Barclays

Quantitative Analyst AVP

Barclays(1 month ago)

Canary WharfOnsiteFull TimeManager$93,618 - $124,572 (estimated)Treasury
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About this role

An ALM Quantitative Analyst (Assistant Vice President) within Barclays' QA Treasury team in London supporting Treasury Finance in managing interest rate risk through development and oversight of analytics and models for forecasting asset and liability behavioural balances. The role sits within the bank's model risk and control frameworks and works closely with cross-functional stakeholders to ensure analytical solutions are robust and governed. It can be either an individual contributor or people-lead position with responsibilities for influencing policy and operational effectiveness.

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Required Skills

  • Time Series
  • Regression
  • Econometrics
  • Python
  • Machine Learning
  • Data Cleaning
  • Model Validation
  • Stakeholder Management
  • Risk Management
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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