QA Scenarios Quant - VP

QA Scenarios Quant - Vice President

New York

As a Barclays QA Scenarios Quant - Vice President your core responsibilities of the role will be to support model design, development, implementation and on-boarding of Scenarios models into Python based IT infrastructure. This role has extensive interactions with technology partners, internal stakeholders in Finance and Risk, and engages with internal/ external Audit, Review teams and regulators.

Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We've helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, we offer careers providing endless opportunity.

What will you be doing?

* Implementing Scenarios models into the Model Execution Framework for Stress Testing and Impairment

* You will be responsible for technical analysis, supporting and testing of components/models within the current Model Execution Framework (MEF), as relevant for Scenarios use-case

* Developing & delivering reusable tools and processes to support improved controls, automation and sensitivity analysis capabilities for Scenario models

* Ensuring that governance and control requirements are met

* Engaging with regulators as well as internal/ external Audit and Review teams

* You will be responsible for internal scenario expansion model updating and refinement

* You will be responsible for documenting models and procedures to ensure replication of results

What we're looking for:

* Advanced degree (e.g. Mater or PhD) in Physical Sciences, Engineering, Mathematics or Economics

* Exceptional Python and R programming skills and experience with C++ or Java

* Experience in Quant modelling techniques and knowledge of models in one or more asset classes

* Experience in delivering models and tools to support business management

Skills that will help you in the role:

* Expertise in Python programming and Data Science and experience with model deployment

* Experience in statistical modelling background or modelling experience in Credit Risk

* Model developer for Stress Testing and/or Impairment across Risk, Treasury or Finance

* Exceptional communication skills both verbal and written

Where will you be working?

You will be working at our Americas Headquarters at 745 Seventh Avenue. This 37-story office tower is located in Times Square in the heart of Manhattan and features a cafeteria, fitness center and state-of-the-art LED signage on the facade of the building.