Assistant VP, Quantitative Risk Analyst

About the role

Barclays Risk develops, recommends, and implements controls and cost-effective approaches to minimise Barclay's risks, identifies and analyzes potential sources of loss to minimise risk and estimate the potential financial consequences of an occurring loss.

Responsibilities

• Develop predictive models, statistical analyses, optimization procedures, monitoring processes, data quality analyses, and score implementations supporting regulatory, impairment and decision models.
• Implement models in python based Barclays Model Execution Framework (MEF) and Model Execution Service (MES) production environments.
• Participate in overall project design and delivery with QA’s other functional teams and end-clients.
• Produce robust documentation to ensure replicability of results and fulfill Barclays governance requirements.
• Provide support for audits of model development and implementation, by both internal and external auditors working constructively with other Barclays resources to deliver projects.
• Work with other QA staff to ensure project completion within agreed time frames and end-client satisfaction.

Requirements

This position is eligible for incentives pursuant to Barclays Employee Referral Program.

Qualifications

• 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.

Skills

• Strong analytical and problem-solving skills.
• Experience with predictive modeling and statistical analysis.
• Proficiency in Python and MEF/MES frameworks.
• Excellent communication and collaboration skills.
• Ability to work independently and as part of a team.

Benefits

Hybrid role available.

Pay

Minimum/yr: $148,678.00
Maximum/yr: $170,000.00

Schedule

Hybrid role available.