Senior Quantitative Analyst Vice President Senior Quantitative Analyst Vice President …

in New York, NY
Permanent, Full time
Last application, 20 Jan 22
in New York, NY
Permanent, Full time
Last application, 20 Jan 22
Senior Quantitative Analyst Vice President
As a Barclays Senior Quantitative Analyst Vice President you will serve a critical role in developing the next generation analytics and models for Securitized Products. You will cover all securitized asset classes including MBS, ABS, CMBS and CLO across the globe. You will also support the model enhancements effort and the associated risk management processes.

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?

• Developing and maintaining analytics and models for securitized products in the context of standardizing scenario definitions to support full revaluation
• Supporting all Securitized Products and Finance trading desks in support analytics requirements relating to pricing and risk management tools
• Working closely with other QA teams engaged with Market and Credit risk in creating requirements and supporting their needs for analytics and modelling to help solve a problem
• Working with technology team on migrating the legacy analytics system that relies heavily on a third-party structuring tool to QA securitized products analytics system
• Working with stakeholders of securitized products analytics, including market risk managers, model risk management, finance, product controls, and technology teams on testing and delivery
• Working with other teams within the broader organization of QA to ensure the consistency and compliance to the standards established for analytics code and delivery of analytics
• Working on Securitized Products analytics and model documentation to ensure compliance with model risk regulatory requirements

What we're looking for:

• Proficient with C++ 17 and any one or more of the following: Java/C#/Python
• Familiarity with the tools used in development and deployment of quantitative libraries
• Knowledge of Securitized Products, financial math, including stochastic calculus and its applications to finance

Skills that will help you in the role:

• Very good skills of presenting and articulating ideas well, both oral and written
• Experience with high performance computing (i.e. AWS)
• In-depth knowledge of RMBS

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.
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