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Join us as a ALM Quantitative Analyst AVP within QA Treasury team in London supporting Treasury Finance to manage Interest Rates Risk and Credit rate Risk of banking book. You will be responsible for supporting the Asset and Liabilities Management(ALM) & Hedge accounting stakeholders in Finance & Risk by designing, implementing, and deploying Python-based tools for balance sheet sensitivity and risk metrics. Additionally, you will collaborate with business stakeholders and Technology partners to develop and deploy models.
Job Responsibility:
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
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
Requirements:
Strong coding skills in Python, including close familiarity with Pandas and Numpy libraries
A solid foundation in financial mathematics, in particular bond and derivative pricing and discounting
Excellent communication skills, including the ability to discuss technical matters with a non-technical audience
Nice to have:
Systems engineering knowledge, including development of distributed systems
Previous experience in Treasury Finance model development or Treasury desk support
What we offer:
Hybrid working
Flexible working arrangements
Supportive and inclusive culture and environment
Structured approach to hybrid working with fixed 'anchor' days
Encouragement to embrace mobility and explore operations
International scale with geographic reach and variety of functions