Barclays

AVP-QA-Market Risk (Mumbai)

Barclays(3 months ago)

Mumbai, IndiaOnsiteFull TimeManager$88,083 - $117,523 (estimated)Quantitative Analytics / Market Risk
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About this role

An AVP Quantitative Analytics Market Risk Modeler at Barclays contributes to the development and evolution of quantitative models and analytics that support the bank's risk management and business decision-making. The role is part of the global Quantitative Analytics team and works closely with technology partners and regulators to ensure model robustness, control compliance, and alignment with enterprise risk policies. The position is based in Mumbai.

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Required Skills

  • Statistical Modeling
  • Machine Learning
  • Python
  • C++
  • R
  • Monte Carlo
  • Stress Testing
  • VaR
  • Expected Shortfall
  • Model Validation

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Qualifications

  • Advanced Technical Degree (Master's/PhD)
  • GARP-FRM
  • PRM
  • CQF
  • AI/ML Courses
Barclays

About Barclays

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Barclays is a British universal bank. Our businesses include consumer banking, as well as a top-tier, global corporate and investment bank.

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