Quantitative Analyst AVP - Treasury
Barclays · Posted Oct 29
Banking, credit card, corporate, investment banking, and wealth management services
Mumbai, IndiaFull-timeOnsiteSenior Level5–8 years₹40.0L–₹65.0L yearly100+ applicants
BankingFinancial ServicesInvestment BankingCredit CardsWealth ManagementPublic Company
Full time
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About the role
Barclays Treasury [IRRBB] quant team develops treasury and liquidity models using industry model development frameworks and methodologies, working with global regulators and technology. The role focuses on mathematical, statistical, and machine learning models for business decision-making, including pricing, interest rate risk, liquidity, and hedge accounting. The analyst will design, implement, and support models, ensure conformance to Model Risk Policy, and collaborate with technology to operationalise solutions.
What you will do
- Design analytics and modelling solutions to complex business problems using domain expertise.
- Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools.
- Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams.
- Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them.
- Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users.
- Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy.
- Ensure all development activities are undertaken within the defined control environment.
- To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness.
- Collaborate closely with other functions/ business divisions.
- Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function.
- Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes
- If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard.
- The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others.
- OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments.
- They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.
- Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
- Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
- Take ownership for managing risk and strengthening controls in relation to the work done.
- Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
- Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
- Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
- Communicate complex information.
- 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.
- Influence or convince stakeholders to achieve outcomes.
Skills used in this role
What the employer is looking for
- You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development, experience on coding languages like Python OR R OR C++, as well as job-specific skillsets.
- Prior experience in Risk / Finance / Quant Modelling (across one of the following areas) - Treasury Risk (Interest Rate Risk of Banking Book- IRRBB ), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cashflow management for testing IFRS and GAAP accounting), ICAAP VAR (Interest Rate Risk of banking book for VAR).
- Technology - Hand's on recent coding experience (as a full-stack developer / agile developer etc.) Preferable language Python , Python-OOP, C/C++, Version control methods (Gitlab, JIRA).
- Knowledge of pricing models for financial instruments like loans and derivatives, and regulatory interest rate risk frameworks ( Basel/EBA IRRBB) is required for this role.
- Treasury [IRRBB] has a large overlap with Counterparty Credit (IR) / Market Risk.
- Candidate with experience in Derivative Pricing and Market Risk model development are preferred.
- Candidates with experience in deploying quant solutions in near production environments are also preferred.
- Advanced Technical Degree: Mathematics, Financial Engineering, Computer Science, Numerical Analysis etc. are preferred
- You may be assessed on essential skills relevant to succeed in role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills.
Benefits and support
- Compensation and benefits are detailed in the job posting
About Barclays
Barclays is a British multinational universal bank that provides consumer, corporate, and investment banking, as well as wealth management services. Tracing its origins back to 1690 in London, the institution operates globally to serve millions of retail and institutional clients. The bank leverages cutting-edge technology and digital platforms to drive operational efficiency across its international network.
- Industry
- Banking
- Company size
- 93000+ employees
- Founded
- 1690
- Location
- London, United Kingdom
- Funding stage
- Public Company
Leadership
CV
C.S. Venkatakrishnan
Group Chief Executive
AC
Anna Cross
Group Finance Director
AC
Alistair Currie
Group Chief Operating Officer
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