If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others.
OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes.
Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues.
Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda.
Take ownership for managing risk and strengthening controls in relation to the work done.
Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.
Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy.
Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.
Communicate complex information. 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience.
Influence or convince stakeholders to achieve outcomes.
All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.
Join us as a " Wholesale Credit Risk/ Counterparty Credit Risk OR Market Risk Assistant Vice President “ at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences.
You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development , experience on coding languages like Python OR R OR C++, as well as job-specific skillsets.
To be successful as a Quant Analytics Wholesale Credit Risk Assistant Vice President you should have experience with:
Hands on coding experience (as a full-stack developer / agile developer etc.)
Preferable language is Python, C/C++.
You must have knowledge of the following in Credit Risk (Pillar 1 - Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD),
Experience in IFRS9/CECL/ CCAR can also be considered
You must have stress Testing/Scenarios Modelling), Model Development and/or Model Validation (core development experience), Statistical Modelling (preferably for Wholesale credit book).
To be successful as a Quant Analytics Counterparty Credit Risk (CCR) Assistant Vice President you should have experience with:
You must have knowledge of the following in CCR – IMM Models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, Exposure / Collateral Modelling, PFE (Potential Future exposure), EPE , EPPE, Derivatives Pricing, Greeks, Risk Factor Modelling (Interest Rates, Equities, Credit, Commodities etc.), Back-testing, Numerical Analysis, SR 11/7, SS1/23. SS12/13 etc
Hands on coding experience (as a full-stack developer / agile developer etc.
Preferable language is Python, C/C++ etc)
Hand on experience in Model Development and/or Model Validation (core development experience preferred)
Experience in Stress Testing/Scenarios Modelling), Statistical Modelling (preferably for Wholesale credit book), Regulators and regulatory frameworks, Stakeholders – Model Owners, Audit, Validation
To be successful as a Quant Analytics Market Risk Assistant Vice President you should have experience with:
You must have knowledge of the following in Market Risk – FRTB – IMA and/or SA, VAR, Expected Shortfall (ES), BASEL Framework, Monte Carlo Simulation, Stress Testing, Exposure Modelling, CVA, Pricing Models, Desk Quants and Strategists, Black-Scholes, Economic Risk Capital, Incremental Risk Charge (IRC), Risk Factor Modelling (Interest Rates, Equities, Credit, Commodities etc.), Back-testing, Numerical Analysis, SR 11/7, SS1/123, SS13/13 etc
Experience in Model Development and/or Model Validation (core development experience).
Experience in Stress Testing/Scenarios Modelling Statistical Modelling (preferably for Market Risk), Regulators and regulatory frameworks, Stakeholders – Model Owners, Audit, Validation
Hands on coding experience (as a full-stack developer / agile developer etc.
Preferable language is Python, C/C++ , R etc
This role is based out of Mumbai.
