Quantitative Analyst

Job Description

Quantitative Analyst Glasgow As a Barclays Quantitative Analyst, you will be part of a global organisation of highly specialised quantitative modellers and developers. Joining our Wholesale Credit Risk team, you will have an exciting chance to support the development, calibration, monitoringand documentation of credit risk models in line with regulatory requirements, e.g., Basel, CRR, CCAR, IFRS9. This role will give an exciting opportunity to enhance model management through automation and development of new approaches. Barclays is one of the worlds 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. At Barclays, we offer a hybrid working experience that blends the positives of working alongside colleagues at our onsite locations, together with working from home. We have a structured approach where colleagues work at an onsite location on fixed, anchor,days of the week, for a minimum of two days a week or more, as set by the business area (or nearest equivalent if working part-time hours). Please discuss the working pattern requirements for the role you are applying for with the hiring manager. Please notethat as we continue to embed our hybrid working environment, we remain in a test and learn phase, which means that working arrangements may be subject to change on reasonable notice to ensure we meet the needs of our business. What will you be doing • Developing new credit risk models, contributing to the development through approval • Validating performance of new models and documenting new models to required standards • Managing parts of complex projects, liaising with stakeholders to ensure project progress • Maintaining open dialogue with other modellers and validation teams on model developments and reviews • Mentoring junior members of the team, ensuring they are trained on modelling datasets, regulation, and documentation • Delivering quality output and presentations to stakeholders • Leading project meetings, providing clear plan on future steps, and guiding colleagues through actions What were looking for: • Post-graduate degree in a quantitative discipline, applying statistical models within credit risk domain or computer science with implementation background • Excellent knowledge of statistics, or solid developer background working with IT to implement and test statistical models with • Track record of producing high quality written communication including results of research and presentations for technical and non-technical audiences • Numerical programming ability using R and/or Python or at least one static typed language C++, Java, C# and working experience with SQL Skills that will help you in the role: • Experience in data visualization, cleaning, and feature extraction • Experience with the Latex document preparation system • Understanding and familiarity with continuous integration development framework (e.g., Teamcity), and source control (P4, Git, SVN) • Familiar with unit-testing 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