Quant Analytics Treasury - Vice President

Job Description

 

 

Purpose of the role

To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making

 

Accountabilities

• 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.

 

Vice President Expectations

• To contribute or set strategy, drive requirements and make recommendations for change. Plan resources, budgets, and policies; manage and maintain policies/ processes; deliver continuous improvements and escalate breaches of policies/procedures..
• If managing a team, they define jobs and responsibilities, planning for the department’s future needs and operations, counselling employees on performance and contributing to employee pay decisions/changes. They may also lead a number of specialists to influence the operations of a department, in alignment with strategic as well as tactical priorities, while balancing short and long term goals and ensuring that budgets and schedules meet corporate requirements..
• If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others..
• OR for an individual contributor, they will be a subject matter expert within own discipline and will guide technical direction. They will lead collaborative, multi-year assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will train, guide and coach less experienced specialists and provide information affecting long term profits, organisational risks and strategic decisions..
• Advise key stakeholders, including functional leadership teams and senior management on functional and cross functional areas of impact and alignment.
• Manage and mitigate risks through assessment, in support of the control and governance agenda.
• Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does.
• Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business.
• Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategies.
• Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives. In-depth analysis with interpretative thinking will be required to define problems and develop innovative solutions.
• Adopt and include the outcomes of extensive research in problem solving processes.
• Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives, using influencing and negotiating skills to achieve outcomes.

 

All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.

 

 

Join us as an Quant Analytics Treasury - Vice President 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 unapparelled customer experiences.

You will be responsible for developing best in class treasury and liquidity models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development, experience on coding languages like Python OR R OR C++, as well as job-specific skillsets.

 

To be a successful Quant Analytics Treasury - Vice President you should have experience with:

 

Treasury Models  

1. You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cashflow management  for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation. Hands on experience in market risk modelling and/or development of pricing models is also considered relevant.

 

2.Hands on coding experience (as a full-stack developer / agile developer etc.

 

3.Preferable language is Python, C/C++ etc).

 

4.Hand on experience in Model Development and/or Model Validation (core development experience preferred)/Model Implementation.

 

5.Experience in IRRBB, RRP, TWD, Hegde accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecasting.

 

You may be assessed on essential skills relevant to succeed in role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills. 

 

Job location of this role is Mumbai.