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Barclays , Assistant Vice President , Quantitative Analytics

  • 7-12 yrs
  • Not Disclosed

Job Description

What will you be doing?, Model development, with implementation of data analysis routines, statistical estimation techniques, portfolio Monte Carlo simulations, Support the team's strategic vision for modelling capital requirements from securitization, including the use of additional ad hoc quantitative analysis, e.g. scenario analysis where required, Code testing and documentation, Write and maintain model documentation in line with the internal and external standards, Support the model lifecycle process, including QA model governance milestones and IVU reviews and challenges, Contribute to the Org Unit's knowledge sharing in regular updates at team meetings, presentations, research literature reviews, etcWhat we're looking for:, Higher degree (Master or PhD) in a quantitative subject (Mathematics, Physics, Statistics, Econometrics, Engineering), Coding skills (Python, R, C,C++), Prior experience in model development, ideally credit risk, Attention to numbers and to detail, Able to communicate clearly and succinctly.Skills that will help you in the role:, Knowledge of economic capital and securitization approaches, Prior experience in a quantitative, developer or validation role.