• Barclays - Vice President - Quantitative Analytics/Asset & Liability Management Jobs in Noida,India

  • Barclays
  • Save Job
  • 12 - 18 Years
  • Posted : above 1 month

Job Description:

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 eg 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

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 18th Mar 2020

Key Skills:

Company Profile:

Not Mentioned

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