Quantitative Analyst AVP - Treasury at Barclays - Mumbai, Maharashtra Quantitative Analyst AVP - Treasury - Barclays

Quantitative Analyst AVP - Treasury

Barclays

Location: Mumbai, Maharashtra, India

Category: Finance

Salary: 0 - 0 INR / yearly

Full-time

Job Description

Join us as a Senior Model Developer in Treasury and Liquidity Risk at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unparalleled customer experiences.

Responsibilities

  • 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 operationalize 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.

Qualifications

  • Experience in end-to-end model development, coding languages like Python, R, C++.
  • Hands-on experience in Model Development and/or Model Validation.
  • Knowledge of Treasury Models, Liquidity Modelling, Hedge accounting, ICAAP VAR Model, PRA110 liquidity reporting.
  • Experience in IRRBB, RRP, TWD, Hedge accounting, Liquidity Modelling, FX rate risk, Balance-sheet Modelling, Cash Flow Forecasting.

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