Treasury Quantitative Analyst (AVP)

Social network you want to login/join with:Treasury Quantitative Analyst (AVP), London
col-narrow-leftClient:
Empirical SearchLocation:
London, United KingdomJob Category:
Other-EU work permit required:
Yescol-narrow-rightJob Reference:
0ef0b6f3938cJob Views:
7Posted:
19.08.2025Expiry Date:
03.10.2025col-wideJob Description:
Role DescriptionDesign analytics and modelling solutions to complex business problems using domain expertiseCollaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and toolsDevelopment of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teamsImplementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise themProvision of ongoing support for the continued effectiveness of analytics and modelling solutions to usersDemonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk PolicyEnsure all development activities are undertaken within the defined control environmentRole RequirementsExperience in developing quantitative behavioural models in Asset Liability and ManagementDeep understanding of statistical and econometric modelling techniques – e.g. time series analysis, regression models and various estimation techniquesExcellent communication skills, including the ability to discuss technical matters with a non-technical audience as well as being proficient in python programmingPrevious experience in modelling non-maturing deposits, mortgage prepayment or mortgage completion modelsStrong experience in analysing large volumes of data including cleaning and subsequent pattern identification and clusteringExperience developing, implementing of models which utilise more complex Machine learning techniques
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