description for Barclays - Vice President - Quantitative Analytics/Asset & Liability Management  in Barclays in  Noida for (12-18) years of experience. Apply Now!

Job Description for Barclays - Vice President - Quantitative Analytics/Asset & Liability Management  in Barclays in  Noida for (12-18) years of experience. Apply Now!