Quantitative Analyst - Glasgow, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

Glasgow, United Kingdom

3 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

As a Barclays Quantitative Analyst, you will support the development, calibrations, monitoring of models for capital (Basel), impairment (IFRS9), and stress testing (CCAR, PRA, EBA).

You will enhance model management through automation and development of new approaches for implementing quantitative models for valuation of traded assets, regulatory and economic capital, impairments, fraud detection, asset-liability management, net revenueacross Barclays.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us.

We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creatingfinancial and digital solutions that the world now takes for granted.

Working Flexibly
We're committed to providing a supportive and inclusive culture and environment for you to work in. This environment recognises and supports ways to balance your personal needs, alongside the professional needs of our business.

Providing the opportunity forall our employees, globally to work flexibly empowers each of us to work in a way that suits our lives as well as enabling us to better service our customers' and clients' needs.

Whether you have family commitments or you're a carer, or whether you need studytime or wish to pursue personal interests, our approach to working flexibly is designed to help you balance your life.

Hybrid Working
Please discuss the detail of the working pattern options for the role with the hiring manager.

What will you be doing?:

Developing new credit risk models, contributing to the development through approval
Validating performance of new models
Documenting new models to required standards
Managing parts of complex projects, liaising with stakeholders to ensure project progress
Mentoring and leading junior team members, ensuring they are trained on modelling datasets, regulation, documentation and are able to deliver quality output and presentations to stakeholders
Maintaining open dialogue with other modellers and validation teams on model developments and reviews

What we're looking for:

Degree in Statistics, Mathematics, Econometrics, Physics, Engineering or equivalent
Track record of producing high quality written communication including results of research and presentations for technical and nontechnical audiences
Numerical/Data programming ability using R and/or Python and SQL
Experience in data visualization, cleaning, and feature extraction

Skills that will help you in the role:

Experience with the Latex document preparation system
Good knowledge of statistics, e.g. regression analysis, reject inference, decision trees, confusion matrix, crossvalidation
Familiarity with continuous integration development framework (e.g. Teamcity) and source control (P4, Git, SVN)
Familiarity with unittesting

Where will you be working?
Our new state-of-the-art Campus, right in the heart of Glasgow is a hub of creative collaboration. A place where everyone can bring their true selves to work and reach their full potential.

Home to 5,000 of our colleagues, our Tradeston campus will supportthe community in more ways than one - by creating thousands of new career opportunities and celebrating local artists.

A short walk from Central Station on the south of the Clyde, it will be a key location for the Barclays business that will deepen our tieswith the city and its communities.

LW2020