Python Job: Quantitative Analyst

Job added on

Share Job via Twitter Share Apply for Job

Job Skills

Company

Barclays

Location

London, England - United Kingdom

Job type

Full-Time

Python Job Details

Quantitative Analyst
London

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.

We are currently operating in a hybrid working environment, meaning that many colleagues spend part of their working hours at home and part in the office, depending on the nature of the role they are in. 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 members of the team, 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:
• Post-graduate degree in Statistics, Mathematics, Econometrics, Physics, Engineering or equivalent
  • Excellent knowledge of statistics, e.g. regression analysis, reject inference, decision trees, confusion matrix, cross-validation
  • Numerical programming ability using R and/or Python
  • Working experience with SQL
Skills that will help you in the role:
• Experience with the Latex document preparation system
  • Knowledge of at least one static typed language; C++, Java, C# or other programming languages
  • Familiar with continuous integration development framework (e.g. Teamcity), source control (P4, Git, SVN) and with unit-testing
  • Decision making and problem solving

Where will you be working?
In the heart of Canary Wharf, our headquarters at Churchill Place boasts onsite amenities such as; a gym, staff restaurant and deli bar, and is easily accessible by tube and bus links. With a population of around 5000 staff the atmosphere is second to none with a real buzz being created around the offices within.
#LI - Hybrid


#LW2020

Apply for Job
Back to Python Job List