The Company is seeking a Quantitative Analyst AVP for Treasury. The successful candidate will be responsible for the design, development, implementation, and support of mathematical, statistical, and machine learning models and analytics used in business decision-making. This role requires the ability to design analytics and modeling solutions for complex business problems, collaborate with technology teams, and ensure the efficacy and stability of the developed solutions. The candidate should have a strong background in treasury and liquidity models, including both deterministic and statistical models, and be well-versed in risk, finance, and quant modeling, particularly in the areas of treasury risk, liquidity modeling, and hedge accounting. Applicants for the Quantitative Analyst AVP-Treasury position at the company should have a deep understanding of industry-leading model development frameworks and methodologies. Experience with end-to-end model development and coding languages such as Python, R, or C++ is essential. The role also demands hands-on experience in model development, validation, and implementation, with a focus on core development experience. The ideal candidate will have a background in IRRBB, RRP, TWD, hedge accounting, liquidity modeling, FX rate risk, ICAAP VAR model, balance-sheet modeling, and cash flow forecasting. Essential skills for this role include a strong grasp of risk and controls, change and transformation, business acumen, strategic thinking, and digital and technology, as well as job-specific technical skills.

Hiring Company

Barclays Corporate Banking