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| Job Location | Noida |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | Banking / Financial Services |
| Functional Area | Risk / Underwriting |
| EmploymentType | Full-time |
Job Title : Quantitative AnalystEnsure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.Dynamic Working Our dynamic working programme has been set up to help Barclays colleagues achieve an optimal work/life balance. Arrangements we offer range from working at home and changing regular hours to taking career breaks. Our Dynamic Working initiatives support colleagues at all stages of their lives, helping them with parenthood, caring, further studies and hobbies Dynamic working gives everyone at Barclays the opportunity to integrate professional and personal lives. If you have a need for flexibility, then please discuss this with the Hiring Manager.This is a quantitative analyst role within QA Treasury with responsibility for: Design, build and deliver robust and production quality statistical models and code within a unified library for use within Treasury, Barclays UK and Barclays International. Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioural balances. Support quantification of Barclays funding and capital plans, forward looking impairments and pricing of liquidity and funding risk associated with the bank s asset / liability profile. Support model development for quantification of interest rate risk on the banking book.What will you be doing Deliver high quality documentation and presentations to support and maintain model and library use. Facilitate and challenge discussion of modelling options with senior model owners. Assist with development of statistical models for projection of Barclays balance sheet under different macro-economic scenarios.What we re looking for:Undergraduate graduate degree in a quantitative discipline with a statistics component. Some industry experience in quantitative finance. This may be replaced by relevant academic or industrial experience in statistical modelling. Good understanding of statistical and econometric modelling techniques e.g. time series analysis, regression models and various estimation techniques. Able to deliver to tight deadlines on quantitative projects, and manage the end to end process of model delivery. Proficient in Python (preferred) or R.Skills that will help you in the role:Postgraduate qualification in a quantitative discipline with a statistics component. Some experience in designing and developing statistical and econometric models. Experience in analysing large volumes of data including cleaning and subsequent pattern identification and clustering. Knowledge of EAD, PPNR and stress testing modelling. Knowledge of relevant regulatory guidelines for CCAR, IFRS9 and IRRBB .,
Keyskills :
time seriesrisk managementforward lookingstress testingconsumer bankingrisk management frameworktime series analysisbalance sheet