• Job Description

  Req#: 90342255

  Quantitative Analyst Wholesale Credit Risk
  Glasgow
  
  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 revenue across 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 creating financial 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 note that 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 to required standards
  • Managing parts of complex projects, liaising with stakeholders to ensure project progress
  • Managing stakeholder expectations with respect to dependencies and deliverables
  • Motivating team members and junior staff to deliver high quality output within tight deadlines
  • Leading project meetings, providing clear plan on future steps, and guiding colleagues through actions
  
  What we’re looking for:
  • Degree in a quantitative discipline, such as Statistics, Mathematics, Econometrics, Physics, Engineering, with experience of developing and applying statistical models
  • Track record of producing high quality written communication including results of research and presentations for technical and non-technical 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 in model delivery/validation in quantitative analytics role in a large financial institution
  • Knowledge of Regulatory capital models; ideally in Credit Risk PD/LGD/EAD modelling
  • Good knowledge of statistics, e.g. regression analysis, reject inference, decision trees, confusion matrix, cross-validation and experience with the Latex document preparation system
  • Familiarity with continuous integration development framework (e.g. Teamcity), and source control (P4, Git, SVN) and 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 support the 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 ties with the city and its communities.
  
  
  #LI-Hybrid
  
  
  #LI-LW2020

• About the company

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