Quantitative Analytics
New York, NY
Barclays Services Corp.
What will you be doing?
Barclays Services Corp. seeks Quantitative Analytics in New York, NY (multiple positions available):
• Develop models serving pricing and risk management
• Conduct quantitative model development on risk calculations including value-at-risk, risk weighted assets, and capital allocation
• Carry out risk analytics, reporting, and stakeholder management including MARS, ICE, MRservice, asset control, and ESM
• Act as SME for Barclays risk processes including non-agency securitized products risk estimation, security-financing transaction risk assessment, and constrained Aumann Shapley risk allocation methodology deployment
• Develop/implement methodology on 10-day VaR estimation across legal entities of the firm
• Develop internal/external toolkit for model development, risk monitoring and explanation
• Investigate and analyze bespoke requests from Market Risk Management Team
• Develop, implement, and maintain RWA Projection models used as part of regulatory stress testing programs
• Author and maintain technical model methodology documentation
• Support annual model validation process working directly with Model Risk Management representatives
• Work with key stakeholders within the bank to incorporate feedback in analytics design and development process
• May telecommute
What we're looking for:
• Employer will accept a Master's degree or foreign equivalent in Mathematics, Finance, Financial Engineering or a related field
• Three (3) years of experience in the job offered or in a related position
Where will you be working?
You will be working at our New York, New York location 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 façade of the building. The building is easily accessible to Restaurants, Shops and Public Transportation. Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.
Our Values
Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.
Our Diversity
We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.
It is the policy of Barclays to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information, or any other basis protected by law.
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.
Our Benefits
Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. If you have a need for flexibility then please discuss this with us.
Salary / Rate Minimum/yr: $205,000
Salary / Rate Maximum/yr: $205,000
The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.
This position is eligible for incentives pursuant to Barclays Employee Referral Program.
New York, NY
Barclays Services Corp.
What will you be doing?
Barclays Services Corp. seeks Quantitative Analytics in New York, NY (multiple positions available):
• Develop models serving pricing and risk management
• Conduct quantitative model development on risk calculations including value-at-risk, risk weighted assets, and capital allocation
• Carry out risk analytics, reporting, and stakeholder management including MARS, ICE, MRservice, asset control, and ESM
• Act as SME for Barclays risk processes including non-agency securitized products risk estimation, security-financing transaction risk assessment, and constrained Aumann Shapley risk allocation methodology deployment
• Develop/implement methodology on 10-day VaR estimation across legal entities of the firm
• Develop internal/external toolkit for model development, risk monitoring and explanation
• Investigate and analyze bespoke requests from Market Risk Management Team
• Develop, implement, and maintain RWA Projection models used as part of regulatory stress testing programs
• Author and maintain technical model methodology documentation
• Support annual model validation process working directly with Model Risk Management representatives
• Work with key stakeholders within the bank to incorporate feedback in analytics design and development process
• May telecommute
What we're looking for:
• Employer will accept a Master's degree or foreign equivalent in Mathematics, Finance, Financial Engineering or a related field
• Three (3) years of experience in the job offered or in a related position
Where will you be working?
You will be working at our New York, New York location 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 façade of the building. The building is easily accessible to Restaurants, Shops and Public Transportation. Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.
Our Values
Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. Our values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our colleagues. Simply put, success is not just about what you achieve, but about how you achieve it.
Our Diversity
We aim to foster a culture where individuals of all backgrounds feel confident in bringing their whole selves to work, feel included and their talents are nurtured, empowering them to contribute fully to our vision and goals.
It is the policy of Barclays to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information, or any other basis protected by law.
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.
Our Benefits
Our customers are unique. The same goes for our colleagues. That's why at Barclays we offer a range of benefits, allowing every colleague to choose the best options for their personal circumstances. These include a competitive salary and pension, health care and all the tools, technology and support to help you become the very best you can be. We are proud of our dynamic working options for colleagues. If you have a need for flexibility then please discuss this with us.
Salary / Rate Minimum/yr: $205,000
Salary / Rate Maximum/yr: $205,000
The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.
This position is eligible for incentives pursuant to Barclays Employee Referral Program.
Job ID 00284346
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