Quant Analyst - VP

About the role

Design, implement, and support advanced mathematical, statistical, and machine-learning models that drive critical business decision-making. Work closely with the Market Risk team, partnering with technology, validation, and business stakeholders to deliver robust analytics and model solutions. Lead model development across multiple asset classes while contributing to documentation, regulatory alignment, and continuous improvement of modeling frameworks.

Responsibilities

• Collaborate 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.

Requirements

• Analytical and quantitative background in a quantitative field.
• Experience in mathematical modeling and development, particularly in Risk methodology.
• Software development and programming experience in Python with ability to develop end-to-end model solutions. (Programming experience in C++ is a plus).
• Highly Valued Skills:
• Financial services experience with hands-on knowledge of Rates, Equities, FX, Securitized Products and other major asset classes (including front-office pricing models).
• Detailed understanding of financial mathematics, pricing theory, statistics, machine learning / AI models and tools as well as model validation process.
• Experience with time series analysis, statistical modeling, and compliant model development and model documentation.

Qualifications

• Education: Advanced degree in Mathematics, Statistics, Finance, Engineering, or related quantitative field.
• Experience: Minimum 7 years of relevant experience in quantitative finance, risk management, or related fields.
• Technical Skills: Proficiency in Python, C++, and other relevant programming languages.
• Soft Skills: Strong communication and collaboration skills, ability to work independently and as part of a team.

Skills

• Risk and Controls
• Change and Transformation
• Business Acumen
• Strategic Thinking
• Digital and Technology
• Job-Specific Technical Skills

Benefits

The role offers the opportunity to influence enterprise-wide risk methodologies while operating in a fast-paced, highly quantitative environment.

Pay

Salary minimum: $150,000
Salary maximum: $200,000

Schedule

The role is located in New York.